WHY DIAMAN → HOW WE WORK
Rigorous processes.
No room for emotion.
We strongly believe that human emotions lead to behavioural errors in investment decisions. Our statistical and mathematical models eliminate that bias — replacing it with repeatable, auditable logic.
Not just another
asset manager.
Not just another
asset manager.
— THE QUANTITATIVE APPROACH
Models built
to outperform.
Our quantitative models are fundamentally different from those taught in standard economics curricula. We are convinced that markets are not perfectly efficient — and that conviction creates opportunity.
To exploit those opportunities, we use deterministic indicators that measure both risk and risk-adjusted return — including our proprietary Diaman Ratio, a published and peer-reviewed performance metric designed specifically for trend-following and momentum strategies.
DIAMAN RATIO
A proprietary risk-adjusted return indicator incorporating the Ulcer Index — measuring not just volatility, but also the magnitude and duration of drawdowns. Published on SSRN.
— KEY RISK INDICATORS
The tools
we use.
Ulcer Index
A deterministic risk measure accounting for both the depth and duration of portfolio drawdowns — going beyond standard deviation to capture real investor pain.
01
Max Drawdown
The maximum observed loss from a peak to a trough — one of the clearest indicators of the real risk an investor would have experienced.
02
Diaman Ratio
Our proprietary risk-adjusted return metric — designed to measure the quality of returns in trend-following strategies more accurately than the Sharpe Ratio.
03
Momentum & Trend Following
Pre-established investment rules based on years of market behaviour study — applied systematically, without discretionary interference.
04
— WHAT A QUANTITATIVE MODEL IS
A rigorous process.
Pre-established rules. No guesswork.
A quantitative model is a structured, repeatable investment process with pre-established rules — set after years of studying financial market behaviour. It removes the element of human judgment from day-to-day decision making, replacing it with consistent, data-driven logic that performs the same way regardless of market sentiment, media noise, or behavioural bias.
At Diaman, our models are not theoretical constructs. They have been live-tested across multiple market cycles — including the most volatile periods in digital asset history.