Quantitative Hedge Fund
Plutus Mazu
Plutus Mazu is a budding quantitative hedge fund incubated and backed by Shen Yao Holdings. Plutus Mazu seeks to deliver high-quality, risk-adjusted relative returns in any climate and achieves that end by utilizing quantitative and algorithmic methods to produce an optimized portfolio of signals diversified across geography, asset class, and risk factors.
About
Plutus Mazu is a budding quantitative hedge fund with a deep emphasis on talent and culture. Plutus Mazu’s mission is to achieve financial clairvoyance from science and technology while hedging against model risk with humility. This mission materializes as a tightly-knitted, performant team producing high-quality, risk-adjusted relative returns in any climate.
Beliefs
Yields are rotational in nature, across all dimensions of an investment mandate. Plutus Mazu thus utilizes a myriad of information computed quantitatively to predict prices across the globe and in all asset classes; dispensing with assumptions about static yields and which factors drive prices.
Approach
Primary predictive models that are transparent, rational and economic-driven are built from diverse sources of data. Artificial intelligence is utilized to refine and boost the accuracy and precision of their signals. An optimal portfolio is constructed from these signals with risk exposures geared towards high-quality, esoteric risks to produce high-quality returns.
Risk Management
Plutus Mazu’s quintessential trait is balance in all that she does, intelligent trade-offs from decision-making to risk-taking. Plutus Mazu has a deep respect for risk and capital preservation; hedging against the fallibility of her predictions by having humility about the complex nature of reality and taking a cue from empiricism where randomness prevails.