Deep Field Capital
Deep Field Capital is an independent asset management firm that develops and trades highly reactive intraday and short-term systematic programs in global futures and equity markets in a high-level institutional setup. It aims is to provide institutional and other qualified investors with high-quality quantitative investment strategies to optimize long term risk-adjusted returns.
- Starting as discretionary traders, DFC first developed systematic strategies based on simple trading rules to support its directional discretionary trading.
- Over time, the firm's intensive research and rigorous live testing and trading led to today's stand-alone purely systematic systems.
- All of its programs show a long volatility profile, negative correlations to other asset classes, and a positive performance capture on large equity down-days.
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Execution and risk management are entirely electronic and automated, utilizing in-house proprietary software in an institutional set up with top tier prime brokers.