Tetractys Research

I focus on developing a firm conviction in an economic theme (typically a L/S basket), a specific company, or the interaction between economic variables (commodities, energy, rates, FX, magic internet money, etc.) within the market microstructure we operate in to put in trades in size with a timeframe and tolerance to volatility beyond that which is expressed by the market to extract excess returns.

Without a rigorous and consistent framework, extracting systematized returns in the long run will be challenging. Hence, the first step in my investment process is data analysis and modeling causality between variables while keeping it simple for human interpretation, which will be published in the Macroscope. Given that the human interpretability of the models is a focus in their development, this allows the user to develop their intuition about markets and formulate their investment thesis. This process is what I share with the market research and notes.