Our Approach
Systematic
Strategies
Quantitative Edge
Our investment programs are built on advanced mathematical and statistical methods that systematically identify opportunities across global markets.
We employ Hidden Markov Models and Gaussian Mixture Models to capture market regime dynamics, enabling our strategies to adapt to evolving conditions. Our approach combines the rigour of academic research with the practical demands of live trading.
Performance
By the Numbers
Key performance metrics from our flagship systematic strategy backtested over a 6-year period (Jan 2019 – Jan 2025). Past performance is not indicative of future results.
21.2%
CAGR
Compound Annual Growth Rate
0.9
Sharpe
Risk-Adjusted Return
1.0
Sortino
Downside Risk Ratio
22.6%
Max DD
Maximum Drawdown
Process
Our Methodology
Data Collection & Processing
We aggregate and process vast quantities of market data across multiple asset classes, time frames, and geographies. Our data pipeline ensures clean, reliable inputs for our models.
Statistical Modelling
Our core models employ Hidden Markov Models (HMM) and Gaussian Mixture Models (GMM) to identify market regimes and probabilistic state transitions. These methods allow us to adapt dynamically to changing market conditions.
Signal Generation & Execution
Signals generated by our models are translated into precise trading instructions. Our execution framework optimises for timing, cost, and market impact across equity, futures, and derivative markets.
Risk Management & Monitoring
Continuous real-time monitoring ensures portfolio risk remains within defined parameters. Drawdown controls, position limits, and correlation analysis form the backbone of our risk framework.
Coverage
Asset Classes
Equities
Global equity indices, individual stocks, and ETFs including SPY and sector-specific instruments.
Precious Metals
Gold futures (MGC), GLD ETF, and other precious metals instruments for portfolio diversification.
Derivatives
Options and futures strategies across multiple asset classes for hedging and alpha generation.
Multi-Asset
Dynamic allocation across equities, commodities, and fixed income based on regime-dependent signals.
Important Notice: The performance data presented on this page is derived from backtested results and does not represent actual trading performance. Backtested results are hypothetical and have inherent limitations. Past performance, whether actual or backtested, is not indicative of future results. All investments involve risk, including the possible loss of principal.