- Pioneer in systematic trading for over 25 years
- 100% systematic alternative and long only strategies
- Institutionally orientated
- Unique collaboration with University of Oxford
- Member of Man Group plc with headquarters in London
16.5 $BN ASSETS UNDER MANAGEMENT
103 INVESTMENT PROFESSIONALS
400+ MARKETS TRADED
Information as at 31 March 2015
People, Freedom and Collaboration
We are not academic theorists; we are practical scientists using our skills to hunt for alpha. We don’t view markets through a traditional finance lens. We look for alpha without constraints. We are collaborative and transparent.
Science Based Research
We believe that the best way to extract value from leading minds is to encourage a thoughtful exchange of ideas in an open environment.
We explore some surprising properties of rebalancing and show how a momentum overlay may improve risk and drawdown properties without reducing expected returns in a constant-mix portfolio.
It is always tempting to try to ‘fix’ a system that is not working well, but Sandy explains that tinkering with it is often counter-productive.
Momentum is a complex phenomenon, and the evidence indicates that behavioural factors are important in the emergence of trends.