We analyze over 30 markets, diversifying over multiple time horizons.

Global macro

We attempts to exploit macroeconomic relationships between equities, fixed income, currencies and commodities.

Relative value

We attempt to identify relative value between related assets.
If you don't know yet, here you can find a basic description of the features of the automatic trading strategies.

Strategies features


Risk model

Our proprietary risk model combines long and short look-back windows to update volatility estimates daily.

Correlation model

Our model analyzes the signals with a proprietary algorithm to identify and exclude non-evident correlations.

Costs model

We developed a transaction cost model to predict signal slippage using data on partecipation rates, volume and volatility.


Pre-trade checks include contractual, regulatory, exchange and account-specific limits.


Target portfolio

The system generates a target portfolio within the program risk objectives, using updated return and volatility forecasts among inputs from strategies and models.


Target positions are compared to current positions and orders are generated accordingly.


Post-trade risk reports include portfolio sensitivity and exposure to a range of key factors and markets.

Return forecast

Using the defined signals, a single return forecast is generated daily for each market.

If you want to know how these process becomes a real return, go to our FACTS page.

The facts