Systematic · Quantitative · Equities
A Different
Kind of Edge
We run fully systematic, quantitative strategies built around structural market inefficiencies. Uncorrelated to broad equity markets. No discretion. No leverage.
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23.1%
Net CAGR
5-Year OOS
5-Year OOS
1.69
Sharpe Ratio
Sortino 1.81
Sortino 1.81
0.04
Correlation
to SPY
to SPY
9.9%
Max Drawdown
Full Period
Full Period