Our Mission

Our Philosophy

Risk Management is a process, not a number.
We embed Risk Management at every stage of the investment process. Risk is analyzed and diversified across style, asset class and timeframe to ensure balanced exposures.
Ideas are Economically Sound.
We use Quantitative methods to test our ideas, not create them. All strategies are based on the fundamental drivers of return and computational methods are used to test and refine them. We think of our opportunity set for research as the intersection of Economic Theory, Market Knowledge and Statistical Methods. 
Protect Against Greed and Fear.
We believe a systematic approach to investing is the most robust way to insulate portfolios from behavioral biases and generate durable alpha over time.