Custom Solutions

What We Do

By combining high-performance computing with machine learning and AI technologies, we have uncovered a completely novel adaptive algorithmic approach to financial modelling. We create robust and highly-profitable models for a variety of futures, FX, equity, and cryptocurrency markets. The entire process, from idea generation to portfolio optimization, is algorithmic, minimizing human error and bias. Our strategies trade on a variety of major futures and equities markets across the globe, including CME, Eurex, ICE, ASX, HKFE, NYSE, and NASDAQ.

How We are Different

  • Low correlation to traditional investments (long only stocks-bonds)

  • Long-short approach produces profits in bull and bear markets

  • Real diversification across asset classes, industries, sectors, geographies, etc.

  • Short holding periods allow closing of most positions by the weekend, significantly reducing risk

  • Machine learning approach provides constant supply of new strategies

  • Combination of futures and equities in a hybrid model

  • Utilization of variety of approaches (e.g. trend following, mean reversion, scalping, statistical arbitrage, etc.)

What Clients Receive

  • A fully disclosed algorithm or a portfolio of algorithms for their choice of asset(s)

  • Detailed statistics and historical simulation of the performance of the algorithm(s) as a proof-of-concept

  • One-on-one consulting to help with setup, optimization, maintenance, and execution of their algorithm(s)

Examples of Custom Solutions

 

Our approach and experience allows us to design and implement trading systems for any market for which there is an abundance of high quality, clean data. Examples of custom solutions include:

  • Creation of a portfolio of trading systems based on a client-specified list of assets and directional biases:

    • Client case: develop a set of short-only strategies for VXX with fractional position sizing, a max drawdown limit of 20%, and a minimum return-to-drawdown ratio of 10

  • Substitution of traditional buy-and-hold investment programs with long-only trading systems:

    • Client case: instead of buying-and-holding SPY, trade SPY based on a specified set of rules, reducing drawdown from 55% to 11% and increasing CAGR to 15%

  • Creation of custom regime filters for clients who wish to be out of the markets during specific periods and/or regimes:

    • Client case: develop a market regime filter based on implied volatility of options that aims to predict significant increases in volatility in the eMini SP500 futures

CONTACT US

Proƒluent Group


Email: info [at] profluentgroup [dot] pr

© 2018-2020 by Profluent Group

Risk Disclosure

This website and the information contained herein is not and must not be construed as an offer to sell securities. Certain statements included in this website, including, without limitation, statements regarding investment goals, strategies, and statements as to the manager's expectations or opinions are forward-looking statements within the meaning of Section 27A of the Securities Act of 1933 (the "Securities Act") and Section 21E of the Securities Exchange Act of 1944 (the "Exchange Act") and are subject to risks and uncertainties. The factors discussed herein and throughout this website could cause actual results and development to be materially different from those expressed in or implied by such forward-looking statements. Accordingly, the information in this website can not be construed as to be guaranteed.

 

Securities trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not indicative of future results.