ABSTRACT – In this paper we present a geometric approach to portfolio theory, with the aim to explain the geometrical principles behind risk adjusted returns; in particular Jensen’s alpha. We find that while the alpha/beta approach has severe limitations (especially in higher dimensions), only minor conceptual modifications are needed to complete the picture. However, these…
Hilbert is a tech-enabled investment company operated by experienced professionals
Hilbert Group is an investment company which specialises in quantitative, algorithmic trading strategies in digital asset markets. Hilbert’s primary activity is the asset management of its algorithmic, quantitative trading funds.
Hilbert has a team of experienced quants with significant trading, algo-programming and risk experience, who are supported by an experienced team of professionals with both institutional tradfi but also fintech backgrounds.
Hilbert was co-founded in 2018 by Dr. Magnus Holm and Dr. Niclas Sandström to continue the implementation of Caerus, the volatility harvesting algorithm which they programmed together in 2016.
Hilbert’s primary activity is asset management of algorithmic trading strategies. This is enhanced by three related activities:
- Hilbert Technologies – investments in blockchain technologies
- Hilbert Proprietary Trading – incubation of trading strategies
- Hilbert Data and Analytics – market data and onchain analytics
Hilbert advances through continuous R&D, investment and implementation.
Mathematician David Hilbert was an important influence on both Dr. Sandström’s and Dr. Holm’s doctorate work on theoretical physics at Chalmers University of Technology, Sweden, where they first met in 1995. The Hilbert logo is inspired by the so called “Hilbert Curve”, a mathematical concept first described by David Hilbert.
Our equity investments
Hilbert Group invests in blockchain/crypto technologies and companies that build value within this space. The goal of these investments is to generate strong capital appreciation, but also to gain access to technologies and people that are relevant to the further growth of Hilbert Group.