What we do

We provide tried and tested quantitative analysis of equity and fixed income instruments, including regression, CAPM and multifactor analysis. Our passion is to find new profitable factors that are statistically significant but that also make intuitive sense. Our experience in fundamental and quantitative research, coupled with our expertise in machine learning provide us with a strong foundation from which to develop successful quantitative investment strategies.

Our focus is on investment strategies (1m-3m holding period), rather than trading strategies (<1m).

Quantitative portfolio construction methodologies are at the heart of what we do. We believe that efficient portfolio construction is as important (if not more important) as effective stock/asset selection and taking the full distribution of returns into consideration. We constantly research alternative methods of portfolio construction, including risk budgeting methods, risk parity and other methods focusing on maximum diversification.

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Data is more powerful when presented in a clear and impactful way. With skills in advance data visualisation using Python and other data visualisation software, we can provide stunning and impactful graphics on your data.

We have extensive experience in building powerful spreadsheets, from automating performance calculations to pivot and what-if tables.

We have experience in programming in VBA, Python, Java, R, and Matlab.

We have hands-on experience in applying random forests, support vector machines, hidden Markov models and other machine learning techniques to financial and economic data.