Founded in 2000, Strategic Capital Allocation Group, LLC (SCA) is an investment strategy firm that has catered to some of the most influential institutions, endowments, foundations, corporations, public pension funds and ultra high net-worth individuals in the world. SCA’s investment philosophy has fundamental macroeconomic underpinnings combined with Quatrain’s patented, state-of-the-art analytical processes. The investment discipline seeks to capture the optionality offered by asset classes and strategies that are poised to offer attractive, uncorrelated risk/return potential. SCA strives to deliver absolute-return oriented strategies through client-driven policy formation and customized, dynamic portfolio allocations that seek to attenuate downside risk.
At SCA, we put a constant effort in the creation and nurturing of a close relationship with our clients. We believe that transparent communication and constant education are paramount to a successful collaboration. It is our constant dedication to understand client needs and respond to them in the form of a customized solution that drives our success. Beyond their investment experience with us, our clients’ trust in SCA is the best testament of our commitment to them.
SCA leverages its expertise across asset classes and non-traditional strategies, as well as conviction in our macroeconomic views to identify and exploit investment opportunities in global markets. SCA’s strategic perspectives distill from macroeconomic themes and associated inflection points and tactical drivers.
For the last decade, SCA’s fundamental expertise has been leveraged with Quatrain, SCA’s proprietary, dynamic portfolio allocation and risk management platform.Since 1999, SCA’s revolutionary, patented technology has driven its dynamic allocation and embedded risk management platform – Quatrain – and benefited over $11 billion institutional assets. Quatrain empowers SCA clients to make critical decisions with conviction. That conviction stems from a realistic view of the non-linear interactive behavior of investments and a “motion picture” of the dynamic tradeoff between relative risk and relative return.
Quatrain is precisely what we represent: No prophecy, just vision.
Quatrain is not a forecast. In contrast, Quatrain releases crucial insights from the path, pattern and co-movement of daily information-rich returns data. Quatrain generates explicit allocation signals married to attainable confidence for the desired, risk-managed outcome. Continuous real-life results reinforce conviction.
Over time, Quatrain’s consistent risk-targeting has enabled clients to weather times of stress in the financial markets while benefiting from most of the upside in bull markets. Capital preservation facilitated by uncorrelated, positively skewed investments forms the core of the Quatrain investment discipline. Quatrain shuns the “normality” assumptions of modern portfolio theory and similar portfolio optimization frameworks that assume static correlations and target volatility minimization – dangerous assumptions with no bearing on reality.
Specialties: Strategic Capital Allocation Group LLC is registered with the United States Securities and Exchange Commission as an investment advisor under the Investment Advisors Act of 1940.
SCA offers a broad spectrum of discretionary and non-discretionary investment advisory services, including:
– Quatrain – customized solutions for dynamic allocation and embedded risk management
– Discretionary Quatrain Global Solution (QGS) re-defines relative value as risk-on versus risk-off: capturing severe market turns in real-time across a wide range of stressed markets Quatrain is a comprehensive portfolio management solution offering a proprietary framework that goes beyond traditional asset allocation techniques. It offers a centralized platform and proprietary algorithms for dynamic portfolio allocation and risk management, customized to specific investor risk preferences and time horizons.
The Quatrain platform continues to evolve constantly, but its core portfolio optimization algorithms have been used by SCA since its inception in 2000 and have allowed SCA clients to enjoy meaningful upside capture with effective downside protection throughout multiple market challenges.
Brian A. Hunter
At SCA, we sculpt portfolios that confront an inevitable spectrum of market uncertainties and seek to manage them to robust, repeatable outcomes.
Our asset allocation and risk management platform – Quatrain – has demonstrated through one of the most persistent market storms that it can challenge us to think in constructive directions.
“All of the information is in the data.”
Globally – 24/7 – millions of analysts and strategists pour over mountains of fundamental data and analysis. Fundamentals, as perceived by this minion, coalesce daily into insights that in turn trigger and merge into closing prices of securities on exchanges worldwide.
Quatrain releases these insights…delivering clarity from chaos.
All of these carefully crafted facets of SCA-Quatrain merge to a gradual, controlled, two-faceted mission:
– To empower you with an unprecedented range of managerial flexibility, and
– Deliver an absolute, reliable bottom-line
Enjoy your journey through our website as an introduction to how and why our collaboration empowers your future advantage.
Quatrain™ is the technology division of SCA focusing on dynamic asset allocation and risk management, systematic trading and quantitative research.
Quatrain™ has been a core part of SCA bringing powerful analytical tools to SCA and its clients. Quatrain™’s dynamic allocation platform offers a centralized platform that offers a comprehensive portfolio management solution with patented and proprietary algorithms for dynamic portfolio management and risk control.
Quatrain™ has developed advanced quantitative and computational methods for its proprietary trading systems.
Quatrain™’s quantitative strategies identify short- and medium-term investment opportunities across asset classes and seek to profit in a rigorously risk-controlled fashion.
Quatrain™ focuses on algorithmic trading systems utilizing, a large array of tools and methods including signal generation, pattern recognition, neural network optimization and genetic algorithms.
Since March 2015, Quatrain™ has offered Quatrain Global Solution (QGS) to SCA’s clients.
QGS is a Systematic Tactical Asset Allocation Solution that engages Quatrain™ as an integral driver for its global allocation strategy.
Starting April 2017, Quatrain™ will offer an additional investment product applied to liquid factor ETFs: Quatrain Factor Solution (QFS)
Quatrain™ also offers its quantitative expertise to firms outside the trading and portfolio management industry, particularly in managing R&D pipelines, logistics and supply chain management.