Quantitative Investment Strategies Providing adaptive asset management with Downside Risk protection


Adaptive Risk Allocation Portfolio Management

We can help you determine how to manage your total portfolio utilizing our different quant models with an adaptive risk allocation overlay specific to your goals and risk tolerance.


Systematic Quant Models

Select from our systematic income or equity based quant models that are both strategic and tactical to target specific markets, asset classes, styles, and sectors.


About us

WhiteTip Capital, LLC is an independently registered investment advisory firm based just outside of Houston, Texas. It is the result of two separate quantitative asset managers merging to offer a diverse range of quantitative strategies. We are dedicated to dynamically managing global investment portfolios utilizing our systematic quantitative developed models.

From our first fixed income model developed in 1992, equity models in 1996, and ETF models in 2010 our goals have been to deliver consistent and steady returns while providing downside protection. Our objectives are to provide uncorrelated absolute returns to the equity and bond markets with a focus on capital preservation. Accounts are managed using systematic models to remove the human bias that can be harmful to investing.

We set out to develop investment strategies that understood risk from an investors point of view. They may not understand what volatility means but they definitely understand losses in their portfolio.



Our Strategies



What Makes Us Unique

It is really quite simple. The preservation of capital is the most important investment objective. The development of each quantitative model always  begins with the management of risk. If we can limit the losses, then we will spend more time accumulating gains instead of making up for losses. Only when the risk vs. reward ratio is in our favor, do we seek capital gains. Our philosophy is simple to achieve, but it required a new way of measuring risk vs. reward and how it should be applied to portfolio management. While the math behind our algorithms is complicated, the overall strategy is always simple.


Our Team

Robert reis

Founder, CEO

Mr. Reis has over 35 years of experience managing portfolios. Prior to forming WhiteTip Capital, Mr. Reis was CEO of DLR Advisors which he started in 1994. DLR consistently ranked highly in the MAR Hedge global database. Mr. Reis began his career at Drexel Burnham Lambert in the Institutional Research department. Mr. Reis is a graduate of Roger Williams University with a BS in Civil Engineering.in 1976.

Jonathan Solo

CIO

Mr. Solo has over 12 years experience in financial services and specializes in the development of algorithmic quantitative systems. Prior to joining WhiteTip, Mr. Solo founded Live Oak Wealth Advisory Group in October 2010. Mr. Solo started his career in October 2007 as a financial advisor with RBC Wealth Management. He holds a Bachelor of Computer Science from the University of North Carolina at Charlotte.

Thomas Connolly

Director / Head of Institutional Sales

With over 27 years of experience, Mr. Connolly founded Nootka Capital in 2014,  advising institutional asset managers around the globe,. From 2008,-2014, Mr. Connolly was head of asset management for BNY Mellon's Middle East region. Mr. Connolly was a senior portfolio manager with the Abu Dhabi Investment Authority for seven years prior to BNY. Mr. Connolly also worked as a senior equity analyst for Bear Stearns. Connolly holds a Masters of Business Administration (Hons) from the University of Ottawa and a Bachelor of Commerce degree from the University of Calgary. He is a CFA Charter holder.

william jobes sr.

Equity Strategy Advisor / Trading

Prior to founding Live Oak Wealth Advisory Group in 2010, Mr. Jobes served as a senior VP/financial advisor at RBC Wealth Management. With more than 40 years of experience and working at numerous firm, Ken started his career with Merrill Lynch in 1968. Ken graduated with a BA in political science / economics from Texas Tech University. He also earned a Certificate of Portfolio Management from DePaul University in Chicago.

Swathi Amarala

Quantitative Research Advisor

Swathi received her PhD in Computer Science from The University of Waterloo, Canada in 2015. Swathi received the David R. Cheriton Scholarship and Meloche Monnex Graduate Scholarship in Quantitative Finance in 2013. After completing her PhD. Swathi’s research has been published in the Quantitative Finance Journal, SIAM Journal on Multiscale Modeling and Simulation was well as the SIAM Journal on Scientific Computing.

Even though we believe that risk management is the biggest factor of long term performance, we also believe you shouldn't have to sacrifice performance to provide protection against downside losses.

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