Zorn Capital is a quantitative investment management start-up.
Our aim: To research and develop, and then deploy, fully automated, robust trading strategies across multiple time frequencies and financial markets.
Statistics and the underlying probability theory comprise the science of uncertainty. Whilst the logic and coherence of mathematical theory is irrefutable, its application to the real world is not. However, by using it as an approximation of reality, accepting its limitations, and applying it judiciously, one can gain insights enabling the systematic exploitation of market inefficiencies for profit.
And in practical terms?
By working with large datasets and creating modern, well designed, efficient technology. Zorn Capital is just as much a computer software firm as an investment manager.
Prototype fund performance (inception 5 July 2016)
Sharpe ratio -0.06 (back-test 1.17*)
Total return -26.47%
Last five days