Trading Strategies
Research into systematic investment strategies across equities, ETFs and digital assets. Each model is developed using quantitative methods and evaluated with a strong focus on robustness, risk management and real-world implementation.
ETF systematic strategy
A systematic allocation model that rotates across leveraged ETFs based on momentum, trend and market regime signals. The strategy aims to capture persistent market trends while controlling downside risk through predefined portfolio rules and disciplined execution.
Digital Asset Strategy
A regime-aware allocation model that distinguishes between risk-on and defensive market environments using probabilistic state analysis. Exposure is dynamically adjusted across digital assets and defensive instruments to improve risk-adjusted returns.
Long/short equity strategy
A systematic equity strategy combining fundamental factors, momentum and volatility filters. Long positions focus on financially strong companies with positive trends, while short positions target weaker companies with deteriorating characteristics. The objective is to capture factor premia while maintaining disciplined risk control.
Systematic ETF Rotation Strategy
A systematic, long-biased ETF rotation strategy designed to dynamically adapt portfolio exposure to changing market conditions. The strategy allocates capital toward ETFs exhibiting favorable trends and relative strength, while reducing market exposure when conditions deteriorate. The approach combines systematic asset selection with dynamic risk management, aiming to capture persistent market trends while limiting exposure during unfavorable regimes.
Crypto perpetual market neutral strategy
The strategy seeks to capture persistent funding premia in crypto perpetual markets through a market-neutral approach, combining spot and perpetual positions to keep directional market exposure limited.
The strategy uses multiple systematic components to identify and diversify attractive funding opportunities across liquid crypto markets. Position selection, sizing, rebalancing and risk management are fully systematic and automated.