About The Fund

Helix Partners is a hedge fund based in Sydney, Australia.  We are a boutique that is funded and part-owned by Ascalon Capital Managers, itself a subsidiary of Westpac Bank and BT Financial Group. Our fund invests in the global equity markets using advanced quantitative evaluation techniques and a highly liquid, market neutral risk profile.

Since we are a market neutral fund, our prediction and classification algorithms are concerned with explaining the cross-sectional returns of the securities in the stock market.  We have developed an ensemble of models based on techniques developed in such varied fields as computational biology and machine learning to help us achieve this goal.  Please see our References section to browse some of the research that is behind our models.

Once we have evaluated the stocks in our investment universe, we construct a portfolio that is designed to give our clients an uncorrelated, transparent, liquid asset to add to their portfolio.  To maintain our non correlation with other assets, even our quant market neutral competitors, we are neutral not only to the market, but also to any global sub-region, industry or sector, investment style, or well known quant factor.  We are also concerned with designing the portfolio to maintain this risk profile during times of market stress.

The portfolio managers at Helix have been working together for nearly 10 years, first meeting as undergrads at Harvard University.  They have been managing money as a team for the last 4 years.

About The Team

Matthew Perone

Matt is a director and portfolio manager at Helix. Prior to joining Helix, he was a portfolio manager of a quantitative hedge fund at Macquarie Bank. Matt has also worked as a quantitative analyst in the portfolio finance division at Citadel Investment Group. He graduated from Harvard University with a Bachelor of Arts in Applied Mathematics and Economics in 2004. Matt also graduated from the Division of Engineering and Applied Sciences at the Graduate School of Arts and Sciences at Harvard University with a Masters of Science in Applied Mathematics, Decision and Control Theory in 2004.

Justin Webb

Justin is a director and portfolio manager at Helix. Prior to joining Helix, he was a portfolio manager of a quantitative hedge fund at Macquarie Bank. Justin has also worked as a credit analyst and trader in the High Grade Credit Division of Lehman Brothers specializing in esoteric products and subordinated debt.  He graduated from Harvard University with a Bachelor of Arts in Economics in 2004.