Strategy

ABR Management LLC strives to maximize risk-adjusted returns in highly scalable, market-neutral solutions.  We achieve these results through research and investment in quantitative-driven strategies across US-based equities, options, and futures.  We focus on liquid markets in plain vanilla products, such as S&P 500 stocks & their major indices, commodities, and options related to both.  Our edge comes from a fundamental view that markets are not always efficient due to various forces, such as investor sentiment.  By exploring the relationship among sectors, term-structure, and asset class, we derive pricing models that allow us to take advantage of these inefficiencies.

 

 

 

 

 

 

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