Quantitative Methods
Systematic, data-driven investment strategies using mathematical models, algorithms, and statistical analysis
Momentum Investing
Systematic strategy exploiting the tendency of assets with strong recent performance to continue outperforming. Based on Jegadeesh and Titman's seminal research.
Mean Reversion
Capitalize on the principle that asset prices tend to oscillate around their long-term average. Uses cointegration analysis and statistical frameworks.
Factor Investing
Systematic approach targeting exposure to specific return drivers like value, momentum, quality, and low volatility using Fama-French models.
Statistical Arbitrage
Sophisticated strategy exploiting temporary pricing inefficiencies between related securities using cointegration theory and advanced statistical models.
Machine Learning / AI
Advanced strategies using neural networks, NLP, and alternative data to identify patterns and predict market movements beyond traditional methods.
Trend Following
Time-tested strategy capturing persistent price trends across asset classes using moving averages, breakouts, and systematic position management.
Pairs Trading
Market-neutral relative value strategy trading correlated securities when their price relationship deviates from historical norms.
High-Frequency Trading
Ultra-fast trading strategies using advanced technology and co-location to capture fleeting market inefficiencies in milliseconds.
Volatility Trading
Strategies that profit from changes in market volatility rather than directional price movements, using VIX derivatives and variance swaps.
Market Making
Providing liquidity by continuously quoting bid and ask prices, profiting from the spread while managing inventory risk systematically.
Quantitative Event-Driven
Systematic strategies exploiting predictable patterns around corporate events like earnings, M&A, spinoffs, and index reconstitutions.
Carry Trading
Exploiting interest rate differentials across currencies or assets, borrowing low-yield and investing in high-yield instruments.