- Pioneer in systematic trading for over 30 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
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.
Volatility targeting seeks to counter the fluctuations in volatility. It leads to leveraging a portfolio at times of low volatility.
Machine learning is a broad, catch-all term for a wide range of computer algorithms designed to identify repeatable structures and relationships in data without needing explicit instructions about what to look for.
We investigate two dynamic strategies that, in contrast to these passive investments, appear to have generated positive performance both in the long-run and particularly so during historical crises.
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.
23.8 US$ BN ASSETS UNDER MANAGEMENT
139 INVESTMENT PROFESSIONALS
110 RESEARCHERS / TECHNOLOGISTS
600+ MARKETS TRADED
Information as at 31 March 2018