Methodology - Discovery Process
We uncover strong predictive relationships, with great out-of-sample performance. We combine large scale data analysis with human experise, and focus on identifying causality.
- Out-of-sample Performance. Observe a strategy's past, out-of-sample performance. Models are constructed in a walk-forward manner, always evaluated on unseen data.
- Robustness Measurements. Measure the performance robustness across a wide range of parameters and variations.
- Deployable Strategies. Interpretable ruleset that you can deploy on your own infrastructure.
Quantitative Assessment
- Predictive Power Score. Our proprietary scoring mechanism helps identify uncorrelated quantitative strategies with great risk-adjusted performance.
- Out-of-sample Performance. Observe a strategy's past, out-of-sample performance. Models are constructed in a walk-forward manner, evaluated on unseen data.
- Robustness. Understand a strategy's robustness across a wide range of parameters
- Delay-sensitivity. Understand how the information-content of a strategy decays.
- Interpretable & Deployable Strategies. Interpretable ruleset that you can deploy on your own infrastructure.
- Performance Monitoring. Create portfolios of strategies for any number of assets and monitor their performance.
We are a boutique investment research firm bringing a unique perspective to the quantitative, systematic macro landscape.
Our offices
- Berlin
114A Friedrichstraße
10117, Berlin, Germany - London
145 City Rd
London EC1V 1AZ, United Kingdom