The Quantitative Strategies (QuantStrat) Group at
Bay Hill Capital Management and
Fort Hill Capital
Management
designs, develops, and has primary responsibility over Bay Hill's
systematic and algorithmic trading strategies, most notably Bay Hill's
so-called volatility arbitrage strategy. QuantStrat also works closely
with Bay Hill Research, which provides research support such as
reports, data, and analytics for Bay Hill's trader-discretionary
strategies, e.g., its dispersion and relative value strategies.