SilentSeas Group | Hedge Funds
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SilentSeas constructs proprietary, diversified, global long/short market neutral equity strategies to target returns in approximately equal proportion from Alternative Risk Premia harvesting and Alpha in all market conditions.


  • Long/short market neutral global equity portfolio formulated from proprietary style premia/risk factor investment methodology
  • Targets opportunities in multiple geographies through multi-style factor market, dollar and beta neutral1 portfolio positions
  • Recognizes differences in regional behavioral biases, structures, and investor constituencies within broader globalization trends
  • Maintains style premia/risk factor diversification within and between markets in which it is active
  • Tailors portfolio risk exposures by region and globally while limiting permanent loss of capital


  • Genuine balance of traditional fundamental investing fluency and behavioral quantitative research and investment implementation
  • Centralized depository of ‘firm knowledge’ derived from meta-data capture and analysis (>100,000 unique trades per annum)
  • Risk models and analytics tools developed inhouse by Risk team to independently monitor firm risk exposures
  • Returns realized from Style Risk Premia and Alpha unlike prevailing ‘Smart Beta’ and ‘Alternative Risk Premia’ strategies