Quantitative Investment Strategies

Name: Mondrian Delta
Price range: $

The systematic team partners with firms that believe in data and technology development as means to constantly generate alpha in liquid global markets, by designing, refining, and testing market hypothesis.

Our novel consultative approach has allowed us to develop deep domain expertise across multiple trading products, delivering ground-breaking research targeting asset allocation, performance and human capital allocation for the following strategies:

Equity Statarb
Equity Derivatives
Arbitrage strategies
Fixed Income
Commodities
Global Macro

Further reading relating to our Investment experience below.

The Evolution of Quantitative Risk Management in Hedge Funds

Quantitative risk management has been a popular topic of discussion among hedge fund managers in 2021.

Macro

It’s Mumbai from me, and it’s Mumbai from him

The Real Estate Opportunity in India: An Interview

Real Estate

Treasury & Portfolio Finance

Market Research & IntelligenceContinue reading

Commodities Strategies

As the Commodities asset class grows, Mondrian Delta develops extensive analytics and insights that capture the major advances of the commodities investing landscape.Continue reading

Volatility and Arbitrage Strategies

Mondrian Delta provides clients with a detailed outlook of the entirety of the volatility and arbitrage investment landscape.Continue reading

Fixed Income and Macro Strategies

Mondrian Delta hones a deep understanding of the key drivers of performance across the entire fixed income and macro investment landscape within both G10 and EM.Continue reading

Fundamental Equity Strategies

Mondrian Delta has a profound understanding of Fundamental Equity strategies, providing our clients with deep insights in this space.Continue reading

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