Fusing Fintech and Fund Management is the center piece of our ability to identify statistical anomalies existing in the financial markets to potentially generate positive returns. Our quantitative approach and fully automated trading systems provides strong risk management and profitable opportunities across multiple asset classes.

The company was founded in 2012 by Marc Cohen and Dev Dutta, two London Business School students from the Quantitative Finance Master’s program. Apollo North ‘s trading philosophy derives from our ability to identify quantifiable opportunities in the markets that stem from cognitive biases and heuristics, their repetitive behavior and the trading opportunities they offer, often referred to as statistical arbitrage. Through our quantitative approach and fully automated systems we seek out and capitalise on alpha generated, beta neutral opportunities across multiple markets and multiple asset classes.


Our bespoke order management and execution systems provide access to multiple markets and asset classes.

Diverse portfolio

Fixed Income, Equities, Commodities and Foreign Exchange. Weighting flexibility to meet client’s preference to exposure.


We begin with our ideas, then move through the rigorous test phase to live application and post analytics. The combination of quantitative theory analysis and the wealth of trading experience ensures optimal outcome.

Risk management

Our money management and environment overlay systems ensure real-time control and limit market risk.