- 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.
How the use of diversification, capital efficiency (scaling up) and active risk management – or the ‘Z-shift’ – can be used to enhance expected returns.
Financial markets are now being swayed not only by numbers, but also by words. How can automatic analysis of text by computers, also known as Natural Language Processing, predict financial movements?
When does volatility scaling improve the unconditional Sharpe ratio compared to a buy-and-hold position?
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.
31.6 US$ BN ASSETS UNDER MANAGEMENT
98 RESEARCHERS / TECHNOLOGISTS
600+ MARKETS TRADED
Information as at 30 September 2019