Innolab Capital Alpha

Home / Investment Programs / Innolab Capital Alpha

Innolab Capital Alpha Overview


The Innolab Capital Alpha fund is market neutral and seeks to produce returns that are independent of market behavior, while still exhausting a risk budget of 10% annually. It has, historically, been extremely robust during stress periods for equities and can act as a “shock-absorber” for a larger portfolio.


  • Universe of 80 global liquid instruments divided in three legs (41 indices, 12 bonds and 27 commodities).
  • Beta and cash neutral (50/50).


  • Long-term growth of capital that cannot be explained by traditional equity, fixed income beta and standard risk-premia exposure.


  • Deep learning is used to rank assets in each leg.
  • Portfolio weights are balanced via risk parity.
  • Beta neutral and controlled for net long/short dollar exposure.
  • Fund is deployed as an autonomous self-healing system.
  • Large datasets, heavy regularization and back testing using cross-validation.

Interested in knowing more

If you are interesting in protection for your portfolio or knowing more about our market neutral fund please fill out the form below.