Gocmen & Co
Algorithmic Multi-Strategy Hedge Fund
Systematic investment strategies driven by quantitative research and rigorous risk management.
Quantitative Edge
We deploy systematic strategies across global markets, combining advanced quantitative research with disciplined execution. Our multi-strategy framework is designed to generate consistent risk-adjusted returns across varying market conditions.
Data-Driven
Decisions backed by rigorous quantitative analysis
Systematic
Disciplined processes eliminate emotional bias
Risk-Focused
Capital preservation through robust controls
Global
Diversified exposure across world markets
Multi-Strategy Framework
Our diversified approach combines complementary strategies to optimize risk-adjusted performance.
Statistical Arbitrage
Exploiting pricing inefficiencies through mean reversion and relative value strategies across correlated instruments.
Systematic Macro
Trend-following and momentum strategies across global equity, fixed income, currency, and commodity markets.
Quantitative Equity
Factor-based equity selection combining value, quality, momentum, and alternative data signals.
Investment Philosophy
Research-Driven Alpha
Our edge comes from continuous research and development of proprietary models. We invest heavily in technology and talent to maintain our quantitative advantage.
Disciplined Execution
Systematic processes ensure consistent application of our strategies, eliminating emotional decision-making and maintaining discipline in all market environments.
Risk Management First
Capital preservation is paramount. Our robust risk framework includes position limits, drawdown controls, and real-time monitoring to protect against adverse market conditions.