Systematic Strategies

Overview

Our systematic strategies span equities, futures and options. We combine classical signals such as trend, carry and value with regime‑aware volatility measures and machine‑learning‑driven features. Every model is evaluated not only on Sharpe, but on turnover, robustness and behavior in stressed markets.

All research runs on versioned datasets and reproducible pipelines, so portfolios can be audited years after deployment. This lets us answer “why is this position here?” with a clear chain from signal to trade.

Focus areas

• Feature engineering across returns, volatility regimes, seasonality and alternative data.
• Robust portfolio construction with liquidity‑aware position sizing and turnover budgets.
• Regime‑aware risk targeting with floors, caps and explicit drawdown limits.
• Clean separation of alpha, risk and cost models for easier diagnostics.

Example programs

• Global trend‑following across equity indices, rates, FX and commodities.
• Equity market‑neutral factors combining value, quality and sentiment signals.
• Options‑based volatility carry with explicit tail‑risk controls.
• Short‑horizon statistical arbitrage with strict capacity and slippage models.

Risk and oversight

We monitor each strategy with dashboards that track exposures, drawdowns, turnover and model drift. Automated alerts flag deviations from expected behavior so research and risk teams can intervene quickly.

• Scenario and stress testing across historical crises and bespoke shocks.
• Guardrails for concentration, liquidity and factor exposures.
• Post‑trade analysis to validate slippage, borrow and funding assumptions.

Related offerings

• Multi‑Asset Risk Premia
• Research & Engineering