We rely on the consistency of mathematical analysis of observed stock price fluctuations and correlations; not on subjective forecasts of markets, factors or company performance.
Grounded in academia, we are committed to being global leaders in understanding and employing stock price volatility as a self-renewing source of excess return and a key to risk control.
The key to realizing excess return and risk control from volatility is regularly optimizing portfolio weights for diversification consistent with a risk-return objective.
By replenishing diversification we attempt to capture a rebalancing premium in the form of a trading profit, using proprietary trading systems designed to minimize costs and market impact.
The lower potential correlation of our strategies to fundamental or quantitative strategies means we can offer a diversifying solution for your portfolios.
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