Performance, automated.
Based in Gothenburg, Sweden
Modern investment solutions
We build and license performance-focused, automated trading software in Python that cuts the emotional noise from trading decisions.
Our trading strategies are built with a heavy focus on fundamental market mechanisms and a mathematical basis for the parameters that drive entries, exits and position sizing. Backtests are constructed with particular attention to avoiding overfitting and survivorship bias, while modelling trade execution in a realistic fashion.
Each strategy in the Available software section has outperformed a simple buy-and-hold of the same asset in backtesting* based on CAGR, max drawdown, and Sharpe ratio criteria. Key statistics and the backtesting period used can be viewed in each strategy section.
The business model we use is limited licensing of software, designed to protect edge from crowding. You run the code in your environment of choice and retain full control of private API keys.
*Backtest performance does not guarantee future returns.
Result driven trading with smart risk management
Our philosophy is conscious risk acceptance in pursuit of high returns. We maintain that risk should only be accepted in an aware, calculated, and systematic way that incorporates risk reduction informed by statistical modelling.
Risk of ruin, max drawdown, and the employed risk-to-reward ratio are reported alongside returns for every strategy in the Available software section. This allows you to asses our strategies according to your own risk tolerance.