Martingale Asset Management

Martingale’s active return strategies focus on fundamentally undervalued companies while maintaining close risk management.

This long/short strategy seeks to exploit return differentials from systematic alpha sources, including volatility, value, quality, and momentum. The strategy seeks to achieve a high Sharpe ratio over the long term. It focuses on total, or absolute, risk rather than risk relative to the market.*

These strategies aim to match or surpass equity market returns with reduced volatility.

Martingale’s equity strategies cover a range of risk levels, targeting value through security selection.

David Thesmar is the Franco Modigliani Professor of Financial Economics at MIT Sloan School of...

Kent Daniel is the Jean-Marie Eveillard/First Eagle Investment Management Professor of Business, Finance Division, Columbia...

direct and easy access to all of Martingale’s professionals

Martingale Asset Management, founded in 1987 and based in Boston, specializes exclusively in investing.

Martingale’s workplace attracts skilled, seasoned professionals through its innovative and collaborative culture.

Martingale Asset Management offers information about the company and meeting arrangements.

T (617) 424.4700F (617) 424.4747 Boston, Massachusetts 888 Boylston Street, Suite 1400, Boston, Massachusetts 02199...

Martingale, founded in 1987 and based in Boston, manages equity portfolios for institutional clients, including pension plans, foundations, and retirement systems.

Martingale Asset Management emphasizes respecting privacy and data security.