Baylight Capital

Baylight Capital is a fundamentally driven systematic investment firm focusing on the U.S. small/mid cap universe. The firm was founded by seasoned quantitative and fundamental investors with academic backgrounds from Stanford University and University of Chicago. Baylight utilizes a market neutral investment approach targeting superior risk-adjusted returns. The Baylight strategies combine the identification of timely fundamental shifts in underlying businesses with best in class quantitative portfolio construction and risk management methods. These strategies are both empirically and academically supported.