Services
Bespoke Solutions
We offer proprietary research services in the areas of risk management, trend following, mean reversion, and pattern recognition models. Trend following models trade in a diversified portfolio of markets and take advantage of short, intermediate, and long term price trends. A self-reinforcing feedback process is a driving force of trends. Mean reversion models have a negative correlation to the core strategy, trend following, which makes them a valuable diversification instrument. Mean reversion systems are the add-on strategy for a growing number of portfolio managers. For opportunities of capital growth please inquire for more details.
Philosophy
Popper’s Demarcation: Statements or systems of statements, in order to be ranked as scientific, must be capable of conflicting with possible, or conceivable, observations (Popper, K.)..
Core Themes
- Multifractals Volatility patterns
- Volatility-of-volatility patterns
- Signal-to-noise patterns
- Failed patterns