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FRATILA & COMPANY

Investment Group

Snow
Manged Futures

Systematic Managed Futures

An alternative investment approach with no directional bias. A strategic allocation may complement a traditional portfolio of stocks and bonds while aiming to decrease portfolio volatility and increase risk-adjusted returns

01

No Directional Bias

Long and short positions across Equities, Fixed Income, Currencies, and Commodities

02

Correlations & Liquidity

Strategy seeks to minimize correlation to traditional stock and bond portfolios, utilizing liquid futures markets

03

Diversification

Multi-model approach, varying lookback periods utilizing time series and cross-sectional momentum signals

04

Regime Agnostic

We aim to construct portfolios that are not dependent on equity, rate, inflation, and economic environments

Our Edge
Investmnt Philosoph

Approach

Investment Philosophy

Portfolios seek to harvest momentum premia utilizing a systematic, rules-based approach

Investmet Philosophy

Process

We aim to design a repeatable investment approach, researched and developed using a dynamic set of rules

Multi-Model

A multi-strategy program based on rigorous academic research, implemented using evidence-based practices

Systematic

Humans are subject to behavioral biases such as anchoring, herding, and risk aversion – systematic investing may not be

Components of Return

Time series and cross-sectional momentum, carry, systematic macro, and mean reversion​

Portfolio Construction

Our goal is to minimize current and conditional correlation, reduce drawdowns, and generate consistent absolute risk-adjusted returns within our risk management framework

RISK

Risk Management

Stress tests, tail risk evaluation, and scenario analysis create strict volatility parameters and risk management frameworks

Bottom-up portfolio construction, daily risk evaluation, and gradual rebalances

Portfolio construction process seeks to minimize left-tail risk and generate positive skew

Contact Us

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THE POTENTIAL FOR PROFIT IS ACCOMPANIED BY THE RISK OF LOSS.

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This website is strictly for marketing and informational purposes only and should not be construed as an offer to buy or sell securities, nor as investment advice. This information is provided “as is” without warranty of any kind, either express or implied, and is subject to change without notice. Past performance is not indicative of future results, and no representation or warrants is made regarding the accuracy, completeness, or reliability of the information contained herein. You should consult with a professional financial advisor before making any investment decisions. By accepting and reviewing this website, the recipient acknowledges and agrees that neither the company nor any of its affiliates or representatives will be held responsible for any losses or damages resulting from the use of this website or the information contained herein.​​ Fratila & Company LLC and Emerson Equity LLC do not provide legal or tax advice. Securities offered through Emerson Equity LLC Member FINRA/SIPC and MSRB registered. Emerson Equity LLC is unaffiliated with any entity herein. 

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