Quantitative Strategies
Systematic alpha generation through advanced mathematical models and machine learning
Systematic Alpha Strategies
Quantitative investment strategies leveraging advanced statistical models and machine learning
Statistical Arbitrage
Market NeutralPairs trading and statistical relationships across equity markets using mean reversion and cointegration models.
Key Factors:
Momentum Factors
Long/Short EquitySystematic momentum strategies capturing price and earnings momentum across multiple time horizons and market segments.
Key Factors:
Multi-Factor Alpha
Long-OnlyComprehensive factor model combining value, quality, momentum, and low volatility factors with dynamic weights.
Key Factors:
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
P/E, P/B, EV/EBITDA ratios
Quality
ROE, Debt/Equity, Earnings Quality
Momentum
Price and Earnings Momentum
Low Volatility
Risk-adjusted returns
Size
Market capitalization bias
Profitability
Operating margins and cash flow
Model Statistics
Historical Performance
Systematic strategy performance across different market regimes and conditions
| Year | Strategy Return | Benchmark | Alpha | Max 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% |
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.