Toro Fund LP is a quantitative driven long/short equity fund which employs a systematic process producing daily dynamic allocations to long and short positions in liquid securities.
The investment manager builds models around three types of information. 1) technical information, including but not limited to, trading volumes of stocks, factors such as new highs and new lows 2) fundamental data which includes 10-Qs, 8-Ks, corporate earnings, financial statements, key metrics as well as many others and 3) any agency or event based actions, such as mergers, acquisitions, buybacks, secondary’s, and any other worthwhile news.
Our existing models are constantly evaluated in real time and are rigorously tested.
MODELS AND DATA
Models and data are used in combination, with some models at times not in use. The programs constantly adapt to changing market environments. Our portfolio managers intervene with models at times mainly to decrease risk when prudent.