ALGO PORTFOLIO MANAGEMENT

NEW OPPORTUNITIES

We constantly build new quantitative strategies for portfolio managers.

We can work as external advisors sharing our trading signals or as business partners creating customized Actively Managed Certificates.

We create products based on a single strategy or on multi-strategies combined to make the equity line as smooth as possible.

We are focused in the development of absolute return strategies with the aim of creating investment strategies with a low correlation with the market indexes.

We develop strategies on all major asset classes: equities, fixed income, currencies and commodities.

SINGLE STRATEGIES

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We developed a number of strategies on all major asset classes. Here we provide same examples for each asset class.

  • Equities: Smart Volatility, Crash Alpha, Dual Momentum, Sector Rotation, Nested Clustering Optimization, …
  • Fixed Income: Factorial, Macro Momentum, based on predictive models, short-term spreads, …
  • Currencies: Carry, Intraday Momentum, Pattern Matching, …
  • Commodities: term-structure, idiosyncratic volatility, structural breaks, volatility spillover, statistical arbitrage, …

MULTI-STRATEGIES

Our approach for multi-strategies products has the ultimate goal to provide investors with an equity line is as smooth as possible. The portfolio of strategies is divided into set of strategies with different rationales:

  • Long Only: do their best during markets rallies.
  • Event Based: focused on corporate and macro announcements. Largely de-correlated.
  • Long or Short:  focused on market timing. They perform their best during both bullish or bearish trends.
  • Long and Short: help during market corrections and lateral markets.
  •  A.I. Based: evergreen and de-correlated.
  •  Alpha Crash: do their best when markets crash.
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