We are building the next frontier of fundamental equity.
Bayswater deploys a quantitative approach to fundamental strategies, using artificial intelligence to extract signals from complex unstructured data and transform them into adaptive strategies at a speed and scale no human team can match.
Founded by engineers and computer scientists.
Bayswater runs a market- and factor-neutral long/short equity strategy across large- and mid-cap European and US markets, with disciplined risk management at the portfolio level to deliver superior, risk-adjusted returns.
Our autonomous system deploys specialised agents to research across fundamental, macro, and alternative data, writing research to a centralised proprietary world model. That research funnels down to our platform, where a human portfolio manager acts on the opportunities. As markets evolve and our theses resolve, every outcome is written back to the world model — so our research compounds and sharpens with every cycle.
Our proprietary world model: the system's memory and reasoning infrastructure. It lets agents apply creative reasoning to fundamental and quantitative research while keeping everything auditable and rigorous.
We're an AI research lab first — building the infrastructure for model-driven research to be trusted, and applying it to markets.
Previously at Marble Bar Asset Management, a long/short equity hedge fund, working directly with Chairman and Founding Partner Hilton Nathanson on a European equity book. Later a Quantitative Trader managing high-frequency market-making algorithms on a delta-one desk at B2C2, before founding Bayswater.
Published research in high-frequency trading at Imperial College London, machine learning research at Queen's University Belfast, with research affiliations at the University of Oxford and UCL.
Imperial College London, MSc Computer Science
Queen's University Belfast, BEng Aerospace Engineering