Asset management · Systematic equities & crypto · Singapore · Founded 2016
Risk-on inside a hard volatility budget; index beta is earned, not assumed.
Northshore Quant is a Singapore-based systematic manager founded in 2016. The firm runs equity and crypto overlays with explicit factor budgets and rebalances when realised data disagrees with the model rather than on narrative. On Orbit its trend, residual-momentum and Hong Kong tech sleeves on US and HK listings are managed by Chief Investment Officer Jonah Vale. Reported AUM is US$640 million.
Profile compiled by Orbit from information supplied by the firm; figures are for demonstration, licence and custody wording is illustrative.
Each strategy maps to one vault; deposits are made into a specific vault.
Time-series trend on US index ETFs. Dual moving-average with a volatility budget. Flat in chop.
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.
Cross-sectional momentum on US mega-caps after stripping market and sector beta. Long the residual winners, flat otherwise.
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.
Trend sleeve on Hong Kong-listed platform names. Expect long flat stretches; the sleeve only pays in a regime.
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.
The September cut is fully priced and the index sits at a high made by eleven names. The trend sleeves are long because the tape says so, not because the narrative does; the vol budget is what decides size, and it is currently at 92% of target.
A lockup is the time a manager needs to unwind without selling into a squeeze on your behalf. A three-day lockup on an index-ETF sleeve means the book can be flattened in one session with a day either side; a fourteen-day lockup on a staking book means unstaking queues.