- 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.
When does volatility scaling improve the unconditional Sharpe ratio compared to a buy-and-hold position?
New research introduces a strategic rebalancing technique that could mitigate portfolio drawdowns.
Crowding can be difficult to define, but its effects are important to understand - from alpha decay to increased tail risk.
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.
28.0 US$ BN ASSETS UNDER MANAGEMENT
95 RESEARCHERS / TECHNOLOGISTS
600+ MARKETS TRADED
Information as at 31 March 2019