Syrah Capital seeks to generate short-term capital appreciation and superior risk-adjusted returns across most market environments. To achieve this objective, the Fund systematically trades both long and short in a diversified portfolio of the most liquid equity securities. Syrah‘s ability to generate alpha is the result of a quantitative stock selection model combining technical, fundamental, and proprietary factors which help us identify patterns that have statistically predictable outcomes. Our model filters out exposure to beta and focuses on sources of alpha derived from the relative performance of stocks in our universe. The resulting portfolio exposure is market neutral and sector neutral, thus producing an absolute return profile that is largely uncorrelated to the equity markets and macroeconomic events.