OUR FIRM
The name Lattice is traced to the field of mathematics where the model was originally used in computational physics. In this context, a lattice is a means of valuing and therefore ordering a multi-dimensional space, such as the market. For Lattice Capital Management, cohesive investment valuation is the foundation on which our firm is based.
We at Lattice seek to create intelligently designed investment products for institutional and individual investors. The firm is proudly established in a culture of excellence, where contemplative thought and decisive action are encouraged.
We are ever alert to the trust our clients place in our firm. At Lattice, we adhere to a disciplined, yet collaborative approach to investment management. As clients put their trust in our company, we devote ourselves to our clients. Trust is the pillar of our company.
OUR CREDO
At Lattice Capital Management, our mission is to cultivate competitive risk-adjusted performance through the employment of skill. We seek to approach portfolio construction and investment design with the idea that managing risk is one of the single most important factors in generating consistent returns. The fundamental order of importance we place on risk management is our defining strength. Lattice seeks to create its investment value through a disciplined valuation process where risk is captured and carefully mitigated in order to produce a return. We seek to compound return faster than the “market” with less risk for any given holding period.
We aim to approach the design of investment solutions with this mission in mind, devoting ourselves to creating value for our clients. In our pursuit of true value, we seek to be contemplative, innovative, and transparent. We are passionate about delivering performance.
OUR HISTORY
Lattice Capital Management began operations in 2005, founded by Fariba Ronnasi. The name “Lattice” conveys the firm’s comprehensive and robust valuation approach used to model dynamic scenarios within the market. For Lattice Capital Management, investment valuation is the foundation on which our firm is based. Our investment discipline and proprietary methodology join fundamental research with computational finance to deliver advanced portfolio construction and seeks to provide strong risk-adjusted returns. We believe that risk-adjusted performance is best achieved by focusing on preservation of capital and asymmetric return opportunities. Managing risk is our number one priority and the fundamental order of importance we place on risk management is our defining strength. We believe that return is created through a disciplined valuation process where risk is carefully mitigated. Our goal is to compound return faster than the “market” with less risk for any given holding period.
RISK CONTROL
We think of risk in terms of a return source that if managed adeptly may produce reliable profits. Our philosophy is that risk management is a process that requires an ongoing determination of risk at the portfolio level. The risk of an individual holding must be assessed in the context of the whole portfolio for purposes of portfolio risk.
To control risk, we are cautiously attentive to economic data, market sentiment, trading costs, and factors such as outliers, portfolio drift, and sector exposure. Through our processes, we seek to provide competitive risk-adjusted returns.
The firm does not engage in speculative positioning and is relatively risk averse. Our firm employs the risk-reducing benefits of diversification across sectors and securities.