Sydney Quantitative

We are an Australian based hedge fund running a suite of systematic, automated quant strategies driven by machine learning, which aims to forecast returns for a range of global financial instruments (commodity, fixed income, equity index, FX futures) on a short term basis. We use hundreds of predictive features specific to each asset class and instrument to create an ensemble of uncorrelated models, which are weighted through a custom optimisation to produce trading signals which exhibit both mean-reverting and trend-following characteristics.