We offer advice and expertise on a range of quantitative areas:Quantitative analysis of equities and fixed income
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 (not just the first two moments).
Contact us for more information.
While we are not sure that a picture can indeed launch a thousand ships, we know that data is more powerful when presented in a clear and impactful way. With skills in advance data visualisation using Python (Seaborn) and other data visualisation software, we can provide stunning and impactful graphics on your data.
Our first port of call has always been spreadsheets, from automating performance calculations to pivot and what-if tables, we pride ourselves at building powerful spreadsheets. With extensive experience in VBA, we provide bespoke solutions to clients.
We have experience in programming in VBA, Python, Java and R, and can help ourselves in Matlab.
Machine learning projects
This is a fairly new arrow in our quiver and while we are still learning (always!), we have hands-on experience in random forests, support vector machines, hidden Markov models and other machine learning techniques.