About Savannah Systematic
An integrated research platform, from investment ideas and signals to model validation and institutional portfolio construction.
Discover SavannahResearch at scale
Savannah Systematic brings signal research, model validation and institutional portfolio construction into one repeatable process. Traditional statistical methods and machine learning share a common framework, supported by multi-factor risk modelling and quantitative engineering.
The data behind a signal, the portfolio it creates and the capital it requires all shape its usefulness. Those questions are examined together throughout the research process.
Research & platform
Built to evaluate thousands of signals across millions of model fits, the platform uses scalable, on-demand cloud compute to accelerate research. Reproducible experiments and comparable results help shorten the path from an initial idea to understanding its predictive value, portfolio contribution and practical implementation.
Reusable instruments, traceable datasets and distributed model experiments support research across markets and horizons. Common infrastructure connects individual studies to a broader investment process.
Explore the PlatformMacro features spanning curves, technical signals, monetary policy, growth, inflation, liquidity and credit support directional and relative-value research. This broader programme builds on a solid trend-following foundation.
Explore Research & FindingsFactor exposures, portfolio construction and scenario analysis examine how investment ideas interact, including the combined capital demands of portfolio drawdowns and futures margin requirements under stressed market conditions.
Explore the Risk FrameworkDevelopment & direction
The intended application is the deployment of proprietary capital. The research addresses the decisions that come before it: which models merit allocation, how they should be combined, and what their implementation requires.
Established strategy work
TSM is ready to trade. Its trend-following foundation was developed in 2014 and subsequently run in an institutional setting; the combined strategy extends that work across complementary components.
Explore the combined strategyContinuing research
Feature and recipe selection, forecast efficacy and long/short portfolio research remain under development. The work examines predictive evidence, changing signal behaviour and trading costs.
Explore the research questions
The founder
James has spent around two decades developing quantitative investment strategies and the systems used to research and manage them. His career spans institutional asset management, proprietary trading and founding investment businesses.
Since relocating to the United States in 2024, he has focused on building Savannah’s research platform and models, bringing portfolio experience and hands-on engineering into the same process.
View LinkedIn profileInvestment experience
Experience managing portfolios and building investment infrastructure informs how Savannah approaches research today.
Senior Quantitative Analyst
Systematic team · 2017–2024
As a senior member of the Systematic team, James was a co-portfolio manager of equity market neutral funds and Fidelity International’s systematic macro strategy across rates, currencies and equities.
The role combined portfolio management and systematic equity research with the development of a scalable portfolio construction framework and a research platform.
Founding investment businesses
As founder of Tekio Capital Management and co-founder of Satori Capital, James worked across the development of systematic macro futures businesses. Satori focused on daily futures strategies and was funded by a large fund of funds.
Tekio Capital Management · Satori CapitalTrading & quantitative engineering
James began his career in a proprietary trading environment, working on intraday equity and futures statistical arbitrage, trading systems and direct market access. Consulting for hedge and pension funds extended that work into models, risk tools and research infrastructure.
Proprietary trading · Quantitative consultingExplore the thinking behind the work
From a research question to a portfolio decision.