AWM

Market-neutral portfolios built from signals the research agents generate, test and retire on a fixed cadence.

Rates, FX and commodities, expressed by partners on the back of a continuously updated macro picture.

Intraday to weekly relative-value trades, executed and risk-managed entirely by the platform.

Mergers, spin-offs and restructurings, with the document work done by agents and the sizing by people.

Relative value across the volatility surface, hedged continuously rather than at the close.

Long/short and structured credit, where reading every covenant is a job for a machine.

How a trade happens

Four steps, three of them automated

Agents pull filings, prices, transcripts and alternative data the moment they are published, and normalise them into one store.

Research agents draft sourced memos, challenge each other, and rank the ideas that survive.

A partner reads the memo, sets the size within the risk budget, and signs the allocation.

Execution agents work the order, risk agents watch the book, and reconciliation closes the loop overnight.

Request the investor presentation and strategy fact sheets.