signal manager: ALPHA

overview

track record:
AUM / AUA:
Up to USD 50 million
model types:
trend-following
asset classes:
main office:
Netherlands
See signals

description

ALPHA is a proprietary quantitative trading firm focused on systematic quantitative research in the cryptocurrency markets. Founded in 2018 by five "beta nerds," the team has backgrounds in computer science, applied physics, and econometrics, along with experience in larger "traditional" quant firms. The team believes in a future where these types of distributed technologies will drastically change our lives and our way of interacting with each other.

ALPHA combines traditional quant models with machine learning optimization techniques to deliver intraday, trend-based momentum signals for the most liquid crypto assets. The firm's strength comes from its optimization system, which consistently trains and improves quantitative idea's into actionable strategies. According to each asset's behavior, ALPHA's machine learning allows the model to "self-specialize," creating a new model unique to that cryptocurrency. When a particular idea finally meets all the optimization engine's stringent benchmarks, ALPHA then deploys it on out-of-sample data.

The trading systems focus on minimizing downsides while maintaining upside capture. This risk mitigation allows investors to have exposure to this riskier asset class while still meeting their risk benchmarks.

Signal Models

Name Model Asset classes Time horizon Direction Frequency
ALPHA Machine Optimized Trend-Following Trend-following Crypto Intraday/Short-term Long Hourly
WHAT YOU NEED TO KNOW ABOUT THE SIGNALS

Our signals ("the Signals") are based on mathematical or statistical models, which academics and practitioners use in the context of financial markets. For instance, they give an indication for a certain trend, a relative valuation or a price pattern. Our Signals are typically sourced from leading practitioners like professional quantitative research firms. Before accepting a Signal to the platform, we analyse the quality and characteristics of the historic signal time series and assess the quality of the person, team or firm supplying the Signals. Despite our best efforts, we can give no guarantee as to the future quality of the Signals and the providers of the Signals (Signal Managers). Signals, which might have been value adding in the past, might not be value adding in the future, due to a changing market structure, changing market inefficiencies, changes in the model methodology and many other reasons.

A Signal must therefore NEVER be used as the sole input or trigger for a trading decision. It can only be regarded as one of many input factors in making your own investment decision.

You should therefore treat a Signal similar to Price / Earnings information of a stock: It can be a helpful information to evaluate the attractiveness of a stock or another financial instrument, but it is only one piece of information. You will need additional information before you can make a sound investment decision.

SYGNAL therefore excludes all liability related to the Signals or any other services provided by us or any related party. Any use of the Signals, in whatever context or way, will be at your sole responsibility and YOUR COMPLETE OWN RISK.

You must fully understand and accept these terms before using our services.

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