Wright Research focuses on 2 key themes - equity factor research & market regime modelling.

Equity Factors

For equity factors they use data science techniques to research various themes in the market and build robust portfolios with these themes. The themes we look at are:

  • Momentum Investing
  • Size or small-cap Investing
  • Growth Investing
  • High Quality Investing
  • Low Volatility Investing 

Regime Modelling

For market regime modelling, Wright Research uses advanced machine learning models to forecast market risk in the next month & quarter and they change their allocations to factors and asset classes based on this.

Statistical Arbitrage

For our long short portfolios we look at statistical correlation between stocks again based on various themes and create market neutral and beta neutral baskets of stocks for low risk, low drawdown, consistent returns