Garrett Asset Management

Financial ServicesNew York, United States2-10 Employees

Garrett Asset Management runs a sentiment-driven, 100% systematic trading strategy. The strategy strives to identify combinations of technical trading models that are best adapted to the current market dynamics. The implementation of this strategy takes advantage of the rapid increasing availability of computation power and Dr. Noma’s expertise and education in wide range of topics including statistics, mathematics, risk management, portfolio construction, computer programming, operations research, and psychology. 

Dr. Noma’s previous position as portfolio manager for a fund of hedge funds gives him a unique overview of the range of systematic trading strategies. His experience as a portfolio manager also gives him the perspective to design an investment strategy that complements traditional holdings of equities, fixed income, and commodities. 

Garrett Asset Management’s methodology is based on proprietary software developed to facilitate efficient backtesting of hundreds of thousands of models. The results are archived in databases so various evaluation criterion can be tested to determine how best to combine a set of models into a portfolio. We also conduct research to refine our understanding of the shelf-life of the portfolios during which they perform best.

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