Build the market history
Clean contract data, explicit roll logic, and realistic cost assumptions form the base of every experiment.
Our approach
Research broadly.
Trade systematically.
We develop systematic strategies through empirical research, portfolio analysis, and careful implementation. Diversification and trading costs inform each stage.
RESEARCH PRINCIPLES
Clear hypotheses.
Consistent evaluation.
We favour strategies that can be explained, tested, and monitored. Our evaluation accounts for data quality, trading costs, changing correlations, and the practical requirements of futures execution.
RESEARCH TO EXECUTION
A connected process.
Production experience feeds the next research question; research improvements flow back into the operating system.
Test independent signals
We study persistent behaviours such as trend, carry, relative value, and cross-market relationships over multiple horizons.
Construct the portfolio
Forecasts are scaled, combined, and translated into positions with volatility, correlation, liquidity, and concentration in view.
Execute and learn
Automated order generation, execution checks, reconciliation, and live diagnostics close the loop between research and reality.
SIGNAL DIVERSIFICATION
Complementary signals.
Multiple horizons.
We study complementary signal families over different time horizons and assess their contribution to the portfolio as a whole.
Trend & breakout
Responding to sustained directional moves across medium and longer horizons.
Carry & relative value
Comparing the shape of futures curves and opportunities within related market groups.
Cross-market structure
Looking beyond a contract in isolation to the information contained in its peers.
RISK ARCHITECTURE
Position sizing starts with risk.
Forecast strength is only one input. The portfolio also responds to changing volatility, correlation, liquidity, costs, and aggregate exposure. These considerations guide position sizing and ongoing portfolio monitoring.
PORTFOLIO
RISK
VOLATILITYCORRELATIONLIQUIDITYCOSTRISK
MARKET UNIVERSE
Global by design.
Listed futures make it possible to express a consistent process across very different economic exposures. Breadth creates more independent opportunities and reduces reliance on any single market regime.
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Rates
02
Currencies
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Equity indices
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Energy
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Metals
06
Agriculture
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