Financial market dynamics are evolving ever more rapidly and it is more dangerous than ever to be caught unprepared for a potential shift. Accordingly, our team has developed quantitative trading models that continuously adapt to non-stationary market fundamentals. These models are causally backtested on decades of historical data across thousands of securities to validate their efficacy as well as to unlock potential unrealized opportunities. Extensive automation and algorithms accelerated through the use of custom computational hardware allow our team to aggregate thousands of low risk profit opportunities spread over thousands of securities thereby providing our clients with consistent returns and low drawdowns for the fund.