Invest in Algorithmic Trading
An algorithmic trading system in live production. 3 strategies validated by years of rigorous research. Returns uncorrelated to the market.
3 strategies, 3 market regimes
Our strategies cover the 3 market regimes: trending, stable, and oscillating. Together, they form an uncorrelated portfolio that smooths returns and reduces drawdowns.
Trend Strategy
TSM V4
Captures major market trends with sizing adapted to volatility.
Arbitrage Strategy
CarryArb
Captures stable income via interest rate spreads between markets.
Mean Reversion Strategy
PCA StatArb
Exploits temporary imbalances between correlated assets.
Why 3 strategies
Each strategy is optimal in a different market regime. The combination produces a more stable portfolio.
Trend
Performs when the market trends strongly, bullish or bearish.
Carry
Performs in a stable market, steady funding income.
Mean Reversion
Performs when the market oscillates around an equilibrium.
Together, they cover all market regimes. The goal: a higher Sharpe ratio and reduced drawdowns through diversification.
24 strategies tested and rejected
Out of dozens of developed strategies, the majority were classified as unprofitable after thorough research. Each validated strategy has survived months of Walk-Forward Optimization, Monte Carlo simulations, and stress tests.
Total transparency
We publish our failures -- it is the hallmark of a rigorous scientific process. The strategies that survive this filter have a statistically significant edge.
Two ways to invest
Participate in trading or acquire a strategy. Discover the details on our dedicated page.
Trading Participation
Invest capital, we trade it with our live strategies. Management fees starting from 0.5%.
Learn moreStrategy Acquisition
Purchase a strategy with exclusivity and operate it yourself. Starting from 300,000 EUR.
Learn moreLet's discuss your investment
Schedule a meeting for a confidential discussion about your investment goals.
Past performance is not indicative of future results. The results presented are derived from backtests and do not constitute a guarantee of returns. This document does not constitute investment advice.