Cantab employs a multi-strategy, multi-asset approach within the systematic space. We aim to deliver attractive risk-adjusted returns with low correlation to traditional investments in a technology-driven environment.
Cantab employs a multi-strategy, multi-asset approach within the systematic space. We aim to deliver attractive risk adjusted returns with low correlation to traditional investments in a technology driven environment.
“Investors usually ask about the models Cantab employs... but the smarts, the core of what we do, is in the software”.
Risk-adjusted returnsTo us, investment management equals risk management. Cantab utilises sophisticated and robust proprietary risk management systems to generate attractive risk-adjusted returns.
Multiple complementary and interlocking systems dynamically re-allocate risk across the entire portfolio. We employ a rules-based investment approach which enables us to tailor risk on demand and build portfolios that target a constant level of volatility.
Meaningful diversificationCantab’s philosophy is rooted in the idea that combining uncorrelated sources of return produces superior results over time. Unlike many systematic investment managers, who rely exclusively on trend-following strategies, our institutional-standard infrastructure has enabled us to build portfolios that adopt a multi-asset, multi-strategy approach. We develop and implement investment and portfolio construction processes that aim to deliver returns uncorrelated to long-only investments as well as to traditional hedge fund strategies.
Scientific rigourScience is the ethos that permeates the whole of Cantab. It drives our culture.
Our scientists are at the heart of our business. Based in Cambridge in the UK, close to the University and the city’s cluster of high-tech companies, our work resembles that of a scientific research organisation rather than a London City trading firm.
Our discipline and flat structure provide a platform for our scientists to research, test and implement multiple systematic strategies. It allows us to be creative while applying science to finance. Our research is based on the scientific method and is hypothesis-driven rather than data-driven.
We have an iconoclastic view of the world and approach investing like few others. We perform research and risk management as part of multiple teams across a non-hierarchical research environment that inspires scientists to work together across disciplines, rather than in silos.
With industrial strength, institutional-standard infrastructure, we believe we are a different type of manager and that our success rests on a collegial research environment, which in turn allows our team to produce work of the highest quality.