Our edge derives from our deep research focused on the dynamics of equity index futures and its derivatives, and our capacity, as an emerging adviser, to execute our investment model without affecting market prices.
Our studies demonstrate that our investment model is distinct, holding little to no correlation in terms of risk premia factors. Based on a two-decades analysis, we established that our strategy generated alpha through a proprietary combination of dynamic allocation, volatility and hedging instruments, applied through a systematic data-driven approach.
Every day, our robots gather hundreds of data on futures markets. The data set includes prices, volume, volatility, etc.
Using a methodology supported by decades of research, our models indicate the trades to be made in the following session.
Before markets open, our algorithms define the efficient allocation in each strategy, creating an efficient portfolio.
To remove human emotion, we define all investment rules mathematically. These investment rules are then tested via the use of technology across economic cycles, a variety of market conditions to demonstrate whether they enhance or detract from a strategies performance. This methodology allows us to execute the strategy within a systematic framework with a focus on decreasing the negative effects that emotional and behavioural biases have on the decision making process. Our investment model is primarily focused on the futures markets.
Our models are focused on the future as opposed to fitting the past. We simulate hundreds of scenarios every day, to make our algorithms capable of learning and adapting to new market conditions.
Past performance may not be repeated and should not be seen as a guide to future performance
For further information about our strategy and results, please e-mail us at or get in contact here.