AugurMax: The Global Asset Allocation Strategizer
A joint venture between RisKontroller Global LLC and Bifrost Quest Capital LLC
AugurMax is a cutting-edge global asset allocation strategy that combines the crash and rally scores from Efficient Crashes Optimizer (ECO) with RisKontroller’s advanced technology. ECO scores are calculated on the Investible Universe of equity, fixed income, commodity, and currency indices. These scores acknowledge that bullish trends can continue but also show when they’ve gone too far. Market downdrafts are similarly modeled and the scores show when bearish trends have gone too far. RisKontroller, our dynamic stochastic optimization engine (RK Optimizer), simultaneously analyzes historical return paths and probabilistically determines future asset return paths. The two processes are then combined to generate long and short portfolio weights (Asset Allocations). The portfolio is expected to generate relative outperformance whether markets are viewed (individually or collectively) as overvalued or undervalued. The instruments used to generate the portfolio exposures are all highly liquid. Recent hypothetical results are shown on the Pro Forma Returns tab.
AugurMax is for Qualified Eligible Persons only.