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Benedicte Gravrand, Opalesque Geneva for New Managers:

Quantbridge, a London-based asset manager, has just launched a quantitative strategy that uses several models, and thereby minimizes the risk of model decay.

"Why do we need so many models if one can do the job by itself?" said one of QuantBridge’s co-founders. "Because a single model, no matter how good it has been, can lose efficacy. Instead thousands of independent models, cooperating, competing, and collectively setting the pace, produce a more robust and stable operating system."

The models themselves are of an adaptive and evolving kind, using momentum, artificial intelligence, signal processing and machine learning methods. In the knowledge that the financial markets are often unpredictable, a strategy which hallmark is extreme flexibility and adaptability to changing market behaviour could be an asset.

QuantBridge is a joint venture created in 2013 to bring together skills of two firms, Thayer Brook and Titian. Titian is a financial technology development firm focusing on machine learning, adaptive technologies with a seven-year track record operating quantitative multi-asset strategies. Thrayer Brook is an investment management firm backed by Mizuho Bank operating systematic trading strategies that have a 16-year track record.

It was founded by Allessandro Di Soccio and Marco Fasoli, who co-founded Titian in 200......................

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