Dr Killeya works closely with Dr Ewan Kirk, co-CIO and founding partner of Cantab Capital Partners. Together they take overall responsibility for the investment and research process across the full suite of Cantab’s Products, setting the research agenda and directing Cantab’s team of talented researchers. Matt Killeya has spent over fourteen years in the industry implementing and managing systematic strategy research and was previously a senior managing researcher at Winton Capital Management. Matt Killeya holds a PhD in Bayesian statistics and a first class Master of Mathematics degree from Durham University. Dr Killeya is also the primary conduit into the Cantab Capital Institute in the mathematics of information. He is based in Cambridge.
Thursday, August 31, 2017Trend and Value - A Dynamic Duo
Our belief has been and continues to be that Trend and Value are complementary strategies and, in the long run, are stronger than the sum of their parts when managed as an integrated product.
Wednesday, August 26, 2015The Art of Backtesting
Backtesting is at the heart of systematic investment. Done correctly, and it can recreate reality closely enough to identify systematic patterns which are likely to persist in the future. Patterns discovered by a robust backtest can be exploited to generate returns. But there are many subtle pitfalls to be avoided, and this is where the best researchers earn their salt.
Saturday, April 25, 2015Debunking the Myths
Dr Matthew Killeya dispels a few of the myths surrounding systematic investment.