Our three research principles
Three principles form the basis of the research process. They apply to every strategy that reaches production.
01
An experienced quant might build, tune and validate three strategies a year. The platform generates several hundred a month.
02
We define risk parameters, exposure limits and correlation thresholds before we look at return. Capital preservation is the first selection criterion.
03
Strategies are executed and monitored systematically only. On underperformance, a mandate is paused or replaced by another candidate from the pipeline. The human work is in orchestrating and validating the process, not in executing it.
The platform systematically produces new strategy hypotheses by exploring parameter spaces across asset classes, timeframes and signal types. Algorithmic generation at scale.
Each strategy is tested against ten years of historical data, across different market regimes, with realistic transaction costs, slippage and liquidity constraints. We look for evidence of robustness, not evidence of curve-fitting.
Strategies pass a multi-stage risk filter: minimum Sharpe, maximum drawdown, correlation with existing portfolio holdings, and stability across out-of-sample periods. Fewer than 1 in 200 make it through all gates.
Selected strategies are added to the live portfolio on a weighted basis, according to risk-adjusted edge and correlation with existing systems. Underperforming strategies are automatically paused and replaced.
01
A proprietary AI research platform at the core of the fund
The platform produces several hundred strategy candidates per month through automated parameter exploration across timeframes and signal types. Each candidate is tested against ten years of historical data, with realistic costs and slippage. What enters production first passes out-of-sample analysis and a live testing period at limited exposure.
Research moat
02
Regulatory
03
Trading decisions are taken rule-based, without exception. No room for emotional overrides during drawdowns or market stress. On parameter violations, a strategy is automatically paused.
Discipline
04
Founder Joan Horbeek invests personal capital in the same fund accounts as external investors, under identical terms and risk parameters.
Alignment
05
The portfolio consists of multiple independent strategies operating simultaneously within the fund vehicle. Alongside these in-house systems, the fund allocates through a fund-of-funds structure to external, uncorrelated managers.
Construction
"When we started, the question was not how to build one good strategy. It was how to build a system that produces good strategies continuously. That is the difference between a trader and a fund. And it is the reason my own capital sits here.
Joan Horbeek
Founder & CEO
The next conversation
Explore the fund in detail, review the structure and allocations, or schedule a conversation with our team. We work with HNWI, institutional parties and family offices.
