What We Do

We design, test and run systematic investment strategies. Our process spans data engineering, signal research, portfolio construction and rigorous risk management.

Systematic Strategies

Rules‑based strategies across equities, futures and options. Signals span trend, carry, value, quality and machine‑learning features.

Focus areas

Feature engineering: returns, volume/volatility regimes, seasonality and alternative data.
Robust portfolio construction: turnover control, exposure caps and liquidity awareness.
Risk targeting: regime‑aware sizing with floors/caps and hard drawdown budgets.

View dedicated Systematic Strategies page

Multi‑Asset Risk Premia

Diversified factors and asset classes with volatility targeting, correlation awareness and liquidity constraints.

Implementation

Cross‑asset diversification: equities, rates, FX, commodities and credit indices.
Correlation control: dynamic risk parity and clustering‑aware sizing.
Operational realism: roll schedules, financing, borrow and cost models.

View Multi‑Asset Risk Premia page

Research & Engineering

A unified platform for data versioning, feature engineering, backtesting, simulation and safe deployment to production.

Capabilities

Data stack: ingestion, validation, lineage and reproducible snapshots.
Testing: purged CV, walk‑forward, realistic execution and cost simulation.
DevOps: CI pipelines, model registries and safe rollout/rollback.

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Risk & Hedging Solutions

Portfolio overlays and hedging programs designed to protect capital under stress while maintaining upside participation.

Approach

Drawdown overlays and volatility ceilings at portfolio and sleeve levels.
Convex hedges: options and tail‑risk structures sized to budgets.
Scenario analysis and ongoing validation with crisis playbooks.

View Risk & Hedging Solutions page