Tom Capital Update 2019
We are pleased to inform you about a number of positive developments at our firm:
Over the past months, with the backdrop of a challenging market environment, we have conducted a thorough review of our investment process. It has reaffirmed our belief in our existing approach and its three pillars: starting with the systematic and data-driven forecasts of financial markets, moving to trading the mid-term trend and the short-term reversion, and ending with risk-parity diversification across the major liquid markets. Our review has shown that our investment process has stood the test of time and continues to put us in a very good position to generate value for our clients going forward.
Furthermore, Prof. Marcos Lopez de Prado, the guest speaker at our event in May 2019, and quant of the year 2019, has conducted a first in depth workshop with us. Based on the advanced possibilities of machine learning to identify complex relationships while preventing overfitting, and to exploit short-term market structure anomalies, Marcos has suggested some improvement opportunities within our existing process, which we are implementing over the coming months.
In addition, our chairman Magne Orgland and board member Urban Müller, are both joining the firm as shareholders thus strengthening our capital base and our capabilities.
As always we will be very happy to assist you with further information and look forward to staying in touch. For up to date information about our strategy and insights including our forecasts please do visit our website.
Tom Capital Team
October 14 2019