AlgoReturns (“Algo”) is a boutique quantitative research group specializing in mid-low frequency algorithmic trading and risk management.

Algo’s research is intended for users who want to pursue investment income goals rather than investment accumulation goals. Users will experience income generation (or loss) activities instead of “buy and hold” activities. The research draws on the deep experience of the founders in institutional risk management, and asset management to originate research applicable to real-world trading conditions, institutional asset allocators, and retail brokerage services.

Algo’s research motivation is two-fold a) Develop algorithms specifically for mid-low frequency trading that can support large institutional allocation dollars b) Improve the “half-life” of the underlying strategies. Besides the two primary motivations, we also wanted to produce research that is more accessible to the retail trader/retail broker seeking income generation opportunities.

The TRIDENT Algorithm

TRIDENT is Algo’s flagship research product which generates a timing signal predicting a large change in prices (volatility). The research on the underlying quantitative property that drives the predictive ability indicates minimal decay and therefore a long “half-life” of the predictive capability. The underlying quantitative property has been tested on Commodity Futures, Stock Indices and ETFs with nearly equal efficacy. The quantitative property, however, works best with liquid asset classes where the price discovery process is through public markets.

LEGAL DISCLAIMER:

It is the nature of commodity and securities trading that where there is the opportunity for profit, there is also the risk of loss. Commodity trading involves a certain degree of risk, and may not be suitable for all investors. Past performance is not indicative of future results. Information contained herein is not an offer to sell securities or the solicitation of an offer to buy securities, nor shall there be any offer of securities in any jurisdiction in which such offer, solicitation or sale would be unlawful prior to registration or qualification under the securities laws of such jurisdiction, including without limitation applicable federal or state laws. Not a member of NFA. Please read NFA’s Rule 2-29 pertaining to communication with public and promotional material.