Our objective is to achieve consistent returns, in variable market conditions with a risk profile that is less volatile than market indices.

Many of our algorithms are based on exploiting medium to long term (days to months) inefficiencies in markets and so portfolio turnover is relatively high.

・Portfolio Construction: portfolio construction, together with return generation and execution, is a vital aspect of building a sound investment program. It requires robust data and developed statistical methods which we have developed.

・Systematic risk management: our risk management has been specifically designed for quasi real time risk evaluation. So while the trading patterns are slower in the Alternative Beta strategy, regular updates of positions and market condition indicators are important in building a reliable risk control infrastructure.

・Robust operational risk control: the monitoring and management of operational risk at all levels in the production chain is important. While operational risk monitoring tools are embedded in the trading systems, we also maintain a dedicated, independent risk team, reporting directly to our firm’s directors, whose mandate is to independently validate financial risk estimates and to independently impose operational risk limits.