Welcome to the World of Algorithmic Trading
Application of data sciences, statistics, machine learning & machine learning (ML) driven investment strategies that help generate this precious alpha factor that is found in what has become a challenging, fast moving capital market
Algo\River Platform – AI driven Algorithmic Trading for the US Stock Market
The Algo\River Platform is a hedge fund robotic system that serves as an automated algorithmic trading system and supports 2752+ financial instruments across 138+ trading strategies running concurrently and simultaneously.
The underlying algorithmic trading approach diversifies itself in various asset classes (index futures, equities, US treasuries, ETFs, forex), sectors and industries, and adapts itself dynamically to the evolving cyclicalities of the US economy. The Algo\River Platform runs at different speeds covering frequencies as low as the 15-minute frame and all the way up to the monthly and seasonal frames, hence allowing for a diversified risk/profit ratio structure and well-balanced concentration risk.
The platform’s comprehensive array of automated trading strategies also ties itself to an innovative forward-looking only risk management layer that monitors the ever-changing set of uncorrelated micro and macro risk factors of the US economy, and is therefore responsible for continuously adjusting in real time the underlying allocation of the entire spectrum of strategies that are being played by the system on both the long and short sides. The result of that is a concoction of robust automated algorithms that helps support the entire investment flow, from systematic research and selection, to generating entry & exit signals automatically and all the way to automated trade execution with the brokers the system is connected to.
Turning the manager into the business of not losing money - as opposed to making it
With the advent of innovative financial technologies now available in the industry and vast sets of data availability found in the public domain - the platform helps the manager generate profits in the most passive way possible. The benefit to using the Algo\River technology therefore provides a fresh and innovative way to adding value and by yet again keeping it simple. The monitoring of the overall risk and its investment limits ultimately becomes the job - effectively turning the manager into the business of not losing money - as opposed to trying to making it.
Value Creation
- Robotization in action - uncorrelated returns, along with 138+ trading strategies running concurrently on the back of a dynamic real time risk management foundation
- Supports more than 2752 financial instruments, all being highly liquid and well capitalized stocks of the S&P500 and DJIA constituents, major & minor forex pairs, US treasuries, Bitcoin, and ETFs for major sectors, industries and other indices
- Report automation, risk analytics & real time monitoring
KEY FEATURES
Innovative forward looking only algorithms that help forecast statistically adjusted predictions both in short, mid and long term frames. Supported by the calculation of its underlying series of reversal points, and pivots, seasonality projection, momentum with cyclically adjusted RSI and options gamma series and liquidity projection. All of that is maintained in real time across 2752+ financial instruments
Supports more than 2752 financial instruments, provides L/S trading bias in real time, as well as fully documented reporting dashboards that are updated real time
An example of a longer term timeframe, combined with the VIX term structure and cyclical guidance versus its actual
Real time analytics including but not limited to the order book a measure of market sentiment and other S/L and T/P targets based on the underlying instrument’s wave count
A real time watchlist that helps skim through the most relevant and impactful calls to monitor, providing actionable insight
In addition to instrument level analytics and actionable insights it provides, the platform provides short, mid and longer term reporting to understand secularity and where the markets are at in the broader picture
Template-driven & Asset Class Agnostic
The platform is template driven and any instrument can as such be added, mapped and onboarded onto the platform. Currently mapped and running in production – by asset class:• US indices
• Major FOREX pairs
• Minor FOREX pairs
• Exotic FOREX pairs
• Commodities
• Metals
• Crypto (Bitcoin)
• Treasuries/Bonds
• ETF – country
• ETF – sector
• US Stocks – DJIA constituents (30)
• US Stocks – SP500 constituents (500)
• US Stocks – Russell 2000 constituents (<2000)
Logical View
Business Model
The broader platform's algorithms, logic and codes are formally classified as - trade secret - by United-River Capital Pte Ltd, a Singapore based proprietary investment company that invests its own assets and wealth through the system and took 7+ years to build and has more than 3.8 million lines of programming code as of this writing