All teams

Team

Research

Writing papers, backtesting strategies and developing mathematical models.

What we do

The Research team is where the fund's strategies begin. We read the literature, form hypotheses about markets, and test them rigorously against historical data. Ideas that hold up are handed to Development to build and to Trading & Risk to execute.

Strategy research

Finding and formalising trading ideas, from academic papers to our own hypotheses.

Backtesting

Testing strategies on historical data with realistic costs, and being honest about what fails.

Mathematical models

Building the statistical and pricing models that strategies and risk measures rely on.

Members