Algorithmic Trading

Contact Us

Key Principles

We offer a highly methodological approach based on scientific research and cutting-edge information technology, in order to achieve two objectives: deliver innovation, and create value for your financial market investments. Our methodology is supported by our core tenets: strong emphasis on data analysis; caution when optimizing and using complex models; the most advanced technologies to meet the challenges posed by the calculation and automated execution of strategies; an environment that is conducive to managing portfolio building through risk allocation.

Investment Philosophy

A highly methodological approach, automation, absolute return and heuristic behavior are the keywords behind the investment philosophy that drives our models. Our strategies are therefore 100% systematic, with proprietary technology for backtesting, trading and real-time portfolio monitoring. Assumptions concerning value sources on the markets are challenged through historical analysis. Lastly, data management is at the heart of our strategy building process. Strategies are backtested over extensive periods and evaluated using precise quantitative criteria. Backtest validation is followed by a paper trading period of several weeks before going live.

Plug-and-Play Models

We develop systematic plug-and-play models that can enhance your own strategies and be finely calibrated according to your risk and management constraints. They benefit from more than 10 years of backtesting, and paper trading periods of several months. These models cover three main types of value sources: alpha Equity, including strategies that exploit the equity risk premium; global trends, including strategies that monitor trends on liquid assets and a Macro Quant model; arbitrage, including an extreme risk hedging module and a prediction module based on weak signal detection.