For years, quantitative investing has been about using computers to find patterns or inefficiencies in market data that can be exploited systematically for profit.

Quant 2.0 is the next generation of quantitative investing.  It is about using artificial intelligence (AI) techniques that avoid over-fitting, look for all profitable patterns in data (not just trends), only trade liquid markets, and are much more disciplined on left-tail risk (not just using volatility to measure risk).  This is what makes TCM's Program so significant.
 

We seek to deliver absolute return that is scalable, uncorrelated with major asset classes, and consistent over diverse market conditions. We see that machine learning is beginning to have a significant impact on asset management, but firms with deep expertise and a robust, sophisticated, tested strategy are very rare. Our name Taaffeite (one of the world's rarest gemstones) was chosen to connote this sense of rarity, and we will utilize our unique expertise and technology for the benefit of our investors.

 

We look forward to working with our investors at the forefront of the technology of asset management.

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Howard Siow