GST Management, LLC is a quantitative asset management firm. We are investment theorists, data scientists and coders that strive to add value developing algorithms and processes that deploy capital to important sources of global equity market risk to beat benchmarks.
Our motivation and focus is multi-cycle alpha. We believe that markets are not macro efficient and that it is possible to generate above average equity market returns and below average drawdown by exploiting how investors price important sources of market risk. We find evidence that regional market participants can be uninformed and make systematic macro level errors in different market regimes. Our trading systems profit from them.
We focus on understanding relationships in data that shed light on investor behavior and use diverse data sets to make equity market predictions. We use statistical and mathematical modelling techniques to tease out predictive signals that form the basis of our return generating processes. Our strength is constructing portfolios that maximize the effectiveness of our signals by taking risk where we expect to add value.
Our strategies are directional and implemented with index products like ETFs, not stocks. We believe that the liquidity and global exposure provided by ETF’s today enable profitable trading strategies. Our strategies are probability driven and do not trade every day. We can own markets for long periods of time. Trading intensity clusters around alpha opportunities in inefficient or dislocated market regimes.