Strategy
The research approaches below describe methods our team studies and applies. They are descriptions of methodology, not offers, recommendations or predictions of results.
We use natural-language and machine-learning techniques to analyze news flow and public sentiment, with the aim of identifying market trends and shifts early. The objective is better-informed decisions and more responsive risk management.
We analyze market indices with the aim of improving portfolio characteristics relative to a benchmark, using quantitative techniques to identify anomalies and rebalance holdings dynamically as conditions change.
We research high-frequency approaches that seek to capture short-lived price differences across venues and instruments, using automated execution and adaptive algorithms designed to operate through varying levels of market volatility.
We study options-based approaches that position around volatility metrics rather than directional forecasts, with the aim of managing exposure through periods of market uncertainty.
Risk management
Every approach we research is evaluated on the losses it can produce as carefully as on the returns it might generate. A strategy that performs well on average but fails badly in stress is not one we will run.
No risk framework eliminates the possibility of loss. Quantitative methods rely on historical data and modelling assumptions that may not hold in future market conditions.
Important information. The strategies described on this page are presented for informational purposes to explain our research methodology. They are not recommendations, offers or solicitations, and they are not tailored to the objectives, financial situation or needs of any particular person.
All investing involves risk, including possible loss of principal. Quantitative and systematic approaches depend on historical data, models and assumptions that may prove incorrect or may cease to be valid as markets change. Techniques such as high-frequency trading, derivatives and options involve additional risks, including leverage, liquidity and execution risk, and are not suitable for all investors. No strategy assures a profit or protects against loss. See our full disclosures.
Our published research shows how we analyze companies and industries in practice.