We believe a scientific approach coupled with a deep understanding of the evolving market structures is key to success in financial markets.
While we constantly collect, filter and interpret a large amount of trading and non-trading data, we consciously put in question the source of alpha as well as its true nature. For us, machines are intelligent, but also are human beings. Our research process emphasizes more on gaining ground towards the truth than producing impressive backtesting results.
Our models are designed to last. We believe models that approximate durable sources of returns are superior, even if they lessen the immediate performance.
This exigeant and longer-term-oriented approach has already proven itself in numerous occurrences. It remains as the pillar of our ability to ride a fast-changing market landscape.