Our approach
At Dorian Road Capital Management, we employ a dynamic, systematic investment process designed to capture inefficiencies and mitigate downside risk. Our approach is built upon three key pillars:
Macroeconomic Regime Analysis
We utilize leading economic indicators, market data ratios, and sentiment measures to identify prevailing regimes and allocate capital into assets that historically outperform under those conditions.
Quantitative Strategy Development
Through extensive backtesting and statistical modeling, we create rule‑based strategies—factor‑based selection, trend‑following, and machine learning models—tested for robustness across market cycles.
Risk & Portfolio Optimization
Risk management is embedded at every step. We use covariance‑based diversification, regime‑dependent thresholds, and systematic position sizing to control volatility and enhance compounding.