Methodology Asset management
Business Coaches
Methodology Asset management
7 Clifford St, London
# Methodology Asset Management
Methodology Asset Management is a London-based specialist investment firm founded by a core team of traders and quantitative experts who worked together in Goldman Sachs' Arbitrage division since 2003. The firm deploys sophisticated arbitrage and volatility strategies for institutional clients seeking superior risk-adjusted returns.
The firm serves institutional investors and asset managers seeking alternatives to traditional equity and fixed income investments. Their primary offerings address two key client pain points: the high cost of portfolio hedging and the search for uncorrelated return streams.
What distinguishes Methodology is their execution-driven approach grounded in deep market expertise. They manufacture bespoke put options at substantially lower costs than conventional market pricing by synthesising cheaper option combinations into expensive protective instruments. This capability directly reduces institutional clients' hedging expenses whilst maintaining equivalent protection.
Their volatility arbitrage strategy generates equity-like returns with materially lower volatility, exploiting mispricings in options markets through quantitative modelling. Their relative-value arbitrage programme targets fixed income returns without directional interest rate exposure, appealing to duration-agnostic investors.
The firm's competitive edge stems from three factors: their proven track record across multiple market cycles since 2003, proprietary trading and modelling expertise, and institutional-grade infrastructure. They document consistent long-term cost savings for hedging clients and have demonstrated repeatable alpha generation across their arbitrage strategies.
Methodology Asset Management is a London-based specialist investment firm founded by a core team of traders and quantitative experts who worked together in Goldman Sachs' Arbitrage division since 2003. The firm deploys sophisticated arbitrage and volatility strategies for institutional clients seeking superior risk-adjusted returns.
The firm serves institutional investors and asset managers seeking alternatives to traditional equity and fixed income investments. Their primary offerings address two key client pain points: the high cost of portfolio hedging and the search for uncorrelated return streams.
What distinguishes Methodology is their execution-driven approach grounded in deep market expertise. They manufacture bespoke put options at substantially lower costs than conventional market pricing by synthesising cheaper option combinations into expensive protective instruments. This capability directly reduces institutional clients' hedging expenses whilst maintaining equivalent protection.
Their volatility arbitrage strategy generates equity-like returns with materially lower volatility, exploiting mispricings in options markets through quantitative modelling. Their relative-value arbitrage programme targets fixed income returns without directional interest rate exposure, appealing to duration-agnostic investors.
The firm's competitive edge stems from three factors: their proven track record across multiple market cycles since 2003, proprietary trading and modelling expertise, and institutional-grade infrastructure. They document consistent long-term cost savings for hedging clients and have demonstrated repeatable alpha generation across their arbitrage strategies.
Services offered
Bespoke equity put option hedgingVolatility arbitrage strategiesRelative-value arbitrageFixed income arbitrageOptions synthesis and replicationRisk management consultingQuantitative modelling servicesDedicated volatility book management