We are an innovative
QUANTITATIVE
RESEARCH COMPANY
Different by approach, we develop quantitative and technological solutions to navigate the complexities of global derivatives markets.
What we do
We support portfolio managers to design transparent and liquid cross-asset, quantamental volatility strategies with innovative tail and convexity solutions.
Yield Strategies
Design portfolios that capture persistent, structural biases in the Equities, Fixed Income, FX and Commodities derivatives markets.
Hedge Strategies
Develop hedge solutions with long tail and long convexity strategies that protect investments when the market is significantly underperforming.
Risk Management
Develop advanced frameworks to control cross-asset derivatives portfolios historically and in real-time. Quantify risks with models adapted to each payoff.
Quantitative Ecosystem
Design real-time systems including pricers and databases with access to large amounts of conventional and alternative data.
Why we are different
We have developed a cutting-edge methodology to design volatility strategies. We identify persistent biases in volatility markets, understand the mechanisms driving these biases and collect data from diverse sources to quantify the dynamics. This allows us to design optimal, uncorrelated solutions, combined with tail and convexity hedging strategies to generate alpha in all market conditions.
Meet the Team
The management team has worked together for several years and has experiences ranging from complex derivatives to high-frequency trading.
Benoit Brochart
Co-founder, Benoit was a Senior Portfolio Manager at Silex, Head of Portfolio Construction and Portfolio Manager at Unigestion, Prop Trader at Calyon and Quant Analyst at Total Oil Trading
David Latto
Co-founder, David was a Portfolio Manager at Millennium, Simplex and Nomura in Tokyo, Portfolio Manager at Unigestion in Geneva, Equity Derivatives Structurer at UBS and Options Trader at BNP and Calyon.
Let’s Start Something new
Say Hello!
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