We earn sensible returns through our long exposure to US and UK equities. This exposure includes tracker index funds and individual stocks chosen by internally developed strategies to detect value-for-money stocks, size effects and overall momentum in the market.

We perform active risk management through the use of futures and options in the S&P 500 Index, the Volatility Index (VIX) and the US Dollar. Our hedging decisions are fully systematic, with no discretionary overlay and no allowance for leverage greater than 100%.

Our hedging ratios are decided by a second layer of automation that identifies the correct timing and sizing of positions using an overlay of behavioural economics and mainstream economics.

Stalwart Holdings AI trader was mentioned at Opalesque, an internationally recognised hedge fund news service read by elite hedge fund managers across the globe.

Gustavo Loyola, a former president of the Brazilian Central Bank, has joined our advisory board, as published on this AP News Press Release.

Fabio Dias, Stalwart Holdings' Managing Partner, was invited to speak about optimal operational infrastructure for hedge funds at Emex London 2024, an event with global reach dedicated to the top smaller hedge fund managers.

Dr Dias, also an academic at University of Surrey, consistently ranked as a top 10 university in the UK for Business and Economics by the Times Higher Education Rankings, gave the following presentation about Stalwart to other leading academics:

A recent study produced by academics from Harvard University shows empirical evidence of investor overreaction to good news impacting future returns of the S&P 500, helping to explain with the use of Behavioural Finance theory some anomalies found in empirical asset pricing research.

A recent study published at the Journal of Financial Markets, a leading journal in the field (indexed by Scopus), demonstrates that the existence of investors with different levels of risk-aversion in heterogeneous markets will cause temporary changes to stock prices that can generate opportunities to less risk-averse investors during volatility spikes.

Dr Dias published a technical paper at Computational Economics, a leading journal (indexed by Scopus) focussed on the use of computational science to solve complex economic problems, giving a technical description of the Machine Learning algorithm used to calibrate our equity hedging strategies.

Leading economists at the Bank for International Settlements published a research paper describing the evidence behind the US Dollar Index serving as a global factor in determining equity returns.