Full-Stack Autonomy
Our proprietary trading platform and algorithmic systems, developed in-house, enable complete closed-loop control of the strategy lifecycle—from signal generation and order execution to portfolio rebalancing and risk management.
Core Technology
Deep Integration and Innovation
Seamlessly combining quantitative research, real-time risk control, and execution systems ensures every step is supported by high precision, low latency, and high reliability.
Continuous Iteration Capability
With a flexible technical architecture, we quickly adapt to market changes, continuously optimizing and deploying efficient, adaptive next-generation investment strategies.
Investment Process
Strategy R&D
- Idea Generation
- Data Refinement
- Factor Generation
- Factor Return Contribution
Portfolio Construction
- Factor Portfolio
- Portfolio Optimization
Risk Control
- Pre-trade Risk
- Intra-trade Risk
- Post-trade Risk
Trading Execution
- Programmatic Trading
- Real-time System Calculations
- Central Optimizer
- Human Intervention in
- Anomalous Situations
Strategy Logic
Real-time data
Sector-wide indices
Thematic indices
Leading "lead" stocks
News
Exchange Engine
Web Client
Order Placement
Instructions
Information Feedback
Parent Order/Information
Upload
Statistical Information
Query, etc.
Master Control Module
Intelligent Feature Engineering
Dimensionality removal: Standardization, Normalization Missing value handling: Spline interpolation Dimensionality reduction: PCA
AI Signal Generation
LSTM Neural Network BP Fully Connected NetworkXGBoost XGBoost Ensemble Learning Model Custom Stop-Loss Function
Strategic Advantage
Risk-Adjusted Return Metrics Lead
the Industry
The historical Sharpe ratio ranges from 3.3 to 4.88, surpassing traditional trend-following strategies by more than three times. The ability to generate returns per unit of risk places it in the top tier of the quantitative investment field.
The long-short hedging mechanism
effectively mitigates market volatility risks.
The strategy employs a long-short dual-position design, utilizing spread arbitrage across commodities such as gold, silver, and crude oil. This effectively hedges against unilateral market volatility risks, decoupling the strategy from the absolute price movements of commodities.
R
T
A
G
A stable profitability model validated
through live trading across multiple
commodity varieties.
Since 2019, continuous live trading validation has been conducted across three major commodities: gold, silver, and crude oil. The annualized return has consistently ranged between 11% and 41%, demonstrating proven adaptability to diverse market conditions.
Gold Arbitrage Delivers High
Annualized Returns (Historical Data)
The gold arbitrage strategy achieved an annual peak return of 41% by capturing inter-temporal and inter-market price spreads, enabling the accumulation of excess returns under low-volatility conditions.
Risk Managecontrol
Portfolio Risk
- Real-Time Monitoring.
- Regular Meetings of the Risk Committee.
- Utilization of Advanced Systems; Implementation of Pre-Trade and Post-Trade Reviews.
- Hard Risk Limits Embedded in Pre-Trade Review Procedures.
Contingency Plans and Resolution Strategies
- Develop contingency plans and risk mitigation strategies for various risk scenarios, including market volatility, liquidity constraints, and credit events. Take prompt action to mitigate potential losses when risk incidents occur.
Counterparty Risk
- Understand the legal agreements signed with trading/custodian counterparties and familiarize yourself with the legal jurisdiction of each counterparty.
- The Risk and Operations Committee continuously assesses and monitors the credit status and risk exposure of each counterparty.
Risk Control
- Compliance with Regulatory Requirements: Strictly adhere to the rules and requirements set by regulatory authorities, including reporting obligations, disclosure standards, and investment restrictions.
- Ensure that fund management activities align with legal and regulatory provisions to protect investor interests and fund security.
Partners
- Nasdaq-listed Company — FUTU Holdings (NASDAQ: FUTU)
- Provides fully digitalized online brokerage services covering multiple markets
- Collaborates with top-tier global fund companies to identify and offer high-performing, well-known fund products Futu Wealth Management's assets under management have exceeded $10 billion.
- With a history of 150 years, originally established as the Chicago Mercantile Exchange (NASDAQ: CME)
- The world's leading and most diversified derivatives trading marketplace
- A premier market for stock index futures and futures options
- Founded in the United States in 1924, a financial services institution with nearly a century of history (NASDAQ: SNEX)
- Provides institutional-grade global market access
- Offers end-to-end clearing and execution, along with high-touch services
- Saxo Bank Group (Saxo Group) was founded in 1992 and is a fully licensed European bank as well as a leading financial technology company. It has branches in 26 countries and regions worldwide, including London, Paris, Dubai, Tokyo, Singapore, Hong Kong, etc.