Legacy

As a long-established firm, we draw from our rich history as inspiration to innovate for the future.

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1971

Experience

Universe

We provide investors with access to opportunities across scores of global markets.

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150 +

Markets

Growth

We have grown by developing contemporary solutions based on our clients' complex requirements.

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$ 10 + Bn

Assets

Data, in context.

Millburn believes that developing a clear picture requires looking at different types and sources of information—simultaneously and in context of one another.

This is why we take a contextual approach to quantitative investing, relying on data, but more specifically on the way that data interact. In terms of the markets and instruments in which we invest, this means utilizing multiple features and an inclusive approach that seeks to better explain (and predict) the direction and magnitude of returns.

 

Read our Latest Insights

Revisiting the Ripple Effects of Commodity Disruption

In early 2022, co-CEO Barry Goodman discussed the possibility of a broad, structural upheaval in global commodities, resulting in a regime characterized by heightened volatility and upward price pressure. Here, he revisits those ideas, seeks to

Revisiting the Ripple Effects of Commodity Disruption

In early 2022, co-CEO Barry Goodman discussed the possibility of a broad, structural upheaval in

China: Investing in Uncertainty (Part Two)

The following is another excerpt from a paper published by co-CEO Barry Goodman last month. While

China: Investing in Uncertainty

The following is the first installment of a paper written by co-CEO and Executive Director of

Millburn Promotes Dr. Michael Soss to Co-Chief Investment Officer

MILLBURN PRESS RELEASE Millburn Ridgefield Corporation (“Millburn”), the multi-billion AuM

Powerful technology and substantial market knowledge combine to find repeatable patterns in historical data.

Millburn's investment approach combines substantial market experience—including live trading through many market cycles and periods of historical stress—with a rigorous, data-driven approach to quantitative analysis. Working from a proprietary statistical framework, the process has proven effective in translating ideas into robust, measurable investment strategies, portfolio constructs and risk management practices.

Millburn’s process is data-driven, risk managed and adaptive.

Data-Driven

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Millburn's investment process is focused on data and an evidence-driven understanding of market behavior.

Our R&D team focuses primarily on the use of a machine learning framework to evaluate markets using a wide range of features, including price, price-derivative and non-price data, in various combinations.

Our research suggests that this approach offers an informational advantage over more traditional evaluation methods, enabling us to make decisions about the direction, size, and sustainability of price moves. Further, we believe the process can be used to improve trade execution through the incorporation of return forecasting, enabling us to evaluate potential trades, before they are placed, in the context of overall profitability.

 

Technology-Focused

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Technology forms the backbone of our research and investment capabilities and is a key part of our culture.

Through the incorporation of leading-edge data tools, trading systems and networking, our approach benefits from significant ongoing investment in technology.

This focus enables our researchers to create, simulate, implement and monitor our strategies with confidence and speed.

Iterative & Adaptive

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Our process is iterative, seeking continuous improvement and refinement.

Because our strategies are systematic in nature, key knowledge resides in our core systems rather than with any particular person, which means our process can make use of our decades of development and live trading experience, now and in the future.

Machine learning models learn autonomously over time as the latest data is incorporated and evaluated, helping strategies keep pace with regime shifts.

Risk Managed

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Risk management is in our DNA.

Millburn seeks to manage risk carefully in its investment programs, with the goal of providing superior risk-adjusted returns, and minimizing drawdowns, across a variety of market environments and over a range of time-frames.

We believe strong risk management is effected through ongoing research and monitoring of our investment strategies, but that it fundamentally originates from a mindset of humility and an understanding of the responsibility we have for your invested assets.

The result: diversifying strategies for more robust portfolios.

Millburn’s investors range from individuals to some of the largest institutions in the world. Investment solutions utilizing our quantitative approaches include systematic long/short strategies, to meet a range of investor needs.