We research on sources of alpha given a specific mandate.
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We evaluate if there is tangible and sustained alpha in a hypothesised strategy, whether we can extract it and execute it in all trading environments

Some past projects:
>  Does the confluence of technical signals improve entries and exits for a list of 20 FX pairs? - a ML approach
>  Integrating positioning data to bolster cases for richness or cheapness cross-asset
>  Macro context trend identifier for momentum/reversal strategy

We build dashboards for you to monitor your positions, your signals
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We bring expertise building dashboards to observe delayed or in real-time, at the level of your positions, your portfolio, or the positions of your different allocations, the P&L, the risk, and, any custom analytics you require
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Tied to our experience in the cross-asset space, we have experience with building data infrastructures across instruments and assets to feed a Dashboard, giving you the tools to optimise your workflow

We have experience building bespoke Portfolio Management Systems cross-strategy, cross-asset.

For discretionary and systematic strategies:
>  Reward-to-risk, sizing and diversification optimisation problems at the portfolio construction level
>  Asset allocation, Security selection, Option Strategy & Convexity optimisation
>  Liquidity assessment, execution strategy and tail-risk management

We have experience building risk systems solving complex problems.
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>  daily volatility management
>  stress-testing and tail-risk management
>  beta constraint management
>  correlation changes
>  factor exposure management

We build backtesting systems for systematic and semi-systematic strategies from signal generation to tearsheet generation and implementation.

Specifically, we research and report on the permeability of the sources of performance of investment algorithms using fundamental, technical, positioning and alternative data in all trading styles.  This work can be a one-off or a continuing endeavour.

>  data sourcing and engineering
>  research and implementation of strategies
>  experience with regression and classification problems
>  low/mid/high-frequency and its challenges
>  liquidity and slippage, execution problems

We model outcomes and optimise hypothetical strategies.
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>  Entry, exit, adds and reduce optimisation given timing and size
>  Vol regimen identification, deleveraging, slippage problems
>  Rebalancing optimisation and management of correlation & factor changes