Technical Research
Quantitative and systematic trading, a dynamic and challenging domain, demands the expertise of leading technical minds. Rapid evolution allows researchers to swiftly apply the latest developments in live trading. This transparent and meritocratic field combines established principles with cutting-edge advances in Mathematics, Statistics, Machine Learning, and Computer Science to gain a competitive edge in financial markets.
High Frequency trading
We have many years of experience placing Quantitative Researchers and Portfolio Managers into the HFT space. We work across latency arbitrage strategies, where the alpha is in the speed itself, to fast algo execution desks seeking to minimise market impact. We work with both market making firms and liquidity takers.
Statistical Arbitrage
We work with companies and desks that seek to discover and exploit opportunities for profit in a range of financial products using statistical approaches. Quantitative trading teams that we work with in stat arb include large highly collaborative research environments and smaller ‘pods’ at Multimanager Hedge Funds. We regularly place both Portfolio Managers and Researchers into these teams.
Systematic Macro
We work with a number of trading teams in the systematic macro space that take a fully automated approach towards signal generation, portfolio construction and execution. These include both highly collaborative research environments and smaller trading ‘pods’. We work at the Portfolio Manager (PM), Sub-PM and Quantitative Researcher level.
Digital Assets
We are engaged with a small number of the more established firms engaged in Digital Assets Trading. These range right across the spectrum from Market Makers to Mid and Low Frequency Proprietary Trading houses and Hedge Funds and firms engaged in Venture Capital investing into the crypto ecosystem.
Quant Macro
We collaborate with firms adopting a quant-led approach to discretionary investing in Macro products. Placing Portfolio Managers and Quantitative Researchers in trading teams, we witness the growing trend among discretionary PMs to incorporate rigorous quantitative aspects into their investment processes. Covered asset classes span FX, Fixed Income, Credit, Volatility, and Indices.