Fort LP is a quantitative investment management firm founded in 1993. With over $20 billion in assets under management, Fort focuses on global macro and tactical asset allocation strategies using futures, currencies, bonds and equities. The firm has pioneered techniques in statistical arbitrage and computational finance. Fort’s quantitative models and algorithms aim to identify mispricings and market inefficiencies to generate consistent absolute returns.
Fort LP’s history and track record
Fort LP was founded in 1993 by Ed Egilinsky and Brian Brugman. The firm manages over $20 billion in assets with offices in San Francisco, London and Singapore. Fort was an early pioneer in statistical arbitrage and has delivered strong risk-adjusted returns to institutional investors over its 30 year history.
Fort’s investment approach and strategies
Fort utilizes quantitative models across asset classes to identify market inefficiencies and pricing anomalies. The firm employs statistical arbitrage, tactical asset allocation and other quantitative techniques. Fort seeks to generate consistent absolute returns over the long run with a rigorous risk management framework.
As a quantitative pioneer with a long track record, Fort LP is a leading investment management firm specializing in global macro and tactical asset allocation strategies.