Focus Areas
SYSTEMATIC TRADING
Fully automated, mid-frequency trading strategies on futures, equities, ETFs and options — built on twenty years of live systematic experience across global markets.
Our approach combines econometric modelling with machine learning and genetic algorithms, from signal research to execution and portfolio-level risk management.Statistical honesty is the discipline: every strategy must survive deflated performance metrics, realistic cost assumptions and out-of-sample validation before it earns capital — because most edges die in proper testing, and the ones that survive are the only ones worth trading.
SISTEMATIC INVESTING
Quantitative portfolio construction for medium- and long-term investors — ETFs, funds and equities, managed with the same rigour we apply to trading, adapted to the investor’s horizon.
Allocation methods compared and stress-tested rather than assumed: risk parity, volatility targeting, correlation-aware construction and regime-based tilts, with drawdown control as a design principle rather than an afterthought. Fewer decisions, deeper validation: the goal is not to strictly predict markets, but to build portfolios that behave sensibly across the regimes markets actually produce.
