Variant Perception was founded in 2009 with a simple premise:
robust, repeatable tools work better than gurus with crystal balls.
“Data is easier to access and more available than ever before. The key now is how creatively you use these inputs and what you choose to leave out.”
We share the same models that drive our research with clients, because process matters.
“We built Variant Perception, so we could replace ourselves.”
We measure ourselves by discipline and transparency.
Markets are unpredictable. No model is perfect. That’s why we publish reviews of our research and strategies each quarter, highlighting both successes and misses.
“We set up VP to solve our own investing needs. Most investment strategy and economic research we read was highly idiosyncratic and dependent on a guru or some strategist with a crystal ball. While they occasionally got some big calls right, they also missed others and their process was opaque or non-existent. We set out to create tools that were robust, repeatable, and scalable that do not depend on any one-off insights from gurus.”
Founded by analysts, PMs, economists, and mathematicians. Early reports
highlight equity opportunities after the GFC.
Launch of leading economic indicators. Hole in Europe’s Balance Sheet
named Wolfson Prize runner-up.
Capital cycle models released. Commodity Supercycle report published.
Behavioral models pioneered for tactical timing, including real-time use of
log-periodic power laws.
Macro, capital cycle, and behavioral frameworks integrated into a single platform.
Building a variant perception isn’t about being contrarian—it’s about curiosity, creativity, and passion.
We have big goals and rely on each other to achieve them. To thrive here, you need to be self-motivated, collaborative, and energized by solving problems from scratch.
Visit our LinkedIn Page for more on open roles.
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Our research is built for investors who need timely, repeatable insights.