About us

We manage the Financial Science fund – formulated to optimise performance, volatility, and reduced downside risk over the long term.

For professional investor clients this allocates to stocks, bonds or an algorithmically mixed combination of these. We strongly believe that much in the financial services industry can be confusing and misleading and we strive to mitigate against this through transparency.

We publish papers regularly on what we do, including what we get right and what we get wrong. Our Sanctum team endlessly seeks to improve the investing and allocation algorithms in financial science.

Vision

  • Capital safe haven
  • Algorithmic capital allocation
  • Evolving machine learning
  • Open, positive, scientific analysis
  • Investor fiduciary focus
  • Deep connections between industry and academia

Values

  • Long-term resilience strategy
  • Diversified sectors and securities
  • Transparent performance review applied on ever expanding data sources
  • Excellence in machine learning, analytics and engineering
  • Clear results, technology and fees
  • World leading scientific analysis

Impact

  • Supports high-net-worth individuals, family offices and pension funds
  • Shockproof securities flourishing across wide ranging market conditions
  • Constantly refines returns
  • Disruptive force in financial services
  • Maximised long term returns
  • Real world engagement for students and faculty

Antony Mayhew

Telephone

+44 20 3103 7037

Address

Tavistock House, Tavistock Square, 4th Floor, North West Wing, London, WC1H 9JP, United Kingdom

Antony began his career in 1982 at Louis Dreyfus, focusing on commodity trading and achieving recognition as a qualified grain trader. He played a pivotal role in establishing the company’s treasury operations and proprietary trading desk, diversifying into fixed income and foreign exchange. Transitioning to Lehman Brothers International Europe in 1986, Antony was a key contributor to the establishment of Lehman Brothers Gilts Limited. In this capacity, he oversaw market making, client advisory services, and marketing.

By 1992, Antony assumed the position of executive director and co-head of the proprietary trading operation at Lehman Brothers. During this time, he actively managed the bank’s capital, trading bonds, equities, foreign exchange, commodities and derivatives, while demonstrating strategic leadership. Moving to Barclays de Zoete Wedd in 1995, he spearheaded the setup of the BZW proprietary trading operation. In 1998, Antony joined GA Rate, later acquired by Bipielle International (UK) Limited in late 2000. Here, he managed a hedge fund with discretion, employing strategies that would later be mirrored by Sanctum FI LLP.

Departing from Bipielle in 2002, Antony co-founded Sanctum FI LLP, where he continues to serve as a partner. He is an accomplished finance professional with a proven track record in managing a fixed income relative value fund, trading both corporate and government bonds, foreign exchange, and derivatives. Beyond his roles in finance, Antony actively contributes as a board member of ACTB Bank in Sierra Leone and holds director positions at Truestone Ark Ltd, Truestone Impact Investment Ltd, and ESTA414 Limited. His extensive experience and strategic insights have solidified his standing in the financial sector.

DR DANIEL BROWN

Telephone

+44 20 3103 7037

Address

Tavistock House, Tavistock Square, 4th Floor, North West Wing, London, WC1H 9JP, United Kingdom

Dr Brown has led, built and invested in a range of software businesses across the U.K. He is the inventor of a range of patents, author of several books (including “Mastering Information Retrieval and Probabilistic Decision Intelligence Technology” (Chandos 2004) and papers including co-authoring the UK Government’s Foresight project paper “Technology Trends in the Financial Markets, a 2020 Vision”.

Daniel is Entrepreneur in Residence for the Centre for Doctoral Training in Computer Science at University College London (UCL) where he has led on the industrialisation of undergraduate, MSc, PhD and faculty intellectual property.

Dr Michal Galas

Telephone

+44 20 3103 6806

Address

Tavistock House, Tavistock Square, 4th Floor, North West Wing, London, WC1H 9JP, United Kingdom

Dr Galas is an authority on machine learning and computational risk management. He is an experienced IT technical leader, enterprise-size-systems architect and research-groups manager with over 15 years of experience in Financial Computing and Algorithmic Trading. He specialises in research and development of large-scale  Financial Platforms, Analytical Engines and HPC-based Simulation Environments. His history of successful projects combines Agile (SCRUM), Test-Driven and Continuous Integration methodologies. His expertise is in Algorithmic Trading and utilisation of Data Mining, Artificial Neural Networks, Evolutionary Computing and autonomous Software Agents technologies. 

Prof Carolyn Phelan

Telephone

+44 20 3103 6806

Address

Tavistock House, Tavistock Square, 4th Floor, North West Wing, London, WC1H 9JP, United Kingdom

Dr Phelan is an Associate Professor in the Department of Computer Science at UCL. She teaches MSc level courses in finance, portfolio management and machine learning. She has expertise and published research in the areas of option pricing, Fourier transforms, and Physics-Informed Neural Networks.

SABAH KHAN

Telephone

+44 20 3103 7097

Address

Tavistock House, Tavistock Square, 4th Floor, North West Wing, London, WC1H 9JP, United Kingdom

Sabah is a fund accountant with previous experience as part of some of the world’s largest fund managers.