To have the courage to think differently is at the centre of our culture. We put data at the forefront of how we approach markets to gain a real edge through our proprietary data sets. Our process is to take assumptions and to put them through the scientific method to find the underlying patterns that repeat within markets.
We are constantly developing new models with different logic to bring diversification to our current trading algorithms. We believe that each model should be robust enough to stand on its own before being put into the portfolio, rather than trying to gain a slight edge by adding different low sharpe factors. We want to see robustness in individual models and stack those to add diversification through different methodologies.