Strategies

Three components, one process.

Cross-asset correlation, fundamentals and institutional flow combine into one book. Select a component to read about it. 01Cross-asset correlation 02Fundamentals 03Institutional flow One book
01

Cross-asset correlation

How markets move together, and when that changes

Measures how prices across asset classes move in relation to one another over time, and responds when those relationships shift.

02

Fundamentals

What a business is worth, scored by rule

Earnings, valuations and balance-sheet strength, scored against defined rules to select and size positions.

03

Institutional flow

Tracking institutional moves, and moving with them

We track activity in the derivatives market to see where institutions are positioning, and the algorithm takes positions alongside them as they move. Options activity is read as a signal; we never hold options ourselves.