Subset Capital works at the intersection of newly-emerging data sources, macro market variables and fundamental corporate analysis to forecast the movement of US equities. With its systematic, quantitative trading approach, Subset Capital has quickly taken a leadership position among market-neutral strategists.
A Subset of Investors: We work on behalf of qualified investors who trust the scientific method and statistical discipline over outdated economic theories or the shifting stories of market commentators. While we don't use pure black box models, ultimately our explanations and evaluations are mathematical, not narrative. This discipline helps us manage risk as well as we manage returns.
A Subset of Assets: For those who become limited partners, we manage a piece of their portfolio that requires “uncorrelated” returns and, in particular, can tolerate higher risk in exchange for disproportionately higher returns (i.e., more volatility than most market neutral funds but a much higher Sharpe ratio as well).
A Subset of Funds: We position ourselves at the center of a very small group of investor-aligned funds by returning the advantages of scale to our limited partners, forgoing performance fees until we have provided a minimum “hurdle” return and sloping our performance fees so that we only do better as investors do better.
Not all funds can offer such discipline, performance and alignment.
Only a Subset can.
Qualified investors can find out more by using the form below.