We believe in the pursuit of investment returns based on scientific methods. Why?
First, we believe the scientific method is the most robust process for vetting research into the identification of recurring market phenomena.
Questions. Observations. Hypotheses. Competing theories. Debate. Peer review. Replication. Ingenuity. Insight. This is our process.
As an extension of this belief, we also believe in the value of a systematic, rules-based investment approach. This is because only a disciplined, technologically-based notification system could be capable of faithfully monitoring the many markets in which we have identified some degree of circumstantial edge potential.
Second, a rules-based investment approach has the potential to greatly improve risk management. For example, by imposing pre-defined concentration limits or stop-loss portfolio rules, a rules-based approach removes the risk of manager discretion and behavioral finance risk taking tendencies.
Third, disciplined and consistent application of our strategies enables us to rigorously track our strategies’ performance against our research expectations. By so doing, we are able to readily and objectively identify both successes and failures.
Fourth, our feedback findings provide a rich source of data for ongoing strategy refinement and novel research ideas. This contribution is significant, and has historically served as a fertile source of future innovation.
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Jun 30, 2016