System Design

We take particular care not to curve-fit the investment strategies to the historical test data. We test the strategies using a very specific design process and several proprietary statistical tools to detect if a particular inefficiency is exploitable or simply spurious and temporary.

We have no bias towards any sort of quantitative investment strategies, whether they be trend-following or counter-trend in nature. We also have no bias when it comes to stock market direction. The only bias is for profitable strategies that are solidly researched and tested.

We do have a definite bias against the typical "herd behaviour" prevalent in the finance business. We actively monitor the industry to understand what investment strategies are currently the most popular. We attempt to always have investment strategies in place that differ from what is currently regarded as the most fashionable. Our intention is to never form part of the herd, but rather stay one step ahead of it.

Our quantitative investment strategies are designed to be diversified, complementary and - first and foremost - profitable.