Quantitative Excellence Through Systematic Investing

Aureus Sigma Capital applies rigorous academic research and advanced mathematics to deliver consistent risk-adjusted returns across market cycles.

Strategy Performance
Multi-Factor
Benchmark
Hypothetical performance shown for illustrative purposes only. Past performance is not indicative of future results.

Latest Research

Our team publishes original research exploring market dynamics and quantitative methodologies.

April 2025
Economic Analysis

Impact of Trump's 2025 Reciprocal Tariffs on Vietnam

Research Team: Aureus Sigma Capital

A comprehensive analysis of how the 46% US tariffs will affect Vietnam's economy, examining sectoral impacts and offering strategic recommendations.

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March 2025
Factor Investing

Beyond Value and Momentum: Exploring Alternative Risk Premia

Chen, A., Kwan, R., & Goldstein, S.

This paper examines alternative risk premia beyond traditional value and momentum factors, exploring their persistence across different market regimes.

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February 2025
Machine Learning

Feature Selection in Quantitative Trading: A Comparative Analysis

Kwan, R., & Torres, M.

We compare various feature selection techniques in machine learning models for quantitative trading, emphasizing interpretability alongside performance.

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January 2025
Risk Management

Tail Risk Hedging: Options vs. Alternative Strategies

Goldstein, S., Chen, A., & Torres, M.

This study presents a framework for evaluating the cost-effectiveness of different tail risk hedging approaches across various market environments.

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Investment Strategies

Our systematic approach is grounded in empirical evidence, financial theory, and advanced mathematics.

Σ

Statistical Arbitrage

Exploiting price differentials between related securities through mean-reversion models and pair trading strategies with rigorous statistical validation.

0.76
Sharpe Ratio
4.2%
Volatility

Machine Learning

Leveraging neural networks, ensemble methods, and natural language processing to identify complex patterns in financial data and market sentiment.

0.82
Sharpe Ratio
6.8%
Volatility
φ

Risk Premia

Capturing systematic risk factors across asset classes using sophisticated factor models with robust portfolio construction techniques and risk controls.

0.91
Sharpe Ratio
5.1%
Volatility
μ

Multi-Factor Models

Integrating multiple alpha sources in a unified framework, with dynamic allocation based on market regime identification and risk budgeting principles.

0.88
Sharpe Ratio
7.3%
Volatility

Investment Team

Our team combines academic excellence with practical market experience.

Minh Mai, CFA

Minh Mai, CFA

Mr. Minh specializes in developing risk models to detect systemic risk in emerging markets, with a focus on Latin America and ASEAN regions. At Fujiwara Capital, he developed proprietary risk frameworks that enhanced portfolio performance for a $600M hedge fund by combining news screening techniques with rigorous fundamental analysis. His innovative approach integrates macroeconomic indicators with company-specific metrics to identify opportunities in emerging market equities that traditional models often miss. A CFA charterholder with a Master from ESCP Europe, Mr. Minh leverages his expertise in risk modeling and cross-border capital flows to develop investment strategies that capture market inefficiencies unique to developing economies.

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Duc Nguyen

Duc Nguyen

Mr. Duc brings extraordinary depth of experience across elite financial institutions in Vietnam and internationally. His distinguished career includes key leadership roles as CEO of Techcom Capital, Investment Banking Director at Techcombank, and Chief Financial Officer at several major corporations including Cotecons Group, Kusto Cement, and REFICO. As Strategic Advisor at Baring Private Equity Asia (BPEA), he guided investment strategies across Southeast Asian markets. With a Master's in Economics from Corvinus University (Budapest), Mr. Duc has consistently delivered exceptional investment performance through robust quantitative frameworks. His unique perspective from working across diverse financial sectors has shaped his approach to systematic investing in emerging markets.

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Educational Resources

Explore the fundamentals of quantitative investing and systematic strategies.

F

Factor Investing

An introduction to systematic risk factors that drive returns across asset classes, including value, momentum, quality, and low volatility.

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S

Systematic Strategies

Understanding the benefits of rules-based investment approaches that remove emotional bias from decision-making processes.

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R

Risk Management

Exploring sophisticated techniques for measuring, monitoring, and mitigating various forms of financial risk in quantitative portfolios.

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Contact Us

Reach out to our team for more information about our investment strategies and services.

Headquarters

15 Le Thanh Ton
Ben Nghe, District 1
Ho Chi Minh City
Vietnam

Investor Relations

[email protected]
+1 (212) 555-7890

Research

[email protected]
+1 (212) 555-7891

Careers

We're always looking for exceptional talent in quantitative research, software engineering, and mathematical finance.

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