Our philosophy centers around superior performance and operational excellence.
Our trading strategies may profit from any market condition by trading long as well as short positions.
The strategy returns are also scaled to volatility, allowing for consistent return contributions over time.
Our trading strategies are uncorrelated across a diversified universe of global markets and across mathematical models. They show uncorrelated returns to traditional and alternative asset classes.
We use advanced statistical methods to derive robust strategy parameterization. We reduce the risk of over-fitting by allowing few degrees of freedom. We reduce complexity by searching for the simplest explanation of complex market phenomena. New research is implemented after rigorous testing.
We believe investors have a right to know what is happening with their money. Upon agreement, we provide investors with systems insight and pricing disclosure, daily reporting of traded positions as well as monthly performance updates and commentary.
We see ourselves as a "glass box" and not as a "black box".
Our strategies trade highly liquid markets. This allows for scalability and high capacity, cost efficient implementation, and daily liquidity for investors.
All our strategies are systematic. This allows to reduce behavioural bias and operational risk. The use of empirical testing of the strategies over a long data history allows greater investment confidence.
Advanced risk management
Risk management is an integral part of our strategy and trading system design. We allow for equal opportunity of the different markets and return factors to contribute to the overall return. Using a target volatility mechanism allows to control risk and achieve a long-term consistent return profile.
Managed within UCITS guidelines
Our strategies are designed and managed within UCITS guidelines. Our commodity strategies follow ESMA/2014/937 for Financial Indices and the UCITS portfolio solutions are managed within the absolute VAR approach.