OneSixtyTwo Capital

OneSixtyTwo Capital is a Toronto based investment management firm dedicated to delivering results for our clients.  We are mathematicians, statisticians and finance professionals all with a data science background. Our focus is on applying big data and technology to financial markets in order to conduct large scale fundamental and economic analysis to uncover factors and trends that drive outperformance.

We believe in developing strategies that are based on sound fundamental rationales. Our strategies are not black box algorithms, instead we combine financial and economic data with years of investment experience to determine factors that drive market performance.

We believe that every investment thesis should be validated using data and statistics. All of our strategies go through rigorous testing to ensure their suitability before they are deployed.

We use technology as a powerful tool in order to conduct analysis on large data sets that would not be possible using conventional methods.

Data By The Numbers

25
Years
Financial Data
15
Years
Corporate Action Data
7000
Stocks
Across North America
4000
Factors
Per Company

Investment Philosophy

Factor Based

Concentrated portfolios are volatile. Investing in factors allows for diversification and outperformance.

Systematic

To eliminate human bias, every step in the investment process from research to portfolio construction should be systematic.

Multi-Strategy

No single strategy wins all the time. By creating a portfolio of uncorrelated strategies, overall returns are not tied to the success of one strategy.

Factor Based
Systematic
Multi-Strategy

Investment Approach

Continuous Strategy Development

The investment landscape is continuously evolving, which is why at OneSixtyTwo we are constantly researching and developing new strategies to adapt with these changes.

Portfolio Construction

We employ a robust portfolio construction process using sophisticated machine learning algorithms to assist us in creating a portfolio that meets our investment objectives.

Risk Management

Risk Management is built into every step of our research and execution process. At OneSixtyTwo we know that new risks are always developing, which is why we continuously monitor our portfolio for new and existing risk factors.

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