Risk Responsive Alpha Seeker™ Strategy

The Alpha Seeker™ strategy was launched in October 2011 and employs a tactical approach. Its exposure is not always long or short, but moves across a spectrum of exposures by statistically analyzing the dynamic movement of the Chicago Board Options Exchange (Cboe) Volatility Index (the “VIX”), the volatility marketplace and, in particular, the evolving shape of the VIX futures curve.

Because of its historic diversification attributes and potential for left tail risk mitigation, an allocation to the Alpha Seeker strategy may be appropriate as a diversifier to a beta-rich equity portfolio or in the case where a combination of equities and fixed income is not yielding the expected risk-adjusted return benefits.

LHA has an exclusive license from Thompson Capital Management (TCM) to employ and market the Alpha Seeker, Tactical Beta, and Tactical Q strategies.

Portfolio Managers

Meet the Portfolio Managers

Matt Thompson

D. Matthew Thompson, CFA
Alpha Seeker™, Tactical Beta, and Tactical Q Strategies Co-Portfolio Manager

Matt oversees the Volatility Dashboard and acts as Co-Portfolio Manager of the Alpha Seeker strategy, the Tactical Beta strategy, and the Tactical Q strategy.

Matt has over 20 years of capital markets and investing experience, focusing on futures trading with an emphasis on VIX-related exchange-traded products. Matt’s perspective and insights on risk, the VIX and the broader volatility ecosystem are sought after by peers and members of the financial press alike, with contributions to articles in Barron’s, the Wall Street Journal and Reuters.

Matt served in an analyst role at Envestnet before joining forces with his brother Mike as the head of operations at Premier Asset Management LLC, a $500M investment advisor spun out of Northern Trust. Subsequently, Matt served in business development and financial modeling roles for a Chicago-based start-up derivatives exchange before being recruited to a family office in 2008 where he co-developed Thompson Capital Management’s (TCM) Volatility Dashboard during the Financial Crisis. Matt subsequently traded the VIX trading strategy directly in the futures market for the proprietary trading desk of ED&F Man Ltd and as a Commodity Trading Advisor, first as a principal of Advocate Asset Management LLC and subsequently for Typhon Capital Management LLC.

In 2015, Matt assumed the role of Co-Chief Investment Officer with his brother at Kaizen Advisory LLC. He co-developed the Alpha Seeker, Tactical Beta, and Tactical Q strategies with his brother Mike. Matt has a B.S. in Economics from the University of Illinois at Urbana-Champaign. Matt is a member of the CFA Society of Chicago.

Mike Thompson

Michael A. Thompson, CFA
Alpha Seeker™, Tactical Beta, and Tactical Q Strategies Co-Portfolio Manager

Mike has over 23 years of experience constructing and managing portfolios with a focus on volatility and risk management strategies. Mike is a co-portfolio manager of the Alpha Seeker strategy, the Tactical Beta strategy, and the Tactical Q strategy.

Early in his career, his work included portfolio management roles at The Northern Trust, William Blair and Premier Asset Management LLC, a $500M investment advisor spun out of Northern Trust. Mike later provided derivatives modeling expertise to a start-up derivatives exchange in Chicago before being recruited by a family office where he co-developed a VIX trading strategy that began trading on a proprietary basis using VIX ETPs in October 2011.

In 2013, Mike began trading the strategy directly in the futures market for the proprietary trading desk of ED&F Man Ltd and as a Commodity Trading Advisor, first as a principal of Advocate Asset Management LLC and subsequently for Typhon Capital Management LLC.

In 2015, Mike assumed the role as Co-Chief Investment Officer with his brother at Kaizen Advisory LLC. He co-developed the Alpha Seeker, Tactical Beta, and Tactical Q strategies with his brother Matt. Mike has a B.S. in Economics from the University of Illinois at Urbana-Champaign. Mike is a member of the CFA Society of Chicago.

Alpha Seeker™

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We believe true diversification and risk management is not achievable from within a style-box but from strategies outside of a style-box.