GSTCAP

GST Management, LLC is an early-stage quantitative asset management firm founded in 2019 that develops systematic investment strategies. The firm applies investment theory, market knowhow and data science to develop computer algorithms and processes that can be used to deploy capital to important sources of global equity market risk with the objective of beating important benchmarks.  

 

Today the firm has a single employee, Rod Jones, the founder and CIO.  The firm does employ consultants for IT, coding and compliance support.

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The firm's primary motivation is providing equity market strategies with the opportunity for multi-cycle alpha. The underlying conviction is 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 algorithmic systems and processes strive to profit from them.

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Research focuses on understanding relationships in data that shed light on investor behavior and use diverse data sets to make equity market predictions. Statistical and mathematical modelling techniques are applied to tease out predictive signals that form the basis of the firm's return generating processes. GST's strength is constructing model portfolios that maximize the effectiveness of our signals by taking risk where we expect to add value.

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​Strategies are directional and implemented with index products like ETFs, not stocks. The founder believes that the liquidity and global exposure provided by ETF’s today can enable profitable active equity strategies. Strategies are probability driven and do not recommend trading every day.  They can own markets for long periods of time. The intensity of trading recommendations clusters around alpha opportunities in stressed, inefficient or dislocated market regimes.