Strategy
ABR Dynamic Funds, LLC strives to maximize risk-adjusted returns in highly scalable, market-neutral solutions. We seek to 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. We believe 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-structures, and asset clasess, we derive pricing models that we expect to take advantage of these inefficiencies.
.