Sarpen Quant Investments

Boutique quant funds rarely come with a central banker at the top. Sarpen Quant Investments does. It is led by Sergio Werlang, a prominent Brazilian economist who served at the Banco Central do Brasil and later as a president of Banco Votorantim, an unusually senior macro pedigree for a young systematic shop.

Founded in Sao Paulo in 2020, Sarpen launched its flagship Sintropia multimarket fund in 2023 under CVM rules, benchmarked to the CDI. The strategy spreads across fixed income, equities, FX, and derivatives without leaning on any single risk factor, combining proprietary algorithms and high-throughput data processing with human oversight. The firm describes itself as specialists in algorithm control.