Quantitative and systematic

With a 30-year track record, we have used data-driven insights and advanced computer modelling to design, test and implement alternative investment strategies. With strong links to academia and a research-driven culture, we embrace the latest technological developments including machine learning and artificial intelligence, to harness the growing levels of financial and alternative data sources in order to continuously improve our programs and uncover new signals and investment opportunities.

Our investment strategies


Stratus is our flagship alpha program. It’s a multi-strategy investment program that combines all our latest strategies and research to deliver decorrelated returns through a diversified investment approach whilst seeking a risk profile that is less volatile than traditional market indices.


Discus is a multi-strategy, multi-asset, futures program and is composed of a diverse set of fundamental and technical strategies, trading a broad range of futures. Launched in 1991, it currently covers 100+ markets in equity indices, bonds, short term interest rates, commodities and currencies and aims to provide returns decorrelated from traditional benchmarks.

Systematic Global Macro

Systematic Global Macro (SGM) is a futures program composed of macro-driven and technical investment strategies, trading liquid futures, forwards and credit indices and aims to achieve low correlation to global equities and bonds whilst also providing some tail risk mitigation.

Trend Following

Our Trend Following programs are strategies that capture persistent trend effect across multiple asset classes trading in over 100 liquid future and forward contracts globally. Our equity capped version incorporates a short-term overlay and a limit on equities exposure offering increased convexity and greater potential protection in an equity drawdown.


Cumulus is a multi-strategy investment program combining a complementary mix of market neutral and directional alpha driven strategies to create an absolute return program with low correlation to traditional and alternative asset classes. The inclusion of defensive strategies aims to improve the convexity profile of this program.


Our Quantitative Sustainable Absolute Return (QUASAR) program is our climate-transition equity market neutral strategy. It seeks to both encourage the transition to a more sustainable economy and harness the long-term trend to a lower carbon economy.

Our approach


A dynamic research team dedicated to developing new alpha strategies, improving execution algorithms and refining portfolio construction techniques.


Developing proprietary platforms and harnessing the latest in machine learning and AI to implement structured trading strategies across key exchanges globally.

Risk management

An independent risk team providing a multi-layered approach to market and operational risk.


A key pillar of our offering focuses significant research and technology resource on optimising our trading performance to maximise our proprietary investment strategies.

Our people

Problem solvers, self-starters, free thinkers and a culture of collaboration and cross-discipline teams fosters an environment of innovation and performance.