OBEX Volatility Parity Strategy (OVPS) is an investment strategy first developed in 2015 at OBEX Investments LLC and has been continually refined to the current date.  Through an in-depth quantitative evaluation of the equity market, OVPS's portfolio achieves a superior risk-adjusted return. The data used in the ranking evaluation includes corporate fundamentals and technical indicators. OVPS is a fully automated, institutional-grade framework for constructing long-short and long-only equity portfolios. It converts raw financial data into investable weights through a structured machine-learning and optimization process. The system sources factor data, trains six distinct predictive models, and combines their outputs using Combinatorial Fusion Analysis (CFA), and the ER-Algorithm to balance accuracy with ranking diversity.  The resulting ensemble signal is translated into portfolio holdings via mean-variance optimization and systematic rank-based weighting, ensuring both theoretical rigor and practical robustness. OVPS avoids hard-coded assumptions and incorporates disciplined operational practices—including configuration management, logging, and error handling—making it scalable, auditable, and adaptive.

The concepts of CFA have been applied to enhancing drug discovery and outlined in a paper published by two OVPS team members, see ‘Enhancing ADMET Property Models Performance through Combinatorial Fusion Analysis’. 29 November 2023, https://link.edgepilot.com/s/0ec5250d/Etl6ztF54UWqDviDS_zj2Q?u=https://chemrxiv.org/engage/chemrxiv/article-details/6563ec17cf8b3c3cd73212b3.  The paper is ranked # 1 three times out of twenty-two data sets on a ‘Platform Leaderboard,’ see https://tdcommons.ai/benchmark/admet_group/overview/ established by researchers from Harvard, Stanford and other major universities.

 For more information about the OVPS programs, please contact, Randy Katzenstein through email, randy@obexgroup.com.