Quantitative Strategic Investments (QSI) is a London-based systematic global macro investment manager. We employ a series of quantitative and systematic signals to identify and capture alpha in a variety of FX, commodity, equity, interest rate and credit markets. Quantitative expertise forms the heart of the approach, expressed through the research, development, implementation and the evolution of unique trading strategies and robust risk and portfolio management systems. The strategies look to diversify across markets, trading styles and time horizons. Offering a suite of stand-alone trading strategies and quantitative approaches allows us to provide our clients solutions that are suited to their investment and risk requirements. QSI was founded in 2013 by Lee Bostock and Simon Crooks.
Lee Bostock is a founding partner of QSI. Prior to founding QSI in December 2013, he worked at Graham Capital LLP as a discretionary portfolio manager trading a portfolio of systematic strategies from February 2013 and prior to that as a systematic strategy researcher, having joined Graham Capital LLP in June 2012. Prior to this he spent 3 years at AHL, the CTA arm of Man Group Plc, where as part of the fixed income group he was a senior member of the team responsible for the portfolio management and development of the firm’s fixed income and credit strategies (with allocated capital to those strategies of $17bn and $1bn respectively at their peak). Before joining AHL, Dr Bostock worked on the structured credit desk at Barclays Capital where he traded the exotics and hybrid credit book, including quantitatively driven portfolio products, and was a member of the pricing and risk trading team for synthetic CDOs. He joined the trading desk in January 2006 having worked as a quantitative analyst supporting the same desk since 2004. Before joining Barclays Capital, Dr Bostock was a quantitative analyst in the fixed income and credit research group at Citigroup. Dr Bostock holds a BEng in Computer Science from the University of York, an MSc in Financial Engineering and Quantitative Analysis from the ICMA Centre at the University of Reading and a PhD in Quantitative Finance from Imperial College, London.
Simon Crooks is a founding partner of QSI. Prior to founding QSI in December 2013, he worked at Graham Capital LLP as a discretionary portfolio manager trading a portfolio of systematic strategies from February 2013 and prior to that as the senior research manager, mandated to build and manage the stand alone London research group, having joined Graham Capital LLP in 2011. Prior to this he was a senior member of the portfolio management team at AHL where he sat on the investment committee and had oversight of AHL’s flagship $30bn (at its peak) Diversified Program, having principal responsibility for portfolio management, portfolio construction and trading system decision making. Before joining AHL in January 2006, Dr Crooks was a post-doctoral researcher in the Physics Department at the University of Oxford where he worked on probabilistic-based modeling of climate change and was a member of the Nobel Prize winning Intergovernmental Panel on Climate Change. Dr Crooks holds a BSc in Mathematics from the University of Manchester Institute of Science and Technology, an MSc in Applied and Computational Mathematics and DPhil in Physics, both from the University of Oxford.