Systematic. Research‑driven. Risk‑aware.

L&S Quantitative Fund focuses on data- and technology-driven multi-strategy investing, pursuing stable long-term returns through rigorous risk management and engineered execution.

About L&S Quantitative Fund

Institutional-grade infrastructure · Research-first culture

Systematic Research

Extracting durable risk premia from structured and unstructured data, across discovery, validation, and deployment.

Engineered Execution

From cost modeling to execution optimization, focused on latency, slippage, and market impact with robust observability.

Institutional Risk Management

Multi-dimensional risk budgeting, stress testing, and real-time monitoring with strict change control and go-live processes.

Core Strategies

Multi-strategy · Diversified alphas

Multi-Factor Model

Value, quality, momentum, and sentiment in a unified framework across sectors and size buckets for persistent alpha.

CTA / Trend

Cross-asset and multi-horizon trend capture with correlation control and tail-risk hedging.

Event-Driven

Earnings, financing, and supply-chain signals enhanced with NLP and knowledge graph features.

Research & Insights

Methodical experimentation · Reproducible pipelines

Data Infrastructure

Unified data models, quality checks, and lineage to ensure traceable and reproducible features.

Factor Research Discipline

Standardized processes from discovery to deployment to mitigate overfitting and out-of-sample decay.

Risk & Execution

From portfolio construction and order slicing to execution feedback loops, designed for stability and observability.