Investment Philosophy

At Alamut Capital Quant Models, we believe durable long-term investing requires more than intuition or backward-looking narratives. Markets evolve, cycles shift, and risks rarely repeat, which is why our approach is grounded entirely in quantitative, evidence-based research built to adapt, protect, and compound.

A Modern Quantitative Framework

We apply systematic methods to both security selection and asset allocation, ensuring every position is supported by objective, repeatable analysis rather than discretionary judgment.

1. Multi-Factor Security Selection

Our equity selection relies on a dynamic multi-factor engine informed by decades of academic research. Factor weights adjust monthly to reflect the current macro regime, emphasizing Momentum, Value, Quality, Low Volatility, Growth, and three of our proprietary factors at different points in the cycle.
For long-term, tax-efficient strategies, Quality and Value play a larger role to support smoother compounding and reduced turnover.

2. Three Proprietary Allocation Models

Our Allocation decisions, the primary driver of long-term risk-adjusted returns, are guided by our Macro, Market, and Reversal & Sentiment models. Together they assess economic conditions, volatility trends, and behavioral extremes to determine when to increase participation, reduce exposure, hedge, or tactically adjust risk.

3. A Regime-Adaptive, Risk-First Process

Our framework scales exposure down during deteriorating markets and expands it during stable, trending periods. By minimizing deep drawdowns, maintaining diversification, and stabilizing volatility, we protect the compounding process that acts as the cornerstone of wealth creation.

4. Objective, Adaptive, and Durable Portfolios

Our philosophy centers on objectivity, adaptability, risk discipline, and transparency, giving advisors portfolios that are built to evolve with markets and deliver a smoother path to long-term returns.