BAYES CAPITAL MANAGEMENT
Systematic investment strategies
Bayes is an asset management company specialized in global systematic strategies.
Our objective is to generate consistent returns with great attention to risk.
For that purpose, we develop and implement trading models for global stocks and futures, using data science, financial mathematics and statistics.
Our partners are pioneers in systematic strategies in the Brazilian market since 2004. One of our partners develops systematic strategies globally since 2007.
We are guided by innovation, creativity and research.
We aim to offer to our investors transparent, consistent and diversified investments, thanks to decades of experience in global markets.
Our investment funds
Bayes Systematic Long Only Brazilian Equities
Systematic fund based on equity risk factor models, with more than 100 positions and high diversification on individual stocks and sectors.
Bayes Long-Biased Systematic
Long-biased systematic fund, which allocates in equity risk factors and other asset classes, with more than 150 long and short positions.
Bayes Long-Short Systematic
Equity Risk Factor Long Short , beta neutral fund on brazilian equities. De-correlated from equity market. Expected volatility for the feeder fund is 8% per annum.
Bayes Global Systematic
Launched in January/2022. The global systematic strategy invests on liquid futures, which combines momentum, risk parity, and vol-based position control.