Global Quantitative Fund

Data is in Our DNA
Alpha generation through advanced research, financial modeling & algorithmic trading.

The Negma Multi-Strategy Fund aims to use a large spectrum of data to solve complex problems in global financial markets while generating superior risk adjusted returns by investing across a diversified suite of systematic, computer-driven trading strategies.

Instruments Screened
Globally Daily
Years of Proven
Industrial Research
Market Exchanges & Trading
Across All Major Asset Classes

Core Strategic Tenets

Systematic Trading
Utilize our technology, research and data to deploy fully-automated trading systems capable of harvesting statistical inefficiencies in financial markets.
Multi-Asset Portfolio Allocation
Combine stocks, bonds, commodities and real estate to create a more broadly diversified long-term portfolio through research-driven asset selection and risk-focused portfolio construction.
Equity Market Neutral
Seek to deliver consistent alpha generation by taking full advantage of both long and short trading positions across global equity markets.
Discretionary Trading
Aim to profit opportunistically from fundamental themes, inefficiencies and dislocations in financial markets at a macro, sector, stock specific, factor or exchange level on a short-term investment horizon.

Our Investment Edge

  • Scientific and creative in approach, we utilize multiple assets classes, data sets and financial models across the globe to maximize the efficacy of our alpha library and allow for flexible capital allocation.
  • Leading our strategy is an expert team of quant enthusiasts with extensive knowledge and experience in computer science, mathematics, data science and market finance.
  • Our optimal architecture and in-house code allow for efficient and thorough execution of our strategies, permitting a trading capacity of thousands of stocks per second.