about us

SCG Asset Management specializes in the development and management of advanced derivative-based solutions, capitalizing on market opportunities and creating custom exposures through rigorous, proprietary analytical modeling, qualitative analysis and prudent risk management.

We are built on a foundation based on integrity, innovation, and partnership. Founded in 2020 by Gregory H. Sachs, founder and former Chairman/CEO of Deerfield Capital Management, which managed over $17 billion in fixed income arbitrage and other strategies. Building on this history, Mr. Sachs and the SCG Asset Management team recognized an opportunity to utilize proprietary analytical modeling augmented by targeted qualitative analysis to optimally balance opportunistic active investment with quantitatively measured and prudent risk management.

Bespoke Solutions

Tailored Strategies for Institutional Needs

Turnkey Solutions

Optimizing Portfolio Returns

Strategic Investments

Strategic Partnerships

Whether they are slightly modified or fully customized, SCG Assets Management's investment team works with clients to develop and implement portfolio solutions to meet current challenges.

Managed Accounts
Hedging Solutions
Custom Indexes

Collaborating with our strategic partners, we have developed sophisticated investment solutions that maximize risk-adjusted returns utilizing robust proprietary quantitative pricing models and investment processes across multiple product wrappers.

Registered Funds
Managed Accounts
Rated Portfolios
Insurance Wrapped Solutions

Our affiliate, Sachs Capital Group, can deploy capital for strategic investments or partnerships that align with our vision and client goals.

Collaborating with global financial and academic institutions to create targeted solutions for investing capital or risk management.

Institutional Managers
Insurance & Re-Insurance Companies
Index Developers & Calculation Partners
Data Providers
Retail Wealth Managers & Related Platforms
Global Banks
Academic Insitutions
Distributors

Our Approach

Our analytically rigorous, disciplined investment process incorporates proprietary models that efficiently parse voluminous amounts of daily market data to optimize both portfolio construction and allocation recommendations. Using expert human judgement, we leverage decades of experience and expertise and utilize these recommendations to make final investment decisions.

SCG Asset Management's competitive edge in this investment space is its use of scientific, analytical models for portfolio construction and allocation. Our proprietary, quantitative methods are validated against peer-reviewed literature, robustness of out-of-sample predictions, and diversification. We optimize recommendations for risk-adjusted returns and subject results to replication, stress testing, and adjustments to guard against overfitting and market changes.

We supplement and vet our quantitative model results with a thorough review of current analysts’ research and news coverage with an eye towards significant negative events or indications. We incorporate often critically important and highly idiosyncratic events and information into our investment filtering and decision-making.

SCG Asset Management creates a portfolio of structured equites (diversified across time, sector and maturity) to effectively and measurably mitigate the idiosyncratic risk of each structured note, the within-portfolio co-movement of the equites returns, and overall market exposure. New positions are typically 2-3% of our portfolio.

Results of quantitative models are not only back-tested against historical returns, but also front-tested, out-of-sample and out-of-time, to enhance results against regime changes.

In addition to dynamic dependence structures (e.g. rank correlations, tail-dependence copulas, etc.), related risk metrics and statistical tests, we actively monitor news, prices and performance daily.

Quantitative
Analysis

Qualitative
Review

Portfolio
Construction