Tuesday 8 January 2019

What can beat the market?

Computers? Robots? Terminators?!

Oh, let's do this first - no endorsements, dear reader(s), and they say themselves: Risk Alert: Past returns are not a guide to future returns. So ... 'Who says that, boss?!' Ha! 'Is this a PR email?' Yes, yes. For my sins. I haven't got the energy to go looking for news. [I was fixing No. 673 past midnight, man!] Let the news come to me!

An award-winning quantitative investment programme, founded by a group of London Business School students and supported by the LBS Incubator, has finished its first year of live trading as one of the best systematic strategies in the UK, according to the database BarclayHedge, with a return 20% above the MSCI World.

GQS Capital was founded last year by Vinicius Karam, in partnership with five experienced global executives of the LBS Sloan Master. The company is a Quantitative Investment Programme that uses data mining and machine learning to drive a systematic quantitative strategy across global index futures markets.

The company is regulated and authorized by the Financial Conduct Authority (FCA), and now is preparing to expand to the US markets.


Vinicius Karam. He liked these infernal machines so much, he founded the company. / Christ! I miss human beings, you know? I really loved those guys.

Anyway, what does Vini say?

Vinicius says that he hoped the first year was a positive sign of things to come. "We are just starting, and have tested our algorithm in more than 10,000 scenarios and 20-years of backtesting," he said. "Our live results are just proving what our studies had already shown us. Our objective is to combine our experience with technology to deliver a consistent long-term risk-adjusted return for our premium investors."

Ah, never mind. / I hope our Vini knows what he's doing, but ... 'Well, maybe he does know, boss. Maybe he wants these terminators all over the shop.' Yeah.

Stop the world! I want to get off! Please!

...

Okay, okay. Uh. Anything else? Well, I'll just say that the paradigm shift stuff is working out beautifully for me. It was the missing piece of the self-development jigsaw. / Listen. It's no good just having the knowledge, intelligence, skill and creativity to achieve great things, you also need the behaviour. [I mean, I see the importance of it now. Behaviour is the most important thing, and it comes from your paradigm. If you have a crap paradigm, then you have crap behaviour.] By listening to the Vance/Musk audiobook on a loop - in a real hardcore way - what I'm doing is downloading a new operating system into my head. It will replace the one that's been there for nearly fifty years. Wish me luck, kook(s)!

Laters!