Many hedge fund strategies aim for uncorrelated returns
Many hedge fund strategies aim for uncorrelated returns. Quant funds claim to deliver them without human judgment.
They promise math, speed, and discipline — precision without emotion.
But here’s the truth: no algorithm runs itself.
→ Models don’t set governance — people do
→ Risk discipline isn’t coded — it’s enforced
→ When oversight fails, even the cleanest code collapses
The quant industry sells precision. But behind every system sits a leadership team — and a weak decision culture can turn “systematic alpha” into systemic risk.
That’s why Eagle Talon’s strategies are built around a factor most investors overlook: Leadership Alpha.
For true edge and diversification, it’s not optional — it’s essential. Every portfolio should have exposure to it.
Because long after the factor models have run their course, one question still determines performance:
Who do you trust behind the machine?