Minimise Variance.
Optimise the Distribution.

MinVaris is a European investment platform built at the intersection of quantitative investing and asset-based finance. We apply the data infrastructure and analytical rigour of systematic strategies to asset-based markets.

Finding Alpha in Complexity

Asset-based markets are defined by information asymmetry, structural complexity, and fragmented data. For many, this is a barrier to entry. For systematic investors, it creates a durable edge.

Most market participants treat securitisation repository data as a compliance obligation. We treat it as an investment signal. By leveraging the European DataWarehouse alone—the ECB-endorsed central repository for loan-level securitisation data—we systematically extract and process:

4B+

Loan Records

130M+

Individual Loans

2,000+

Specific Deals

We enrich this foundational data with proprietary and third-party sources to build a highly granular, loan-level view of credit risk. Machine learning models operate on this infrastructure to generate stable, defensible inputs for investment decisions.

Why Systematic Asset-Based Finance?

In public markets, quantitative signals decay almost instantly. In asset-based finance, market structures allow data-driven advantages to persist. That is the market we were built for.

Dimension Public Markets Systematic ABF
Data Landscape Participants compete on identical datasets. Fragmented data rewards proprietary infrastructure.
Pricing Continuous pricing rapidly arbitrages the edge away. Inefficiencies are not automatically repriced by the market.
Signal Lifespan Rapid decay of quantitative signals. Durable signals derived from borrower characteristics, servicer behaviour, and collateral performance.

Our Founding Premise

MinVaris is founded on a single conviction: asset-based finance, when underwritten systematically by experienced dealmakers, produces repeatable returns while reducing outcome variance. We do not underwrite narratives; we compute asset-based realities.