Investment Overview
Strategy Description
Della Parola was founded in 2005 by Dr. David Mascio who has over 25 years of experience in the investment management industry. He is also an experienced financial economist, key-note speaker, and an innovative researcher in the areas of artificial intelligence and machine learning in finance. Over the last decade the firm has managed assets for ultra-high net worth investors, financial advisors, family offices and institutions. In 2018, Dr. Mascio developed a new and innovative hedged equity strategy.* This led to the launch of the Grizzly Bear Investment Fund in August 2020.
Grizzly Bear’s hedged equity investment strategy is a model-driven, disciplined approach designed to capture alpha by opportunistically capitalizing on favorable fundamental and macroeconomic factors using artificial intelligence and machine learning risk forecasting models.
The goal of the Grizzly Bear Investment Fund over a full market cycle is to achieve superior risk-adjusted returns while mitigating volatility and risk, maximizing its Sharpe and Calmar ratio, and minimizing its correlation to the equity market indices.
The Grizzly Bear Fund’s hedged equity strategy is disciplined and systematic. The investment strategy is comprised of 3 steps: First, identify individual equities with superior profit potential. Second, determine the market risk environment. Third, optimize the Fund’s equity exposure level.
