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Research
Systematic macro strategies and forecasting experiments, with evidence on predictive power, persistence and portfolio implementation.
Explore Research & Findings
Savannah Systematic
Systematic macroresearch & investmenttechnology.
Quantitative research, portfolio construction and scalable cloud infrastructure, brought together to develop and evaluate systematic investment strategies.
Built on institutional investment experience.
Built as a system
The research. The technology.
The portfolio perspective.
Follow an idea from the data behind it to the evidence for a strategy and the risk in a portfolio.
Explore our Approach02
Platform
The software behind the research: connected data, reusable instruments, model training and backtesting on scalable cloud infrastructure.
Explore the Platform03
Risk
Economic and latent factors, portfolio construction and scenario analysis connecting drawdown, margin demand and capital requirements.
Explore the Risk FrameworkExplore the work
Strategies and the research
behind the next ideas.
A developed strategy framework alongside an active programme of signal discovery, forecasting and portfolio research.
Strategy spotlight
Ready to trade · Pre-launchTechnical
Systematic Macro
Trend-following at its core.
Complementary strategies around it.
TSM combines trend-following, relative value, short-term momentum and an FX overlay. Its trend-following foundation was developed in 2014 and subsequently run with institutional capital.
Explore the combined TSM strategyActive research
Research in progressFinding the signal.
Testing the evidence.
A broad feature library supports forecasting research across markets and horizons. The work asks where predictive information persists, how forecasts should be selected and combined, and what survives portfolio implementation and trading costs.
Data · Models · Portfolios · InfrastructureThe platform behind the work
Built to investigate.
Engineered to scale.
Aspen provides the reusable quantitative framework. Savannah brings it into a systematic macro research platform, connecting data and features to model experiments, portfolio construction and risk analysis.
Scalable cloud infrastructure supports the computational work, with recorded configurations and research outputs that can be inspected and compared.
Experience behind the work
Two decades of investment experience.
A platform built from that perspective.
Founded by James Peter, Savannah Systematic brings together experience in systematic investing, quantitative research and investment technology.
The current focus is research and platform development, with TSM ready for deployment. Savannah is not currently operating a live fund.