Cadwyn Capital is a London based hedge fund manager targeting consistent sources of alpha in liquid markets. We focus on quantitative research with integrated risk management to deliver consistent returns uncorrelated to all major asset classes.
Investment management grounded in science. We use a range of quantitative methods, from robust statistical processes to deep neural networks, to develop and optimise investment techniques.
Our research combines systematic analysis with rigorous testing of market behaviour, seeking to identify stable sources of return and understand their performance across different market environments.
Comprehensive risk management from trade inception to exit.
Our three-layer approach combines embedded risk quantification within alpha signals, independent risk measurement and simulation, and live market modelling to continuously identify, quantify and manage risks throughout the life of each trade, as well as at portfolio level.
Quantitative trade construction and selection with discretionary oversight and implementation.
We seek to translate investment signals into efficiently structured trades, taking account of expected return, risk, liquidity and prevailing market conditions. Discretionary oversight provides an additional layer of judgement to ensure disciplined implementation and effective risk management.
