Relative value
Trade the spread between related instruments back to fair value.
Our strategies
Many alphas, one portfolio.
We combine 15–20 systematic strategies into a single market-neutral portfolio, spanning a range of alpha types.
What we trade
The alphas
Relative value, lead-lag, mean reversion, statistical arbitrage, momentum, directional and cross-sectional.
Lead-lag
Exploit predictable timing between correlated assets.
Mean reversion
Fade short-term dislocations back to equilibrium.
Statistical arbitrage
Systematic arbitrage across baskets of correlated assets.
Momentum
Position with persistent directional moves.
Directional
Express a view on a single asset’s direction.
Cross-sectional
Rank a universe and trade long/short across it.
How it works
From research to execution
- 01
Research
Signals sourced from market data and tested for edge.
- 02
Validate
Stress-tested out-of-sample across regimes and cost scenarios.
- 03
Execute
Deployed live with automated risk and execution controls.
- 04
Monitor
Performance tracked continuously; strategies adjusted or retired.