Anjum Hussain
Co-cio @Nightsky Capital
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WORK HISTORY
Co-cio @Nightsky Capital
I would like to share two actively managed strategies we developed at NSCM (US large Cap Stock Strategy and US Small Cap Stock Strategy). The strategies were developed over 12 years of building, testing, calibrating, and deploying a quantitative framework at a large and small US endowment, an RIA and a large single-family office. More information about the strategy and live performance can be found at a former endowment investment professional, the reason for developing this framework was to provide institutions with a much-needed allocation to an optimized momentum-based style and sector-agnostic strategy which adds a dynamic, systematic, and repeatable component to their portfolios.Having a relatively low correlation to the equity markets and value strategies in particular, it also serves as a performance hedge for existing allocations and a way to bridge long and short-term performance, which typically has been a challenge for institutional investors when explaining short-term performance shortfalls to their boards.To our knowledge, the approach and framework are unique and do not exist elsewhere. The strategies have a live track record of 3.75+ years with NSCM, as well as assets for a single-family office. Both strategies are extremely liquid, with the small-cap universe limited to stocks with an average dollar traded volume of $25 million or higher. Our evidence is in the live results; while developing our strategies, we back tested them for 20+ years, allowing us to understand the strategies\' tendencies over various market environments Performance in no way reflects a guarantee of expected performance. Nothing herein is intended as investment advice. Please contact us at i•••@nightskycm.com
EDUCATION
Chartered Financial Analyst (CFA)
CFA - License #: 47841
The University of Akron
MA
University of Bombay
BA
Case Western Reserve University - Weatherhead School of Management
MBA,Finance
SKILLS
ABOUT ANJUM HUSSAIN
I am a quantitative investment professional with over 25 years of experience managing…
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