Optimum Complexity

Optimum is the only company in the world to measure complexity using a proven model free approach and to launch complexity-based investment strategies. Optimum uses Quantitative Complexity Theory (QCT) to extract all linear and non-linear relationships between the tradeable components of a system (e.g. an index or investment universe) to construct investment portfolios. QCT was created in 2003 by Optimum co-founder & CTO Dr. Jacek Marczyk. QCT has been successfully used in various industrial sectors by numerous clients. In 2018, a «Complexity Monitoring» chip has been developed with funding from the US Department of Defense, designed to monitor mission-critical equipment. Optimum’s complexity metric provides early warning signals as markets undergo rapid complexity fluctuations. Conventional methods are unable to identify such precursors.