We offer proprietary research services in the area 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. Trend following systems are the core strategy for most Commodity Trading Advisors (CTAs).
Mean reversion models have a negative correlation to the core strategy, trend following, which make them a valuable diversification instrument. Mean reversion systems are the add-on strategy for the growing number of institutional and individual traders.
Pattern recognition models are mostly developed around five core themes: 1. Multifractal patterns; 2. Volatility patterns; 3. Volatility-of-volatility patterns; 4. Signal-to-noise patterns; and 5. Failed patterns. ALPHA20TM trading system combines trend following and pattern recognition.
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