Diversification objective
Seek a differentiated return stream across changing market regimes. Diversification cannot eliminate loss.
Ames Investment Systems
Systematic Macro
for Changing
Market Regimes
Ames Investment Systems is an emerging investment manager focused on systematic macro and fundamental quantitative strategies.
01 / Strategy architecture
From macro information to liquid exposure.
- 01
Macro / fundamental signals
Rates, inflation and institutional liquidity flows
- 02
Portfolio construction
Translate research into diversified exposures
- 03
Risk management
Assess correlation, sizing and execution
- 04
Liquid portfolio
Equities / ETFs, Treasuries, cash and gold
A medium-frequency, multi-asset approach informed by changing economic conditions. View the strategy →
02 / Allocator fit
A disciplined approach to diversification.
Liquid implementation
Express portfolio views through liquid public-market instruments. Liquidity can deteriorate under stress.
Capacity discipline
Review turnover, trading costs and market impact as capital scales.
Evidence-led diligence
Assess live account records separately from historical research and modeled scenarios.
03 / Research discipline
Validation before deployment.
- 01
Develop
Historical research with an explicit development period.
- 02
Out-of-sample
Evaluate unseen data without tuning to the evaluation period.
- 03
Final holdout validation
Reserve a final blind subset for deployment readiness.
- 04
Live incubation
Review actual fills, slippage, drawdowns and signal stability.
- 05
Deploy & monitor
Scale gradually, monitor drift and re-estimate capacity.
04 / Risk management
Controls before forecasts.
Model & Data Risk
Holdout testing, point-in-time data discipline and signal degradation review.
Market & Correlation Risk
Diversified exposures, stress correlations and portfolio sizing.
Execution & Liquidity Risk
Spread and slippage monitoring, capacity constraints and staged scaling.
Tail & Scenario Risk
Historical shocks and simulated scenarios, with explicit recognition of model limits.
Operational & Cyber Risk
Reconciliation, access controls, vendor oversight and business continuity.
Key-Person & Governance Risk
Documented responsibilities and procedures, with independent providers as a fund launch gate.
Stress testing is a diagnostic tool, not insurance. Actual losses can exceed modeled scenarios.
Allocator diligence
Start with the evidence.
Discuss the strategy, research process and operational readiness with AIS.