Quantitative Asset Management

Unlocking Hidden Alpha Through Data and Technology

We are a quantitative asset management firm focused on developing cutting-edge trading strategies across global currency and commodity markets. Our proprietary systems leverage machine learning, advanced statistical modeling, and large-scale data analysis to identify inefficiencies and price anomalies.

Asset Management

  • Trading Powered by Technology

    Our trading strategies are powered by proprietary algorithms and data pipelines that analyze terabytes of market data in real-time. We combine proven financial theory with the latest advancements in artificial intelligence and cloud computing to develop systems that adapt to evolving market dynamics.

  • Expertise Across Asset Classes

    With decades of combined experience, our team of analysts have developed battle-tested trading strategies across major futures markets including currencies, agriculture, energies, and metals. We optimize each system to fit the unique properties of individual asset classes.

  • Research and Development

    Behind our automated trading systems is a culture focused on rigorous research and development. We are continually analyzing our strategies’ statistical edges to ensure they adapt to an ever-changing market landscape. This scientific approach gives us confidence in the sustainability of our performance.

Uncorrelated Returns

Our quantitative strategies are designed to have low correlation to traditional market betas. We target consistent absolute returns that are largely detached from the performance of equity and bond markets. Our model returns exhibit this unique risk and reward profile.

Systematic Signal Generation

Trading systems source alpha through a systematic process of statistical arbitrage and quantitative modeling. We build ensemble models that combine hundreds of unique signals - each encoding the subtlest indicator for pricing anomalies. Signals are rigorously combined and weighted.

High-Frequency Execution

High-frequency execution system designed to minimize market impact and slippage. A smart order router splits larger parent orders across liquidity pools, tracking fill ratios and real-time latency data, mapping optimized trade sequences to market data feeds for sub-50 millisecond order placement

"The stock market is filled with individuals who know the price of everything, but the value of nothing."

– Philip Fisher