Many weak signals. One disciplined decision.
We build systematic strategies from large ensembles of small, weakly correlated trading systems. No single signal decides; the ensemble does — around the clock, without discretion.
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Detailed strategy materials and terms are available on request.
The approach
Markets are efficient to a first approximation, not to a second. Prices under-react to new information — and the move continues — or over-react, and snap back toward fair value. Each of our systems exploits one such effect on one horizon.
A single system is weak. Dozens of systems whose results are only loosely related behave like several independent strategies. That is the method we have developed and refined since 2010: ensembles of weakly correlated systems.
Risk-adjusted return of an ensemble of N systems with average Sharpe s̄ and average pairwise correlation c̄.
The more systems and the weaker the links between them, the more the ensemble behaves like a set of independent strategies — and the steadier its result.
Strategies
Every strategy is a full ensemble, sized to a constant volatility target and executed with limit orders. Details and track records are provided on request.
Digital assets ensemble
Perpetual futures on the most liquid coins, traded 24/7 on major exchanges directly in the client's own account.
Request materialsRegulated futures ensemble
The same engine applied to regulated exchange-traded futures through a prime broker, traded during exchange hours.
Request materialsDedicated mandates
Ensembles configured to a mandate: target risk, instrument universe, exchange and reporting format.
Request materialsFrom idea to live trading
- ResearchSignals are generated from statistical properties of market data.
- SelectionParameters are chosen in the middle of a stable plateau, checked on random in-sample and out-of-sample months.
- Held-out testYears the model has never seen are used once — to test the finished portfolio as a whole.
- ShadowA new rule first runs in parallel, on paper, next to the live version.
- LiveOnly then does it trade real capital — first small, then at full size.
Your account, your money
Funds stay with you
Capital remains on the exchange or with the broker, in an account opened in your name.
Trading rights only
We receive an API key that can place orders but cannot withdraw or transfer funds.
Full visibility
You see every trade in real time and can revoke access at any moment.
Market risk remains: the value of the account moves with the market and can fall significantly.
Our history
- 2003
Company founded. Trading on the Moscow Exchange and the full range of financial products for high-net-worth clients — at the peak up to $250 million under management, with an average client account of $5 million.
- 2003–2010
Prize-winning places in Moscow Exchange trading contests.
- 2009
Quantitative methods of market research. A team of quants — PhDs in physics and mathematics from Russia's leading universities. Expanded server capacity.
- 2010
Algorithmic trading on traditional markets. We develop our method: ensembles of weakly correlated trading systems.
- 2011
The quantitative strategy goes international: 50 algorithms, 24 instruments on 7 global exchanges. Credit rating “A+” from the National Rating Agency, later confirmed at “AA-.iv”.
- 2015
Investor Awards laureate.
- 2017
First BarclayHedge awards.
- 2018
Start of operations in Switzerland.
- 2019
Launch of our own funds. The strategy trades 85 futures contracts on 19 international exchanges. Top of the Moscow Exchange managers ranking, top 10 in the EurekaHedge December report. A new product for private clients.
- 2020
86 futures contracts on 19 exchanges. Top 10 of BarclayHedge for the year in five categories. Top 15 futures market leaders by turnover on the Moscow Exchange.
- 2021
The company's trading software is registered with the Russian patent office.
- 2022
Entry into digital assets and launch of BIT ENERGY. First places in BarclayHedge rankings in May and June.
- 2026
A new generation of strategies. A partner in Switzerland to serve clients in Europe.
Industry awards
Recognition from BarclayHedge — the leading database of hedge funds and CTAs — and from Russian and international rankings. Tap an award to see the original certificate.
BarclayHedge is an independent database of hedge funds and CTAs; its rankings compare managers by net return for the month, the year or several years.
First places
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2022
18 certificates2020
10 certificates2019
7 certificates2018
20 certificates2017
4 certificatesNothing matches the filter.
Other rankings
- 2020Top 15 futures market leaders by turnover, Moscow Exchange
- 2019Energy strategy — leader of the Moscow Exchange managers ranking
- 2019Top 10 most profitable strategies, EurekaHedge December report
- 2019Top 20 futures market leaders by turnover, Moscow Exchange
- 2015Investor Awards 2015 laureate
- 2011National Rating Agency credit rating “A+” (07.12.2011), later confirmed at “AA-.iv”
- Member of NAUFOR, the national association of securities market participants
Source: BarclayHedge certificates. Monthly awards rank net return for the month. Some older certificates were digitally enhanced from low-resolution copies. Past results do not guarantee future returns.
Company presentation
Our method, experience and awards, the Sharpe ratios we have achieved, and how returns are matched to your level of risk — in one PDF.
Request strategy materials
Tell us who you are and what you are looking for. We reply personally with the materials that fit your request.
Or write directly: yakov@algocapital.ru