Event Horizon Partners: Advancing Quantitative Trading Through Science
We apply advanced data science and machine learning to develop automated trading systems. Our focus is on:
- Consistent alpha generation
- Precise beta management
- Volatility control
- Strategy diversification
Our goal is to create a robust, adaptive system that performs well across various market conditions.
Our systematic approach has yielded strong results:
- Total Return: 12.8% (benchmark: 1.6%)
- Sharpe Ratio: 1.8 (benchmark: 0.3)
- Maximum Drawdown: -3.5% (benchmark: -8.5%)
- Alpha Generation: 11.2% over benchmark
- Outperformed in **4 out of 5** different market conditions
These results demonstrate the effectiveness of our scientific method across various market conditions.
Our proprietary Model Training and Selection platform:
- Systematically explores new trading strategies
- Utilizes distributed computing for efficient model training and evaluation
- Employs rigorous selection criteria favoring generalization
- Integrates seamlessly from research to production
- Ensures effective model generalization through proprietary techniques
- Adapts to market changes using reinforcement learning and regime detection
- Balances innovation with practicality, focusing on performance and risk management
- Combines complex AI models with simpler, robust models for comparison
Our team is led by two experienced professionals:
- Roger Parkinson (Technology):
- 25+ years in quantitative finance and data-driven decision making
- Background in data, complex systems and machine learning
- Focuses on continual improvement of our algorithmic strategies
- Brad Parkinson (Operations):
- 21 years in financial services, specializing in risk management
- Expertise in translating complex strategies into reliable systems
- Ensures operational excellence and regulatory compliance
Roger Parkinson
Co-Founder and Technology Lead
- Co-Founder and Technology Lead with 25 years of experience in data science at GE Capital, Bank of America, Wells Fargo, and Event Horizon Partners.
- Prior to his career in applied financial data science, Roger served in US Special Forces and Military Intelligence.
- He is passionate about leveraging cutting-edge technology to solve complex problems and enjoys the challenge of creating systems that can continuously evolve and improve.
Brad Parkinson
Co-Founder and Operations Lead
- Co-Founder and Operations Lead with 21 years of experience at Wells Fargo and JP Morgan, focusing on system stability and innovative trading strategies.
- Brad's deep curiosity and relentless drive for innovation have shaped his career in financial services. He thrives on optimizing operations and ensuring that the systems we build are not only stable but also capable of adapting to new challenges.
Together, Roger and Brad form a dynamic duo, blending technological innovation with operational mastery to create a truly next-generation investment approach.
We're seeking partners to help accelerate our development:
- Current focus: Scaling to $1 Billion AUM
- Future goal: Expanding to $30 Billion+ AUM in major global markets
- Ongoing commitment to research and technological advancement
We offer investors the chance to participate in the growth of our innovative approach:
- Monthly liquidity
- Transparent reporting: Daily updates, monthly newsletters, annual reviews
- Fee structure: 2% management, 30% performance
Our aim is to build long-term partnerships with investors who want to benefit from quantitative trading through scientific rigor and technological innovation.
Risk Disclosure: Futures and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.