Overview

GOAL

ABR Dynamic Funds strives to maximize risk-adjusted returns in highly scalable, systematic solutions using the proprietary research and quantitative models developed by ABR Management LLC.

HISTORY

ABR Management LLC, the parent company of ABR Dynamic Funds, was founded in 2010 by Taylor Lukof as a research-focused trading group managing internal proprietary capital. ABR sought scalable, liquid solutions that would eventually be client-focused, and in 2012, ABR Management formally established the structure that allows the firm to manage client capital today.

In March 2015, ABR Dynamic Funds, LLC was formed, as a subsidiary of ABR Management, to license intellectual property from the parent company in order to create indices and liquid alternative solutions for clients.

STRATEGY

ABR Dynamic Funds, LLC strives to maximize risk-adjusted returns in highly scalable, systematic solutions.  We seek to achieve these results through research and investment in quantitative-driven strategies across equities, options, futures, and bonds.  We focus on liquid markets in plain vanilla products, such as S&P 500 stocks & their major indices, commodities, and options related to both.  We believe our edge comes from a fundamental view that markets are not always efficient due to various forces, such as investor sentiment.  By exploring the relationship among sectors, term-structures, and asset classes, we derive pricing models that  we expect to take advantage of these inefficiencies.

OPERATIONS

The firm’s operations are based at 48 Wall Street Suite 1100, New York City, New York. By focusing on a strong infrastructure, the team has developed research capabilities that will continue to allow the firm to grow while maintaining our core values. ABR operates with the highest ethical and control standards, which remain a priority for management as we continue to build upon our success.