Investment Process


Study Past Data

We identify and model macro-thematic themes, from observing various micro and macro data sets with the goal of determining the current macro environment. Certain macro-thematic environments can be supportive or destructive to the performance of certain risk premias.


To understand the present

We spend most of our time collecting, processing and researching fundamental data and price relationships, which we define as risk premias. We test these risk premias on different macro-thematic scenarios and cycles to see why certain investment opportunities occur, and when and how they can be efficiently traded.


To respond to the future

We establish rules based investment principles for investing, based on how different risk premias behave in different macro-thematic cycles. These INVESTMENT PRINCIPLES are used to identify macro-thematic trade opportunities across asset classes.