Profile

The volume of financial data available today continues to grow at almost the same speed as computing power. No individual can hope to assimilate even a tiny fraction of these data to assist them in their decision-making process. Our investment strategy relies on our ability to process vast amounts of data consistently and dispassionately.

The stock market contains a multitude of interrelated return effects that form predictable patterns of mispricing across stocks and over time. In order to detect these patterns we have done extensive research and we aimed our research at disentangling the patterns, separating each from the effects of the others.