Philosophy and value proposition
Our philosophy centers on superior performance delivered by operational excellence and underpinned by scientific research.
Our systematic investment strategy benefits from rising as well as falling markets and market inefficiencies.
Our uncorrelated returns provide natural portfolio diversification.
Our strategy is designed with low trading frequency to reduce trading cost and slippage.
Our research taps new sources of alpha and puts us at the forefront of CTA / risk premia innovation.
We incorporate ESG factors in our investment strategy and process.
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 UNPRI
Our strategies trade are designed to comply with UN Principles for Responsible Investment (UNPRI). We can also implement UCITS constraints on an individual mandate basis.
The risk of loss in commodity interest trading can be substantial.