LongTail Alpha

LongTail Alpha
United States

LongTail Alpha believes that sustained portfolio performance comes from expecting the unexpected, and from positioning portfolios to earn yield while maintaining convexity

More About LongTail Alpha

  • Blends a solutions approach with value added from expertise in implementation of these solutions in a portfolio form
  • Proprietary framework based on academically rigorous research
    • Tested over two decades of implementation, which assists in analyzing the portfolio risks, hedging both “left-side” or negative tail risks and “right-side” or positive tail risks, and by optimizing performance by combining market positions and risk allocation across asset classes.
  • Founded in 2015 by Vineer Bhansali, Ph.D
    • Two decades of experience in both developing many of tail risk management frameworks in use by the industry today
    • Managed portfolios and funds for clients at PIMCO for over 15 years