Searching For
Efficiency
We capture inefficiencies regardless of type, cause or timeframe.
Systematic by design. Efficient by outcome.
Modern
Approach to
Investing
Our process begins with data and philosophy in equal parts. We build systematic models based on scientific hypotheses of why they should be profitable, rather than on randomly manifested patterns across asset classes.
Every strategy is stress tested against regime shifts, tail scenarios and correlated drawdowns, so conviction is always backed by evidence and proofs rather than subjective intuition.
Markets can do whatever they want, in any way, ungoverned by any identifiable stationary process.
Efficiency vs Inefficiency
Three ideas that shape how capital is allocated at every level of the firm.
Efficiency vs Inefficiency
Everything tends to move towards equilibrium, including financial markets that strive to be efficient.
There Is No Reward Without Risk
In order to generate profit, one has to take a calculated, deliberately measured risk.
Grasp of the Limitations of Probability
The nature of probability does not tell us when low-probability events might actually happen.
Investing in public markets is a game with the very nature of reality.
Every position is a decision under uncertainty — weighed against counterparties, information and time.
Our performance and detailed strategy information are available to professional investors only.
Monthly and daily returns, distribution of daily returns, Sharpe and Sortino ratios, and trade duration distribution.
Get in Touch
Connect with our quantitative strategy team or submit an inquiry.