Research and model development is fundamental to our approach. The research team has over 50 years combined research and development expertise in the managed futures industry. The team has complimentary skills sets that blend trading intuition with quantitative mathematical skills.
The team employs a disciplined research process which follows scientific method. Trading and systematic experience guide our research goals which are confirmed by the removal of any form of judgmental bias in the analysis of research results. The strategies developed include many unique and innovative features, taking ideas from many different branches of science and engineering. All elements of the strategies are backed by rigorous and extensive testing that show consistency over many time frames and environments.
The research team continue to develop strategies to keep pace with changing market environments and to retain our competitive edge.