HOW WE DO IT
We consider technology to be the most powerful tool available to validate our ideas, generate trade signals, and execute our trades.
All of our strategies are systematic. To that end, we rely on computing power to process continuous data on a real-time basis. And we developed proprietary order management and order execution systems that enable us maximize efficiency and cost.
Human oversight is kept over all the systems at all times.
We start with the principle that market participants drive prices. Through the use of market sentiment indicators, we design different models that aim to capture this relationship.
Our systematic models track how these indicators evolve over time and continuously re-adjust themselves accordingly.
We spend our time assessing new strategies, new markets, and new time-frames. Our research objective is to find incremental improvements that contribute to the overall statistical robustness of our system. We are agnostic to fundamental data.
Our trading edge must be protected through proper risk management. In that way, we seek to optimize our systems to capture better asymmetrical risk/reward opportunities. Once we identify, quantify, and parameterize the risks, we can achieve more stability in our performance across different market conditions.