Olympia Investments

Olympia Investments develops algorithmic investment strategies for international public equity markets on behalf of a wide range of qualified investors.

Key Criteria: Maximum diversification of clients’ portfolios via different instruments, as well as various strategies.

Key Principle: Investment of the partners’ personal capital into all strategies proposed to our clients.


Quantitative Trading – Key Takeaways Our quantitative trading hedge fund is a result of 5 years of development work by our talented team:

  • Basic Principle
    Fully systematic trading of a diversified portfolio of financial instruments via a number of independent quantitative strategies
  • Competitive Advantage
    Our key edge is that we trade a portfolio of strategies that have very low pair-wise correlations with one another.  Our focus is brainpower,  not hardware – we design strategies that are insensitive to latency or speed of execution
  • Fundamental Understanding
    We do not run any AI / ML based ‘black boxes’ in the fund – each and every strategy has a clear explanation in well researched anomalies and behavioral biases embedded in human nature
  • Strategy Diversification
    We firmly believe that only a portfolio of strategies targeting different anomalies across various instruments can be successful in the long run and,  especially so,  during significant market downturns
  • Liquidity and Capacity
    We only trade highly liquid instruments on the US / EU markets, allowing us to ultimately deploy billions of dollars of capital without materially sacrificing performance. We do not employ any HFT or arbitrage strategies
  • Alignment of Interest
    Significant portion of our personal liquid net worth is invested in the fund
  • Motivation
    No fixed management fees – we are compensated only after achieving a hurdle of 3M USD Libor + 300bps
  • Transparent Structure
    Cayman Islands fund/manager,  UK regulated investment advisor (Q4 target date),  Moscow based quantitative research office

Quantitative Trading – Competitive Advantages

  • Portfolio of Strategies
    Our portfolio is at all times comprised of several strategies that are diversified along decision making rules,  time frames and instruments.  We consistently trade a portfolio of strategies with low pair-wise correlations,  which we believe is the only way to achieve a high Sharpe ratio in a high-capacity and non-HFT setting
  • Talent Pool
    Russia has a deep and broad pool of technical talent at which we can continue to draw for years to come – any quantitative method and expertise can be sourced and performed at a world class plus level.  As long as we do not run out of new strategy concepts we can keep executing new strategies
  • Commitment
    As a manager,  we are well capitalized and do not need to chase ‘quick fix’ type of strategies.  We have personally financed our development work for the last five years and have the resources and the commitment to continue to execute an investment approach that we fundamentally believe in
  • Discipline
    Our advantage is in the right mix of economics and technical expertise inside the firm,  where our partners constantly interact with developers to source new alpha streams.  We prefer models with deep roots in human behavior and that have been observed for decades.  Our disciplined approach,  while requiring more investment in human capital,  allows us to analyze longer time frames and provides more capacity in our strategies
  • Focus
    Our developers concentrate on what’s important – math and science.  Their locale away from the global financial centers allows them to focus on fundamental research,  not on chasing currently fashionable trends on the hedge fund circuit
  • Compensation Structure
    We are not motivated to increase our asset base for the sake of management fees because we earn only a success fee and only after a certain hurdle is reached.  This approach to compensation means we have every incentive to provide tangible results to investors,  rather than worrying primarily about AUM