Differentiated Systematic Credit Strategies

Our prior is that bond markets are frequently inefficiently priced, and pricing runs are not always reflective of where a bond would actually trade. Cobb Harbour strategies are engineered to leverage the cost and scale benefits afforded by the extraordinary growth of the Fixed Income ETF Market. We use advanced quantitative techniques and a rigorous scientific process to develop scalable systematic strategies to access and capture market inefficiencies across multiple fixed income markets.

Our expertise

Led by a founder with over 25 years experience managing discretionary and systematic fixed income strategies,we are a team of industry professionals and intellectually curious quantitative researchers.

$2.5tn

Of Fixed Income ETF AUM as of 2024

83%

Average transaction cost saving using ETFs vs cash bonds

7.5x

Benchmark return using Cobb Harbour signals

50%+

Reduction in max lifetime drawdown vs benchmark using Cobb Harbour signals

Sources: Bloomberg, J.P.Morgan, Cobb Harbour Investment Disclaimer: Past performance is no guarantee of future results. Returns data is simulated over 15 years using AGG benchmark
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We are currently in discussions with seed investors for hedge, long-only and customised SMA mandates. We are scheduling a 2025 launch for these strategies. Please get in touch if you would like to learn more.

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Career opportunities

We are always interested to hear from intellectually curious quant researchers and developers, particularly those who have an interest in, or experience of working with, credit, fixed income or ETF strategies. Please drop us a line with your resume.

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Disclaimer

Cobb Harbour Investment Ltd (“Cobb Harbour”) is not authorised or regulated by the Financial Conduct Authority (“FCA”) in the United Kingdom (“UK”) or by any other regulatory body in any other jurisdiction. Accordingly, Cobb Harbour may not arrange deals or conduct any other regulated activity in the UK or in any other jurisdiction. Cobb Harbour may seek to obtain FCA authorisation to provide investment management activities in respect of a proposed fund (the “Fund”).