Or investment philosophy is guided by the humbling acknowledgement that the market is fiercely efficient and dynamically evolving. We look for statistical anomalies in data which demonstrate high degrees of repetition at investable thresholds and constantly adapt our strategies as the market adjusts. We invest in multiple asset classes for truly diversified return, including global equities, futures, foreign exchange, and cryptocurrency.
Data and statistical methods drive our research philosophy. Driven by a deep understanding of markets and machine learning techniques, we generate ideas through informed intuition backed by data.
Advances in machine learning tools have revolutionized statistical research. We push research boundaries by applying these advances to the investment world. Deep learning with state of the art strategies such as GRU and Attention coupled with time series feature engineering give us a singular perspective that brings insights beyond traditional linear financial research methods.
We aggressively manage risk across our investment portfolio with a statistical perspective balanced by a fundamental understanding of exposure. We respect the possibility of unknown unknowns and manage risks knowing the past does not codify future behavior.