Harlyn Research

Harlyn is a specialist in probability-based investing. We create systematic investment strategies which produce superior returns over the medium term, on an absolute and risk-adjusted basis, and which typically have a smaller maximum drawdown than their benchmark. The strategies can be implemented as published or they can be used as a critique for portfolios which have been developed using other techniques. We have developed strategies for asset allocation in all major currencies, sector rotation in global or regional equity indices and US fixed income, and country selection globally and in Europe. Our clients have access to a wide range of diagnostic tools which are not included in the published research. We believe that our “sell discipline” is consistently powerful and effective. We frequently identify assets which are misbehaving before an explanation based on traditional techniques has become apparent.