LBS Incubator venture preparing to enter US

GQS Capital reports positive annual return in first year

Vk2 482x271

A quantitative investment vehicle, founded by a group of London Business School (LBS) Sloan Fellows and supported by the LBS Incubator Programme, has finished its first year of live trading with an annualised return 20% above the MSCI World.

GQS Capital was founded last year by Vinicius Karam, (pictured) in partnership with experienced executives of the Sloan Masters in Leadership and Strategy programme (Sayu Sinha, Alexander Samenyaka, Adriano Romano and Servane Bonnet).

The company is a quantitative investment programme that uses data mining and machine learning to drive a systematic quantitative strategy across global index futures markets. It offers investments in the UK and Europe, with plans to expand to the US markets.

Karam said that he hoped the first year was a positive sign of things to come. "We are just starting, and have tested our algorithm in more than 10,000 scenarios and 20 years of back-testing," he said. "Our objective is to combine our experience with technology to deliver a consistent long-term risk-adjusted return for our premium investors."

Find out more about the LBS Incubator Programme and the support it provides for members of the LBS community.