Quantitative Strategies

Systematic alpha generation through advanced mathematical models and machine learning

AI-Powered Models
+19.2% Alpha
2.1 Sharpe Ratio

Systematic Alpha Strategies

Quantitative investment strategies leveraging advanced statistical models and machine learning

Statistical Arbitrage

Market Neutral
+18.2%
Annual Return
2.34
Sharpe Ratio

Pairs trading and statistical relationships across equity markets using mean reversion and cointegration models.

Key Factors:

Mean Reversion
Volatility
Correlation
Liquidity

Momentum Factors

Long/Short Equity
+22.6%
Annual Return
1.87
Sharpe Ratio

Systematic momentum strategies capturing price and earnings momentum across multiple time horizons and market segments.

Key Factors:

Price Momentum
Earnings Revision
Analyst Sentiment
Technical Indicators

Multi-Factor Alpha

Long-Only
+16.9%
Annual Return
1.52
Sharpe Ratio

Comprehensive factor model combining value, quality, momentum, and low volatility factors with dynamic weights.

Key Factors:

Value
Quality
Momentum
Low Volatility

Factor Exposures

Our multi-factor model exposures with statistical significance across key systematic factors. All exposures are based on rolling 36-month analysis as of September 2025.

Value

+0.23(t=3.8)

P/E, P/B, EV/EBITDA ratios

Quality

+0.31(t=4.2)

ROE, Debt/Equity, Earnings Quality

Momentum

+0.18(t=2.9)

Price and Earnings Momentum

Low Volatility

+0.15(t=2.1)

Risk-adjusted returns

Size

-0.08(t=-1.3)

Market capitalization bias

Profitability

+0.26(t=3.6)

Operating margins and cash flow

Factor Analysis

Model Statistics

R-Squared:0.78
Active Risk:4.8%
Factors:127
Universe:3,200

Historical Performance

Systematic strategy performance across different market regimes and conditions

YearStrategy ReturnBenchmarkAlphaMax Drawdown
2020+24.8%+18.4%+6.4%-4.2%
2021+19.2%+28.7%-9.5%-6.8%
2022-8.4%-18.1%+9.7%-12.3%
2023+28.6%+26.3%+2.3%-5.1%
2024+21.3%+24.2%-2.9%-7.6%
+17.1%
Avg Annual Return
1.94
Sharpe Ratio
+1.2%
Avg Alpha
-12.3%
Max Drawdown

Technology Infrastructure

State-of-the-art quantitative research and execution platform powered by advanced technology

Machine Learning

Advanced ML algorithms including random forests, gradient boosting, and neural networks for alpha generation.

Alternative Data

Integration of satellite imagery, social sentiment, patent filings, and corporate earnings calls for enhanced signals.

Risk Management

Real-time portfolio risk monitoring with dynamic hedging and position sizing based on Kelly criterion.

Execution Algorithms

Proprietary execution algorithms minimizing market impact while optimizing trade timing and venue selection.

500TB
Data Storage
10ms
Execution Latency
24/7
Market Monitoring
99.9%
System Uptime
Research
Strategy
Company
Investors
Office Locations
  • Mountain View
    Technology & Research Hub
  • New York
    Global Headquarters
AGC
Animus Global CapitalInvestment Management
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