About Us
Continuum is first and foremost a means of adding value, of generating excess returns for investors.
Continuum is the science of investing and it is our passion. Continuum seeks to uncover the essential truths about equity markets through disciplined scientific testing of insightful hypotheses. As technically trained professionals we gain much satisfaction through the research and implementation of robust rules that add value above and beyond our set benchmarks.
Continuum lives because we are fallible, irrational, human beings. These attributes are magnified within the financial markets as humans struggle to deal with complex trade-offs using imperfect rules of thumb. In addition they often fall prey to having their views clouded by emotion and their most recent experiences. The resultant actions of agents in the market place drive large and often persistent inefficiencies that can be exploited.
Market inefficiencies or mis-pricings exist across all time frames, from intraday aberrations identified through sophisticated modeling of tick data, through to inefficiencies that persist for up to 2 years identified through more standard quantitative modeling. Continuum aims to exploit inefficiencies through mathematically sophisticated models that seamlessly combine fast-twitch and slow-burn signals in real-time.
Continuum is the paradigm of our investment process. Our approach is to quantitatively model every aspect of the investment process from generation of signals, to optimisation, to generation of trades, to management of trades, to allocation of trades. This approach is especially critical when portfolios are managed on an after-tax basis.
Continuum is how we see our team and our research. We factor into our models the insights derived from all aspects of the investment process and by all members of the team. We regard the investment team as the research team. All insights from dealing, attribution, model rebalancing, academic papers, conferences or wherever, are investigated quantitatively and where found to withstand the rigours of analysis and peer review are implemented.
Finally, the name Continuum describes our ongoing research effort. Technology, markets, ideas, opportunities and people all evolve... and so do we. At our core is an unwavering desire to research, learn and innovate.