2K Capital employs several disparate methods of analysis in constructing portfolios across listed equities, corporate credit, sovereign fixed income, currencies, commodities and their derivatives. Strategies include – but are not limited to – factor-based/smart beta, fundamental value equity, event-driven, volatility and macro. Exposures are global.
Mulit-Factor Beta Program
An approach to strategic asset allocation – both domestic and international – predicated on equity risk, small cap. and value premia, combined with a yield-enhancing derivatives overlay
Corporate-Level Alpha Program
Analysis of listed equity and credit issues via fundamental, technical and quantitative methods to capture idiosyncratic risk; embeds call overwriting features to harvest volatility risk premium
Global Macro Alpha Program
Designed to source excess return from: 1) asset class- and sector-level mean reversion 2) systematic trend following 3) convexity exposure amid periods of heightened market volatility (i.e., tail events)