LBS Incubator Programme startup combines experience with technology to beat the market
An award-winning quantitative investment programme, founded by a group of London Business School Sloan Fellows and supported by the LBS Incubator, has finished its first year of live trading with an annualised return 20% above the MSCI World.
GQS Capital was founded last year by Vinicius Karam, in partnership with experienced executives of the Sloan Master programme Sayu Sinha, Alexander Samenyaka, Adriano Romano and Servane Bonnet. The company is a Quantitative Investment Programme that uses data mining and machine learning to drive a systematic quantitative strategy across global index futures markets. The company is already offering its investments in the UK and Europe, and now is preparing to expand to the US markets.
Vinicius said that he hoped the first year was a positive sign of things to come. "We are just starting, and have tested our algorithm in more than 10,000 scenarios and 20 years of backtesting," he said. "Our live results are just proving what our studies had already shown us. Our objective is to combine our experience with technology to deliver a consistent long-term risk-adjusted return for our premium investors."