PiSight

PiSight

PiSight was founded in New York in 2016 by Fahd Beg and Osman Ali, two former Credit Suisse traders who ran the bank's global quantitative and systematic market-making operations. The firm launched with backing from capital partners including Protégé Partners and several family offices, positioning itself from day one as a purely systematic, data-driven investment manager rather than a discretionary fund. The founders trace their collaboration to Credit Suisse's structured-products desk, where they developed the core algorithmic approach that now underpins PiSight's strategies. PiSight deploys capital across a multi-strategy framework that spans equity statistical arbitrage, global macro, and volatility arbitrage. The firm runs a fundamentally quantitative process, using machine-learning models to identify patterns and build predictive signals across asset classes including equities, fixed income, currencies, and commodities. Execution is entirely systematic — algorithms generate and execute trades without human override on individual positions. The firm has historically operated with a lean team of quantitative researchers and engineers, emphasizing code quality and data infrastructure over asset-gathering scale. The firm began trading with outside capital in 2018 and has focused on delivering uncorrelated returns to institutional allocators, including funds of hedge funds and family offices. PiSight maintains its headquarters in New York. Since launch, the firm has remained deliberately low-profile, avoiding the marketing circuit and relying on performance-driven capital introductions through intermediaries like Protégé Partners, which provided seed capital and operational guidance in the early years. What distinguishes PiSight from other systematic startups is its lineage. Rather than spinning out of a large multi-manager platform or a PhD lab, the firm's architecture derives directly from bank structured-products and electronic market-making — an operating discipline built around execution quality, risk management for derivative-heavy books, and real-time signal decay. That background, uncommon among startup hedge fund managers, shapes a strategy designed more for capital preservation and consistent alpha generation than for high-octane returns.