Alpha‑as‑a‑Service
Sophisticated quantitative strategies leveraging advanced mathematics, statistical methods, and machine learning
We develop and deploy rigorously backtested strategies across diverse market regimes to deliver consistent risk-adjusted returns.
This service is not for retail investors.
Performance Metrics (2022-2024)
Consistent monthly positive returns
Average Annual Return: 50-70%*
Sharpe Ratio: 2.0-2.4
Sortino Ratio: 2.2-2.6
Max Drawdown: < 15%
Win Rate: 70-80%
Recovery Period: < 3 months
Information Ratio: 1.4-1.8
Beta to Market: 0.1-0.3
Calmar Ratio: 1.8-2.2
*Past performance doesn't guarantee future returns
Our Strategies
Quantitative Methodologies
Advanced mathematical approaches:
- Time series analysis
- Bayesian optimization
- Statistical arbitrage
- Machine learning models
- Stochastic calculus
- Econometric modeling
- Regime switching models
- Signal processing
- Neural networks
- Reinforcement learning
Statistical Arbitrage & Mean Reversion
Advanced mathematical models capturing market inefficiencies:
- Pairs trading algorithms
- Cointegration analysis
- Kalman filter implementation
- Cross-asset correlations
- Statistical significance testing
- GARCH modeling
- PCA analysis
- Historical Sharpe: 1.6-2.0
- Max Drawdown: 8-12%
ML-Driven Signals
Combining traditional and modern approaches:
- Deep learning models
- Alternative data processing
- Feature engineering
- Real-time signal generation
- Market regime detection
- NLP sentiment analysis
- Ensemble methods
- Anomaly detection
- Historical Sharpe: 1.7-2.1
- Max Drawdown: 10-14%
Factor Investing & Trend Following
Systematic strategies across timeframes:
- Multi-factor models
- Risk premia strategies
- Adaptive trend detection
- Multi-timeframe analysis
- Portfolio optimization
- Momentum strategies
- Value factors
- Quality metrics
- Historical Sharpe: 1.8-2.2
- Max Drawdown: 12-15%
Delta Neutral Options
Market neutral strategies with controlled risk:
- Volatility trading models
- Greeks optimization
- Dynamic hedging systems
- Risk-adjusted sizing
- Options arbitrage
- Volatility surface modeling
- Skew trading
- Historical Sharpe: 1.5-1.9
- Max Drawdown: 10-14%
Additional Features
Investment Solutions
- Profit sharing arrangements
- Customizable capital deployment
- Segregated accounts
- Strategy customization
- Real-time monitoring
- Daily performance updates
- Transparent reporting
- Risk allocation options
Risk Management
- Real-time monitoring
- VaR calculations
- Expected shortfall
- Position size optimization
- Dynamic risk controls
- Correlation analysis
- Stress testing
- Scenario analysis
- Liquidity management
- Counterparty risk monitoring
Strategy Validation
- Extensive backtesting
- Walk-forward analysis
- Monte Carlo simulations
- Transaction cost analysis
- Regime stress testing
- Performance attribution
- Factor decomposition
- Robustness checks
- Sensitivity analysis
- Out-of-sample testing