The Meadowbrook Strategy's objective is to provide superior risk-adjusted returns using a proprietary framework of regime models paired with complementary signals to identify and exploit certain market tendencies. It does so by utilizing a systematic stock index option approach. Meadowbrook's proprietary regime model identifies and isolates distinct market environments that tend to exhibit statistically consistent behavior patterns.
Gregory DaSilva, Portfolio Manager: Gregory began and spent the entirety of his career prior to Meadowbrook at McMillan Analysis Corp., (dba, McMillan Asset Mgmt.) working under the
Portfolio Manager
mentorship of Lawrence G. McMillan. The environment ar Mcmillan afforded Greg the opportunity to build and develop trading strategies in somewhat of a
"bubble" from the traditional Wall Street echo. This environment provided the opportunity to co-manage our Volatility Capture Strategy portfolio while also researching edges in financial markets. His research focused primarily on: S&P 500 and all related volatility derivatives, skew premia, volatility regime models, liquidity events, volatility & directional trading systems using volatility term-structure, sentiment (put-call ratios) and momentum. This has carried forward to the strategy he currently manages at Meadowbrook Capital Management. He holds a B.Sc. in Mathematics, withh a concentration in Statistics from the University of Maryland, College Park.