Investing

INVESTING STRATEGIES

DISCRETIONARY STRATEGIES (DSG)
Portfolio Manager: Steven Ircha

Our Discretionary Strategies Group employs fundamental security analysis to find mispricings in the public markets. We benefit from a highly rigorous approach that incorporates thorough qualitative research and financial modeling to arrive at a non-consensus viewpoint.

The group is structured into pods of about 5-6 members, each led by an experienced Portfolio Manager. The Investment Committee, comprised of all the PMs and chaired by the Head of Discretionary Strategies, hears investment pitches and determines which ideas will become part of the portfolio.

QUANTITATIVE OPPORTUNITIES (QOG)
Portfolio Manager: Saku Rimali

Our Quantitative Opportunities Group develops and optimizes various systematic trading algorithms with the goal of creating uncorrelated returns with attractive risk profiles. We are currently the only investment group at Penn that implements algorithmic trading strategies with real assets.

The group is structured into pods of about 5-6 members, each led by an experienced Portfolio Manager. The Head of Quantitative Strategies determines the allocation of capital to various algorithms, in consultation with the other Quant PMs and the Investment Committee.