top of page

Quantitative

Trading

SciFund's philosophy consists of two notions: "save" and "multiply," precisely in this order of words. We focus on attaining stable returns and maintaining immediate liquidity independent of the market conditions.  Our expertise in risk management and hedging helps us mitigate tail events while delivering performance well above inflation rates. We regularly analyze and adapt the mix of our strategies to current market conditions, typically keeping a limited factor exposure and always maintaining capital protection. 

Staying at the frontiers of academic research, we always explore and test new ideas, concentrating on factor-based strategies with limited cross-sectional predictability with ex-ante option-implied characteristics.

  

Our strategy aims to keep a limited market exposure, minimize exposure to other traditional factors, and reap the premium for stocks with aggressive investment profiles. At the same time, we gradually migrate towards factor-neutral strategies and concentrate on alpha generation. 

A remarkable feature of SciFund is our internal think-tank, based on the most recent academic research in asset pricing, derivatives, and money management. Guided by the highest standards of professional risk certifications (GARP and PRMIA), we consider a rigorous risk management function a necessary part of our structure. 

Organizational Details

Established: December 2016

Registration: Delaware, USA

Principal business place: Germany

Management company: Science Quant Investments LLC

Blue Sky registration: available

SEC EDGAR CIK#: 0001692644

Counsel: Investment Law Group of Davis Gillett Mottern & Sims LLC, investmentlawgroup.com

Prime Broker: Interactive Brokers LLC, interactivebrokers.com

Administrator: Trident Fund Services, tridentfundservices.com

Auditor: Richey May&Co, richeymay.com

Bank: BMO Harris Bank, bmoharris.com

bottom of page