Article
Factor Momentum: Evidence and Implementation
An examination of momentum effects at the factor level, with practical considerations for portfolio implementation.
FactorsMomentumPortfolio Construction
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Quantitative Investment Research
Rigorous Analysis.
Data-Driven Insights.
Independent research grounded in quantitative methodology and systematic thinking. We pursue clarity in complex markets through empirical analysis and disciplined process.
Our Philosophy
Principled Approach to Markets
We believe in systematic, evidence-based research that respects the complexity of financial markets while seeking to understand their underlying structure.
Empirical Rigour
Every hypothesis is tested against data. We employ robust statistical methods to separate signal from noise, avoiding the pitfalls of overfitting and data mining.
Intellectual Honesty
Markets are complex adaptive systems. We acknowledge uncertainty, present our findings with appropriate confidence intervals, and update our views as evidence evolves.
Long-Term Focus
True alpha comes from understanding structural inefficiencies, not chasing short-term noise. Our research focuses on persistent, exploitable phenomena.
AL
Founder Portrait
Founder & Background
From Practitioner to Researcher
Altus Labs was founded with a clear mission: to produce independent, high-quality quantitative research that bridges academic rigour with practical market application.
With a background spanning quantitative finance, statistical modelling, and systematic trading, the founder brings deep expertise in developing and testing investment strategies across asset classes.
Prior experience includes roles at leading quantitative hedge funds and asset managers, with a focus on factor investing, risk premia strategies, and portfolio construction.
10+
Years in Quantitative Finance
MSc
Quantitative Finance / Statistics
Research
Latest Publications
Backtest
Quality Factor in UK Equities
Historical performance analysis of quality-based stock selection in the UK market, 2000-2024.
UK EquitiesQualityBacktest
Coming Soon
Report
Volatility Risk Premium: A Practitioner's Guide
Comprehensive analysis of harvesting the volatility risk premium, including regime considerations and sizing.
VolatilityRisk PremiaOptions
Coming Soon
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Technology
Research Infrastructure
Quality research requires quality tools. Our technology stack is built for rigour, reproducibility, and scale.
Python & R
Core research conducted in Python and R, leveraging extensive quantitative libraries for statistical analysis and backtesting.
Data Infrastructure
Robust data pipelines processing market data, fundamental data, and alternative datasets with emphasis on data quality and integrity.
Backtesting Framework
Proprietary backtesting engine designed to avoid lookahead bias, with realistic transaction cost modelling and slippage estimates.
Version Control
All research is version-controlled and reproducible. Results can be regenerated from raw data at any point in time.
Contact
Get in Touch
Interested in our research or potential collaboration? We welcome enquiries from institutional investors, academics, and fellow practitioners.
contact@altuslabs.co.uk
Location
London, United Kingdom