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
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Low correlation to traditional investments (long only stocks-bonds)
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Long-short approach produces profits in bull and bear markets
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Real diversification across asset classes, industries, sectors, geographies, etc.
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Short holding periods allow closing of most positions by the weekend, significantly reducing risk
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Machine learning approach provides constant supply of new strategies
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Combination of futures and equities in a hybrid model
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Utilization of variety of approaches (e.g. trend following, mean reversion, scalping, statistical arbitrage, etc.)
What Clients Receive
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A fully disclosed algorithm or a portfolio of algorithms for their choice of asset(s)
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Detailed statistics and historical simulation of the performance of the algorithm(s) as a proof-of-concept
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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:
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Creation of a portfolio of trading systems based on a client-specified list of assets and directional biases:
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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
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Substitution of traditional buy-and-hold investment programs with long-only trading systems:
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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%
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Creation of custom regime filters for clients who wish to be out of the markets during specific periods and/or regimes:
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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
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