PURE SYSTEMATIC ALPHA

AENAON Algorithmic Models

Our quantitative strategies apply a systematic investment process to a diversified universe of liquid financial instruments, which include equities, currencies, and commodities in both spot and derivatives markets. 

Investment Philosophy

Systematic Approach

Our quantitative strategies apply a systematic investment process to a diversified universe of liquid financial instruments, which include equities, currencies, and commodities in both spot and derivatives markets. The strategies operate “around the clock” with a short to medium-term investment horizon, typically holding positions for a few days to a few weeks depending on market conditions and volatility, which allows for maximized portfolio liquidity and dynamic risk management.

All Weather Outlook

Our objective is to profit from global macroeconomic and geopolitical trends and events while remaining protected against adverse developments. Our strategies are designed to perform as a stable profit generator during calm market conditions and a safe haven option during times of uncertainty, high volatility or crisis. The systematic nature of our research process and risk management rules allow our strategies to remain invested during times of uncertainty or increased volatility.

Multi-Asset Allocation

Our strategies involve a multi-asset allocation that combines different types of asset classes, such as currencies, equities, and commodities to create a more flexible and broadly diversified portfolio. Multi-asset strategies understand that global markets are interconnected and that new information can impact more than one asset class at once. Therefore, we seek to benefit from a high-level systematic allocation strategy as a critical component of our process.

Our Systematic Strategies

AENAON Currencies

AENAON Currencies is a directional systematic strategy trading FX currency pairs in the spot and derivatives markets. 

The strategy employs a set of quantitative models, including a proprietary pattern recognition module that produces high-confidence price forecasts by identifying and analyzing repeatable patterns in the historical price action of financial instruments. 

Philosophically, the strategy draws inspiration from the Fractal Market Hypothesis, building on which we are able to identify and catalog more than 1,200 proprietary technical patterns.

AENAON Diversified

AENAON Diversified is a systematic strategy trading a multi-asset portfolio of currencies, equities, and commodities in the spot and derivatives markets, to create a more nimble and broadly diversified portfolio. 

The investment program is a blend of various proprietary strategies which employs an additional “dynamic allocation” layer at the portfolio level. This additional layer allows the strategies to be optimally blended together and delivers higher risk-adjusted returns while keeping volatility and correlation figures considerably low. 

AENAON Equities

AENAON Equities is a market-neutral systematic strategy trading US stocks in the cash and derivatives equities markets. 

The strategy employs a set of quantitative models, including a proprietary market-neutral pairs trading model that identifies pairs of assets that have historically moved together and aims to take advantage of instances where there is relative mispricing between them. 

The model improves upon the traditional pairs trading approach by utilizing advanced pre-processing techniques, which significantly increase the signal-to-noise ratio in many constructed pairs, and induce robustness and smoothness in their dynamics. Overall, this results in a more stable risk-adjusted performance.

GET IN TOUCH

Are you a Private Investor an Asset Allocator a Family Office Manager ?

Do you want to know more about our systematic strategies, our investment solutions and tools or how you can benefit from our services? Don’t hesitate to reach out to us and the appropriate member of our team will respond to your inquiry immediately.

+30 210 5779 238

14-20 Vassileos Alexandrou, Peristeri, Athens, Greece

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    AENAON Group has been single-mindedly focused on innovating investment research and systematic trading, building systems and tools that make investment decisions better and faster and creating value in the business for the past 10 years.
    ADDRESS
    14-20 Vassileos Alexandrou, Peristeri, Athens, Greece
    PHONE
    +30 210 5779 238
    EMAIL
    info@aenaonmarkets.com