Investment Philosophy

Our investment strategies implement a systematic trading process on a diversified basket of major financial instruments aiming to achieve exceptional risk-adjusted returns. They employ a purely quantitative and data-driven approach, stripped from any human subjectivity or bias, resulting in a performance uncorrelated to any major markets, asset classes, investment styles or strategies. Our alpha discovery models consider price as the only input: no fundamental factors are taken into consideration, thereby removing all subjectivity and human bias.

Our objective is to profit from the global macroeconomic and geopolitical trends and events while remaining protected against adverse developments. Our strategies are designed to perform as a stable profit generator during calm market conditions and a safe haven option during times of uncertainty, high volatility or crisis. The systematic nature of our research process and risk management rules allow our strategies to remain invested during times of uncertainty or increased volatility.

Our strategies involve a multi-asset allocation that combines different types of asset classes, such as currencies, equities, bonds, commodities and ETFs to create a more flexible and broadly diversified portfolio. Multi-asset strategies understand that global markets are interconnected and that new information can impact more than one asset class at once. Therefore, we seek to benefit from a high-level systematic allocation strategy as a critical component of our process.