In mathematics, orthogonal vectors never overlap. In finance, orthogonal risks are uncorrelated. Our orthogonal strategies exploit discrete and independent events in global markets.
We are an emerging manager employing systematic trading strategies with a differentiated process. We emphasize rigorous quantitative analysis and disciplined risk management. We believe that meticulous execution is as important as generating good trading ideas.
We focus on recurring and repeatable, alpha with asymmetric rewards. We are not stock pickers or low-latency traders and do not take large one-off bets on the market. Instead, we take a large number of uncorrelated positions across many markets and precisely limit the size and duration of those positions.