Low-Latency
Arbitrage Specialists

Built for Transparency,Control, and Scale.

About StratBench

Delivering Proven
Arbitrage Strategies

StratBench is an arbitrage specialist boutique focused on the systematic capture of market-neutral returns.

Founded by principals with institutional backgrounds in hedge fund management and low-latency trading dating back to 1999, we bridge the gap between academic rigor and high-performance execution. Our firm is built on the belief that sustainable alpha is a product of our proprietary infrastructure and a disciplined, repeatable research cycle.

A Research-Driven Approach

We utilize a diversified set of fundamentally informed arbitrage strategies designed to generate low-beta, non-correlated return streams. Our signal generation is driven by a blend of internal development and academic insights to ensure signal durability.

Every strategy idea undergoes a rigorous validation process, including Monte Carlo testing, in-sample and out-of-sample analysis, and targeted stress scenarios before deployment.

The Objective

Minimizing directional market exposure while consistently identifying opportunities created by short-term pricing dislocations.

The Edge

Focusing on high-probability mean-reversion rather than market direction to deliver resilient performance across environments, executed in milliseconds.

Methodology

We focus on isolating recurring micro-inefficiencies through a rigorous quantitative lens.

We operate within a proprietary software ecosystem where signals are derived from empirical datasets and processed with institutional precision. This technical autonomy ensures our strategies remain objective, removing the cognitive biases often associated with traditional discretionary models.

The Evolution of Insight→

Our framework treats research as a perpetual cycle of refinement rather than a static goal. We synthesize proprietary signal development with advanced microstructure analysis to preserve the longevity of our models. Every prospective strategy undergoes an exhaustive validation protocol - utilizing Monte Carlo simulations and multi-regime stress testing - to ensure structural robustness before any capital is allocated.

Performance Integrity & Oversight→

The lifecycle of every signal is actively managed via a closed-loop feedback system. We provide real-time scrutiny of execution quality, monitoring for slippage and return attribution to identify any divergence from theoretical expectations. This proactive stance on signal decay allows us to recalibrate our models swiftly, ensuring they remain aligned with the original research intent.

Operational Resilience→

An approach that prioritizes risk-adjusted stability through uncompromising operational discipline. By integrating sophisticated risk controls and automated 'kill-switch' safeguards directly into our execution layer, we protect the integrity of our market-neutral mandate. This focus on technical durability allows for scalable deployment while maintaining the precise risk-return profile required by sophisticated allocators.

Institutional Delivery & Implementation

Bespoke Managed Frameworks via IG Prime

We facilitate strategy deployment through Separately Managed Account (SMA) frameworks supported by our strategic partnership with IG Prime.

This structure provides sophisticated counterparties with direct oversight and transparency, ensuring that research insights are integrated within a secure, institutional environment. By utilizing this delivery model, we eliminate the complexities of external pooled vehicles while maintaining real-time liquidity and full asset control.

Seamless Technical Integration

Our architecture is engineered for direct integration into established institutional workflows. By leveraging our pre-validated connectivity with IG Prime, we provide granular reporting that aligns our proprietary execution capabilities with the specific operational mandates of our partners.

Operational Connectivity

Implementation is managed with a focus on technical security and administrative efficiency. Our team coordinates the onboarding and connectivity between our Unified Alpha Stack and the IG Prime brokerage environment. This ensures that the transition from research validation to live market participation is governed by strict operational protocols.

The Team

Experience That Compounds

100+Combined Years of Experience

Management & Research

Wayne Graham

Founder & Portfolio Manager

Wayne, with over three decades in investments and portfolio management, holding roles at Old Mutual and StratBench, focuses on technology-driven, risk-controlled arbitrage strategies. Wayne is at the heart of our proprietary software and trade management.

Marcel Urban

Head Quantitative Researcher

With a decade in quantitative finance with firms like Linear Alpha, FBS GP and roles at several Family Offices, Marcel leads our STEM expert network responsible for model design, development, validation and implementation.

Freddy Waite

Quantitative Researcher

Freddy is a Quantitative Researcher at StratBench, where he leads model design and validation efforts. He holds a degree in Mathematics from Durham University. His work focuses on mathematical rigor and performance of the fund's analytical frameworks.

Investor Relations & Ops

Gary Hepplewhite

Counterparty Relations

With 27 years in trading, Gary began on an open outcry floor and advanced to leading global financial teams, excelling in emerging markets and client strategy with companies such as Investec, Anchor Securities, and Scope Markets South Africa.

Stuart Fieldhouse

Investor Relations

30 years in the financial sector including with a $15bn fund of hedge funds, OTC product development at CMC Markets and running marketing at Carne, the leading third party management company in Europe, used by BlackRock and GLG.

Ryan Cosgrove