Our scientific approach to investment research and
management comes from our belief that markets are
not wholly random and that statistically significant
events do exist and can be identified for profit.
The key to finding such events is rigorous research.

Using classical statistical techniques we test ideas
on live market data and in highly realistic simulations.
Our goal is to observe how an investment idea
behaves under actual market conditions.
We examine tens of thousands of trading events in
order to generate a few, valuable, documented facts
about a particular approach. These test results are
not conjectures ― they are empirical observations.

We spend enormous time and effort in research
and testing so that when a system finally emerges,
we have accumulated a very large body of
experience with it. Since our mandate is to turn
research observations into investment action we
insist on formulating explicit rules ― and following them.