Our core capability is rooted in quantitative research
Data Discovery & Feature Extraction
Proprietary and alternative datasets represent significant opportunities in quantitative research. We regularly identify and obtain novel datasets and extract tradable signals. These signals are used in our trading strategies and implemented in our proprietary market insights platform. We extract features from both structured and unstructured sources and use natural language processing among other techniques.
Alpha Factor Research
Generating alpha is complex, with many challenges such as alpha decay representing hurdles when actively trying to outperform the markets. We live in a world with unprecedented volume, variety, and velocity of financial data, which when combined with state-of-the-art machine and deep learning techniques, allows for smart alpha strategies to effectively outperform the market. We aim at identifying both long-term and intraday alpha factors by applying advanced machine learning to our data.
Economic Trend Research
Early detection of key shifts in the market is critical to protecting the value and growth of investment portfolios. Our algorithms pick up shifts in macroeconomic factors and learn to identify their impact on asset classes. We make complex relationships transparent and allow a proactive portfolio management compared to a reactive one. Our strategies aim to address global megatrends and identify how strongly each asset is impacted by these.