HarnessingComplexityDelivering Stability
Algorithmic models deploying capital across asset classes & unique sources of risk premia
Systematic Macro Trading
European boutique investment firm managing a systematic macro fund.
We specialize in quantitative models for mid-frequency trading with holding periods of a couple of hours to a month.
Our sophisticated risk management framework employs real-time volatility targeting, position sizing algorithms, and multi-layered risk reduction protocols. Each model operates within strict drawdown limits while maintaining optimal exposure to market opportunities.
Key Capabilities:
Our advanced machine learning algorithms continuously analyze market patterns, identify trading opportunities, and execute strategies where appropriate with minimal latency. We operate a hybrid model that combines automated trading with human discretion allowing the system to respond rapidly to evolving market conditions while preserving the judgment and oversight of experienced traders.
Key Capabilities:
From algorithmic trading engines to data processing infrastructure, every component is developed internally. This ensures complete transparency, eliminates vendor dependencies, and allows for rapid innovation and customization to market conditions.
Key Capabilities:
Our strategies are deliberately capacity-constrained to preserve alpha generation. By limiting fund size and focusing on market inefficiencies that cannot support massive capital deployment, we maintain superior risk-adjusted returns that would be diluted at institutional scale.
Key Capabilities:
Rigorous Risk Controls
Advanced systematic risk management
Our sophisticated risk management framework employs real-time volatility targeting, position sizing algorithms, and multi-layered risk reduction protocols. Each model operates within strict drawdown limits while maintaining optimal exposure to market opportunities.
Key Capabilities:
Team
Experienced professionals from Morgan Stanley, Credit Suisse, and Citigroup
Victor Brassart
CIO & Co-Founder
Ex-Credit Suisse
Alexis Dubois
CEO & Co-Founder
Ex-Morgan Stanley
Maximillian Kohn
Execution Trader
Ex-Antiloop
Frederik Mogensen
Quant Researcher
MSc Copenhagen
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Access Detailed Investment Information
Performance data, fund documentation, and complete investment process