Quantitative signals
Trading decisions are based on proprietary quantitative data. The process does not interpret headlines or rely on discretionary narratives.
Quantitative investment management
Quantitative approach.
Automated execution.
Gates Mills Technologies LLC (“GMT”) is a quantitative investment management company that utilizes mathematical and statistical methods to produce uncorrelated alpha returns for its investors.
Los Angeles · Established 2018Discover GMT
Thesis
Short-term price dislocations can create opportunity.
Our research is based on the view that behavioral responses to information can create recurring short-term price dislocations. We seek to identify conditions in which those moves may reverse, using a systematic process grounded in market data.
Investment focus
Intraday opportunities
The program detects price consolidation to materialize as price dislocations in the form of mean reversion over a horizon of several hours, with a focus on asymmetric risk and reward. It does not rely on estimates of intrinsic value.
Program profile
An intraday, medium-frequency program.
- Position direction
- Long & short
- Holding period
- 1 to 6 hours
- Overnight positioning
- Short-term treasuries
Discuss the strategy with our team.
Contact GMTPast performance of these strategies is not necessarily indicative of future results. There is the possibility of loss, and all investment involves risk including the loss of principal. See Important Information.