Manifesto

About the part of financial market where the average holding is less than 20 days, we have certain beliefs derived from our experience.

First, it is a zero-sum game. You are not going to create values in 20 days.

Second, because how this game is played, there are a lot of players so dumbfounded that they play with large sum of money while without any extra knowledge or insights. These players make the market less efficient as it ideally should be. That, to us, are the so-called alphas.

We believe that with a systematic quantitative approach, we are in the unique position to capture these alphas and make the market more efficient, more random, and better for everyone.