Our Approach – Systematic Intelligence

Our Quant Macro models — Big Algo, Green Wave, Beat The Dealer, BT Multi, and Henry Boy — approach the markets from a completely different angle than trend following. Instead of focusing on long market cycles, Quant Macro search for short-term anomalies, statistical inefficiencies, volatility regimes, and behavioural patterns that appear across global markets and sometimes fade as quickly as they emerge.

While Trend Following captures the “big moves,” Quant Macro is designed to exploit the small but frequent opportunities that arise from market microstructure.

Quant Macro does not forecast — it measures.
It responds to what the market is doing, not what anyone believes it should do.

Machine Learning With Robust Controls
At the core of our Quant Macro process is machine learning — or, in today’s popular terminology, artificial intelligence.

Its role is not to predict the future, but to scan decades of market data in search of recurring, statistically meaningful patterns, including:

• short-term trend bursts
• volatility compressions and expansions
• liquidity imbalances
• mean-reverting microstructures
• behavioural patterns that repeat from intraday moves to multi-day horizons

Every idea is tested across multiple market market environments, asset classes, and randomised variations of the data to ensure that the patterns we rely on are genuine and robust — not statistical coincidences.
Even with such extensive testing, it is important to remember that historical performance can never guarantee future profitability.

Fully Automated Execution
The execution in our Quant Macro strategies is fully automated — including signal generation, order placement, risk sizing, trade management, and exits. Human involvement ends at research. Execution is systematic and consistent across all conditions.

Protection Against Strategy Decay
Our philosophy assumes that most short-term edges eventually decay. Patterns that work today may fade tomorrow. This is why our research engine is built on continuous development.

Our development process blends genetic optimisation, robustness testing, out-of-sample validation, Monte Carlo stress simulations, and evaluation across different market conditions.
Only models that survive all filters move into live trading.
Most concepts fail — by design.
In Quant Macro, robustness is the only path to reliability.

Our model portfolio is constantly evolving — retiring fading edges and searching for new inefficiencies as markets change.

The Power of Uncorrelated Models
The greatest edge in Quant Macro comes from combining many uncorrelated algorithms into one strategy. While individual models may be volatile, together they produce a smoother and more stable equity curve.

Our advantage comes not from a single “magic signal,” but from diversification across behaviours, time horizons, and market conditions.

Some models thrive in volatility, some in calm periods, some in breakouts, and some in reversals.
When combined the weaknesses of one strategy are offset by the strengths of another.

Diversification is not only across markets — it is across ideas, algorithms, and time horizons.

Absolute Return and Low Correlation
Quant Macro targets absolute return, meaning the models aim to generate performance regardless of whether markets rise or fall.
They operate in the short-term layer of the market — where prices overreact, normalise, misprice, correct, accelerate, or hesitate for reasons that often have little to do with long-term fundamentals.

Because the models trade behavioural patterns, microstructure dynamics, timing inefficiencies, and volatility shifts, they are driven by forces entirely different from those that move equities, bonds, or commodities over longer horizons.

This is why Quant Macro strategies naturally exhibit low correlation to traditional investments and even to Trend Following.
Where stock indices may drift sideways or fall, and where commodities may trend or collapse, Quant Macro continues operating in its own domain — the short-term noise where inefficiencies constantly appear and disappear.

The result is a return stream that behaves differently from conventional assets, providing genuine diversification in a world where most investments increasingly move together.
Short-term absolute return strategies have historically been among the few approaches that maintain independence from broad market direction and offer value precisely when long-term strategies struggle.

Risk First, Always
Each model includes strict position limits, volatility-adjusted sizing, regime filters, kill-switch logic, and continuous correlation monitoring across all active strategies. This ensures that no model can take on more risk than it was designed for — even during sudden market dislocations.

At the portfolio level, correlation monitoring ensures that individual models do not unintentionally converge during turbulent conditions, preventing clustering of similar risks. And if any model behaves abnormally — due to execution anomalies, unexpected slippage, or pattern breakdown — built-in fail-safe logic can halt trading instantly to preserve capital.

24/7 Global Execution
Our Quant Macro systems run in markets that are effectively always open. Futures and FX trade around the clock from Sunday night to Friday night, providing a continuous flow of short-term inefficiencies for the models to capture. As volatility and liquidity shift, the strategies adjust exposure automatically in real time.

While traditional markets pause on weekends, our crypto models continue trading uninterrupted.

This constant global activity — moving from Asia to Europe to the US — creates opportunities at any hour, making continuous execution a structural advantage for Quant Macro.

Markets Traded
Our Quant Macro models operate across a wide and diversified universe of global markets, with the highest activity in equity indices and U.S. interest-rate futures, followed by currencies, commodities, and crypto.

We trade the major stock indices that drive global sentiment and liquidity:
S&P 500, Nasdaq 100, Dow Jones, Russell 2000, FTSE 100, Nikkei, DAX, EuroStoxx 50, CAC 40, and IBEX 35.

Our interest-rate exposure comes through U.S. Treasury futures across the full yield curve:
2-Year Note, 5-Year Note, 10-Year Note, and 30-Year Bond.

In the currency markets, the models trade the world’s most liquid pairs:
US Dollar Index, euro, sterling, loonie, swissy, aussie, kiwi, and yen.

Our commodity coverage includes metals, grains, softs, and energy:

• Metals: gold, silver, platinum, palladium, copper, plus gold-miner exposure via GDX.
• Grains: corn, soybeans, wheat, soybean oil, soybean meal.
• Softs: coffee, sugar, cotton, cocoa.
• Energy: crude oil (WTI), Brent, heating oil, gasoline, natural gas, and XLE.

In crypto, we operate across both established and emerging assets:
Bitcoin, Bitcoin Cash, Ethereum, Litecoin, Ripple/XRP, Stellar, Polygon, NEO, EOS, IOTA, Chainlink, Solana, Shiba Inu, Dogecoin, Pepe, and Uniswap.

Across all these markets, the objective is the same:
identify short-term, actionable price movement — wherever it appears.