Neuron Advisers LLP is a research-driven alternative investment management company.
Our mission is to help institutional and professional investors improve their financial outcomes.
We are driven by three simple observations.
Traditional labels like alpha vs beta, passive vs active, and systematic vs discretionary are breaking down
Financial markets are quickly resembling, and can be modelled by, a giant computer simulation
Endogenous anomalies and risks are emerging that are impossible to predict from historical data
Our edge comes from our approach. We look through industry classifications to the underlying nature of strategies to identify informative commonalities and connections. We work at the intersection of computer science and economics to build models of markets and agents that reflect today’s algo-driven world. We aim to provide tradable insights into the nature and likelihood of new risks. And richer ways of looking at old risks.
One of our core beliefs is that the one-size-fits-all approach to investment offerings will soon seem a thing of the past. New approaches to customizing investment products to investor needs and views will become standard. We leverage our analytical framework with technology to improve transparency and reduce costs.
The Team
We have decades of combined markets experience and our backgrounds span economics, computer science, engineering and maths.
There are seven of us in the group.
Some background on the founders behind Neuron’s approach is below.
Please contact us to learn more about our potential to help you navigate the investment landscape.
Robert is CIO at Neuron, responsible for all aspects of research, strategy design and management. Robert’s expertise is combining computational economics with statistical techniques to build trading and risk management strategies. He began this path in the early 90s during his Ph.D. in the Economics Department at Southampton University and while visiting the European University Institute. In 2000 he joined the Bank of England where he explored the market impact of option hedging and systematic strategies. He also learnt a lot about the importance of optimal execution strategies when the UK Treasury sold a lot of gold.
Since 2003 Robert has created and managed systematic global macro trading models and teams within hedge funds, initially as Head of Research at London Diversified Fund Management (‘LDFM’) and then at BH-DG Systematic Trading, where he helped establish and subsequently run the systematic trading portfolio until 2014. His experience covers many asset classes and products with a fond interest in options and RV type trades. Despite, or perhaps because of this, he has a congenital fear of being unwittingly short volatility. Robert joined Neuron Advisers to manage quantitative strategies in 2015.
Robert holds an MSc (University of London) and Ph.D. (University of Southampton) in Economics . While he loves nothing more than tinkering with artificial neurons (hence the name) he thinks that most of today’s hype around AI and machine learning in finance is exactly that, hype. Some of it is preposterous.
Richard is CTO and COO at Neuron, responsible for all business management activities, quantitative development, risk management and infrastructure. Having led the creation of the Neuron business in 2012, Richard manages a team delivering efficient and reactive operations by breaking down the traditional barriers between development and operational staff enabling continuous but incremental change. Richard began in the early 90s building commercial systems and has over 20 years of experience implementing new business processes and leading the design and build of bespoke scientific systems, both inside and outside the financial sector.
At Neuron he provides the core quantitative programming expertise for our proprietary analytics platform and related tools, designed and engineered in-house using new cloud technologies, an agile development methodology and an object-oriented approach. Before Neuron, prior roles at LDFM and previously JPMorgan comprised providing quantitative analytics, risk management, R&D systems innovation, portfolio management and trading for multiple asset classes across diverse strategies.
Richard graduated in Engineering and Computing Science from Oxford University in 1993 and has been programming computers for over 35 years, using over a dozen languages on a variety of platforms. Richard loves automation and relishes a new business problem, especially one that can be solved by new computer systems and processes with little ongoing human input.