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Delivering cutting-edge solutions since 2013

Approach

Our trading models deploy a proprietary, AI-based approach that encapsulates trader logic in technical objects executing across the universe of liquidity and is only bound by access to data and technical resources (grid). Logical processes include the following components (captured in technical objects); rating, structure, curve, liquidity, risk, exposure, flow, momentum and relative strength, fundamentals, position, capital limits, maximum loss, profit target, stop loss, hedging, hedge composition and value, bid/ask spread capture, securities lending, corporate actions, and holding period. The model can be deployed in ETF arbitrage, create/redeem, market making, flow trading, basket trading, and relative value strategies.

Trading Strategies

  • ETF Arbitrage Trading Strategy on IWM (Russell 2000 ETF)

  • ETF Arbitrage Trading Strategy on LQD (Investment Grade Corporate Bond Index)

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