A scientific approach tailored to investment

Strong diversification from other financial investments

Autonomously adapting to changes in market regimes

We believe extensive unfiltered back testing, ultra conservative risk factoring combined with a focused delta neutral hedging strategy is the most effective way to ensure that capital is not affected by any market movement or economic climates, irrespective of how aggressively a market fluctuates. Therefore, we can say that by following these principles, we are always by default preserving capital.

Machine learning

Our algorithms detect current market regimes and adjust their behaviour accordingly. They learn from previous trades and continuously analyse how a gain or a loss could be better predicted going forward.

Absolute return

Our systems are developed to go long or short throughout the day. The investment strategy includes a combination of mean reversion and momentum signals.

Fully systematic

We are a fully systematic player. No orders are generated manually or in a discretionary way. Our system runs through our proprietary technology launched after five years of careful research and development.

Global Outlook

We trade globally in the US, Europe, and Asia. That includes indices, commodities and foreign exchange.

Risk constraints

Hard-coded constraints are implemented into the system and embedded into model optimisation. They include a wide range of non-flexible rules such as max allocation per trading model, per direction, per instruments. All positions are protected by target stop losses.

Robustness

We benefit from a greater basket of tools and techniques than longer term strategies which allows us to have significant statistical measurements. The systems run testing modules to control overfitting and accurately measure strategies’ robustness. These modules use machine learning regularisation and validation techniques as well as more traditional financial best practices, such as walk-forward analysis, data & parameter sensitivity analysis, Monte-Carlo simulation, out-of-sample validation, and underlying logic rationale.

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