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Portfolio Management

Quantitative Separately Managed Accounts

Institutional-grade quantitative portfolio construction deployed through transparent, individually owned accounts at your custodian of choice.

Methodology

The 6-Factor Matrix

Quality

ROE, profit margins, balance sheet strength

Value

Price-to-earnings, price-to-book, free cash flow yield

Momentum

6-month and 12-month price momentum signals

Low Volatility

Realized volatility, downside deviation metrics

Earnings Yield

Forward and trailing earnings yield rankings

Short Interest

Short float, days to cover, borrow cost signals

Process

How It Works

01

Factor Scoring

Every stock in our universe is scored across all 6 factors using z-score normalization against historical cross-sectional data.

02

Portfolio Construction

Long the top-ranked and short the bottom-ranked equities to create a dollar-neutral portfolio that isolates pure alpha.

03

Autonomous Execution

VWAP participation algorithms execute rebalances with minimal market impact across your individually held SMA.