Quantitative investing
with a twist

We are the publisher of Focus, a quant-minded and independent research report. We also trade the 2Q Portfolio live and with real money.

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We believe that the secret to building a superior portfolio lies in the combination of several uncorrelated return strategies which are properly sized and balanced. However, since correlations aren’t stationary and tend to increase substantially during periods of market stress, we prefer to build our portfolio with a severe storm in mind. To insure against such storm we add positively convex positions to our portfolios, allowing us to stay exposed to the upside while having the downside protected at the same time. This is the foundation on which we run the 2Q Portfolio.

The 2Q Portfolio includes a number of model-driven strategies which are the result of our own quantitative research. Many of these strategies are live and with real money since many years, including years prior to the launch of this website, and have generated attractive returns in various market environments. Additionally, the 2Q Portfolio includes opportunistic trades which are either macro-driven or aimed at exploiting a market phenomenon which we believe to be attractive from a risk-return point of view.

WHO WE ARE

We are two quantitative traders with a background in professional investment management, derivatives trading and quantitative research. We are interested in quant-driven trading strategies and, most importantly, are supported by an AI bot and a really cool dog.

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WHAT WE BELIEVE IN

We think there is a better way to investing than long-only buy-and-hope. We believe portfolios must be protected against large drawdowns while staying exposed to the topside at the same time. We are convinced that there is alpha in the interplay between systems and humans.

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WHAT WE DO

Model-driven, but human – that’s our philosophy. We combine systematic strategies with opportunistic trade ideas and long volatility positions. We trade the 2Q Portfolio live and with real money. We also publish Focus, our unique quant-minded research and trading report.

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Real Vision: Bitcoin & the Economics of Mining

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