Innovating at the intersection of alpha & beta
LAB Quantitative Strategies (LAB QS) aims to combine diverse sources of alpha with capital-efficient beta to consistently achieve absolute or relative return objectives.
Hear from our Founder and CIO on the LAB QS Portfolio Construction methodology.
About
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LAB QS is risk-first, focused on total portfolio construction, and offers liquid multi-strategy and turnkey portable alpha solutions.
Our distinct multi-strategy platform is built on the belief that separating alpha generation from market exposure is the most efficient and scalable method for balancing return and risk more efficiently over the long term.
Separating alpha and beta exposures offers enhanced returns, diversification, and flexibility while maintaining core allocations and controlling market risk.
By limiting volatility and drawdowns on an absolute or relative basis, we aim to deliver more stable outcomes that enable our investors to stay invested through full market cycles, creating value at moments when it is often destroyed.
Our solutions are liquid, scalable, tax-efficient, and customized to the absolute or relative return objectives of our investors.