- Sectors
- Quantitative Markets
Sector · Deployment
Quantitative Markets.
Quantitative markets is the shortest-duration home for proceeds and the only sector where a position can be reversed inside a day. Quantitative Strategies runs the allocation as programmes in liquid listed instruments. The purpose is to hold realised proceeds productively between an origination exit and the next deployment, not to compete as an asset manager.
- Exposure
- US$44 million across 3 positions
- Positions
- 3
- Divisions
- 3
- Regions
- 4
Thesis
Liquidity has a price and the firm is willing to pay it. Quantitative markets earns less than the origination book by design, and it can return capital inside a week when a rare market opens. That option is the reason the allocation exists, and it is why the sizing is deliberately small.
Quantitative StrategiesInformation & DataPrivate Wealth & UHNW
CaribbeanAsia-PacificNorth AmericaEurope
The 3 positions total US$44 million and are internal programmes rather than companies. One is a systematic macro programme trading listed futures. One runs relative value between listed instruments in related industries. The third is market-neutral and sized to the liquidity needs of the group. Capacity limits are set by the Investment Committee and reviewed each quarter.
Every model in these programmes is governed by the Model Risk Management policy. A named person answers for each automated decision, model changes are versioned and approved before release, and the Risk & Valuation Committee can suspend a programme without notice. No client capital is allocated to a programme that has not run for a full year.
Themes
- Systematic macro in listed futures
- Relative value between related listed instruments
- Market-neutral programmes sized to liquidity needs
- Capacity limits set by the Investment Committee
- Model governance under the Model Risk Management policy
Case studies
1 in this sector.
Insights