Subset Capital is an investment management company dedicated to leveraging the "wisdom of crowds." Subset works at the intersection of newly-emerging data sources, macro market variables and fundamental corporate analysis to forecast the movement of US equities. With a systematic, quantitative trading approach, Subset pursues above average returns with below average fees and risk ratios.
A Subset of Investors: We work on behalf of qualified investors who trust our scientific methods and statistical discipline over outdated economic theories or shifting market commentary. While we don't use black box models, ultimately our decisions 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 can tolerate higher volatility when accompanied by better performance (as reflected in a higher Sharpe ratio).
A Subset of Funds: We position ourselves at the front 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 investor alignment.
Only a Subset can.
Qualified investors may find out more by using the form below.