About us
We manage funds in the US and Europe formulated to optimise performance, volatility, and reduce downside risk over the long term.
For professional investor clients we allocate 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.
Our Investment Philosophy
- Capital safe haven
- Algorithmic capital allocation
- Diversified sectors and securities
- Evolving machine learning
- Deep connections between industry and academia
- Long-term resilience
- Data driven analysis
- Transparency
- Excellence in machine learning, data driven analytics and engineering
- Investor fiduciary focus
- Robust across market conditions
- Maximised long term returns
- Clear results, methodology and fees
- World leading scientific analysis
- Open, scientific analysis
LLP DESIGNATED MEMBER
Antony Mayhew
Antony Mayhew is a co-founder and partner of Sanctum FI LLP, with more than four decades of experience across global financial markets, investment management and proprietary trading.
Antony was Executive Director and Co-Head of the proprietary trading operation of Lehman Brothers International Europe where he successfully managed the bank’s capital across a broad range of markets and instruments, including bonds, equities, foreign exchange, commodities and derivatives. He subsequently established the proprietary trading operation of Barclays de Zoete Wedd (BZW) which later became part of Barclays Capital.
Antony co-founded Sanctum FI LLP in 2002 and has since been closely involved in the development of its investment strategies, portfolio construction, risk management and capital allocation. His experience, including efficiently navigating his clients through the 2008 financial crisis, spans multiple asset classes and market environments, providing a broad perspective on market structure, liquidity, risk and the interaction between different financial markets.
Today, Antony works alongside Sanctum’s technology and investment team in the development and oversight of the firm’s expanding range of systematic and algorithmic investment strategies across global markets. His experience in investment management, trading, risk management and capital allocation complements the team’s quantitative and computer-science expertise.
LLP DESIGNATED MEMBER
DR DANIEL BROWN
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.
Chief Technical Officer
Dr Michal Galas
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.
Data and Machine Learning Lead
DR Carolyn Phelan
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.
Senior portfolio manager
DR camilla schelpe
Dr Camilla Schelpe is an experienced quantitative researcher, with prior roles including acting as Lead Scientist for the $1Bn Core Macro Fund at Cantab Capital Partners (Part of GAM Systematic). She holds a masters degree and PhD in Theoretical Physics from the University of Cambridge
Fund Accountant
Ben slack
Ben is a fund accountant with previous experience as part of some of the world’s largest fund managers.
Disclaimer
Disclaimer
Kindly note we are only able to provide our investment management services to Professional Investors and we cannot deal with Retail investors. We would recommend that you seek independent advice from a finance professional if you are unsure about your status. Please click below to continue.
IMPORTANT:
Sanctum Financial Investment has no connection with Sanctum Asset Management. Please see notification from the Financial Conduct Authority for further information.