Modules
Configuration

 

 

Algo
Environment

 

 

Signal
Generation

   

 



 

Market
Feeds

 

 

 

Proprietary
Price
Filters

 

2.8 million
algos DB

 

Algo
Deployment

 

Signal
Distribution

  Third Party
Bridge
s

Users



 

 

   


Modules
Optimization

 

 


Algo
Updates

 

 


Signal
Management

 

     

 

About our Algos:

  • Each algo runs in a dedicated proprietary environment, serverside, not on clientside machines.
    [Our algos are not scripts, cannot be downloaded or similar].

  • Each algo is composed by many modules, dynamically configured to react to markets movements.

  • Our algos are specialist, not just expert systems, covering: eurodollar, oil, gold, no other instruments.

  • Our Algos are broker independent, bank independent:  would not work in retail environments.

  • In 15 years we developed a distinctive algo generation / development paradigm , which uniquely identifies
    any algo of ours from competitor's ones.
    [Paradigm is classified and eventually part of Patent and/or Trade Secret].

  • Our algos are trained to defend from counterpart speculative behaviors, including counterpart malpractices profiling.

  • Our algos often show sellside behavioral patterns:  brokers or market makers algo-pools don't allow it
    as would unmask their conflict of interest (they always maximize traded volume, our algos don't).
     
  • Our Algo enviroment is set not to improve profitability:
    in an ever evolving arena improving efficiency, remainin g profitable is hard enough,
    forcing a model to improve its profitability and efficiency just degrades risk quality.

  • Our algos are trained to spot and exploit loopholes which are often kept hidden
    by exchanges, banks, brokers and especially market makers which often are
    wilfully engaged in masking massive streamline profit sipping from their customers in that way.


    Example of Market Environment Situational Awareness:
    Duringa a flash-crash customers orders get frozen, not netted: get suspended.
    Brokers net them instead but Money does not "just disappear"
    Brokers and banks never say it this way to their counterparts.
    As by expertise , our algos are aware of such industry malpractices,
    often used as an excuse for brokers to
    pull stops or net positions
    using  a force majeure clause or an arbitrage clause,

    which are just disguised tools to mask a huge conflict of interest
    not related to real market dynamics.

    Example of Expertise Driven Gain of Function:
    None of your algos owns a "firewall against biased, lagged or clickbait prices".
    That's because no broker would ever allow a customer to filter (mark against) his prices.
    While our algos have a specific module just to counter just such brokerside behavior,
    which is just one conflict of interests... among many.

 


Algo Modules:

Algo Class

  Banking
Side
Type:   Algo Module details
           

Event Driven

  sell side
and
buy side
passive   Engine: machine learning:

Externalities: good / bad / expected / unexpected / rational / irrational.
Panic news hits: on liquidity / on Governments / on markets.
Panic news reaction: on liquidity / on Governments / on markets.
Panic news aftermath: correlations / dampers / duration / envelope.
Political Spin doctoring: exploiting / debunking / reverting / spotting.

           

Liquidity Aware

 

 

 

  sell side
and
buy side
active  
Engine: machine learning:

Asset pricing failure: biased / intentional / systematic / systemic.
Bad: projections / expectations / forecasts.
Hot money / cold money.
Illiquid: markets / assets.
Inconsistencies: margin system / collateral / underlier.
Liquidity plunges / drains / surges.
Margin failure: contingency repricing / force majeure / overleverage.
Situational awareness failure.
Smart money / dumb money.
Sudden asset repricing / devaluation / guarantees expirations.
Unexpected exposure: externalities / event mismanagement.
Unfair competitor practices: hijacking / derailing / lagging / opportunistic disinfo.

           

Trading Modules

 

  buyside
only
active   Alternative pricing. Arbitrage. Hedging: full / partial / triangular. Market Profiling. Predator-prey: Fittest / Gause. Proprietary pricing model. Price filters.
Scalping: LFT / HFT / LLHFT / ULLHFT.
Sniffing. Trend Following. Volatility based. Volume based.
           

Anti-Disruption

 

  sell side
and
buy side
active   Engine: expertise driven specialist A.I.
Anti-derailers. Anti-iceberg. Anti-frontrunning. Anti-hedging: full / partial / triangular. Anti-laggers. Anti-lowballing. Anti-mirroring. Anti-newstraders. Anti-order-pool. Anti-panic: mongers/riders. Anti-price:casters / stuffers. Anti-quote-injectors. Anti-sandboxing.Anti-scalping. Anti-slippage. Anti-sniffer. Anti-sniping. Anti-spread. Anti-spoofing
           
Anti-Infiltration

  sell side
only
passive   Engine: expertise driven specialist A.I.
Counter-arbitraging. Counter-baiting. Counter-looping. Counter-masking. Counter-derailing. Counter-disrupting. Counter-picking. Counter-profiling. Counter-socialtrading. Counter-shredding. Counter-shuttering. Counter-skewing. Counter-spiking.Counter-stuttering.
           

Collaborative

 

  Sell side
only
active  


Engine:
Machine Learning and Q learning:
Network distributed Algo Pool.
Swarm intelligence.
Trial & error.

           

Predatory

 

  buy side
only
active  

Engine: expertise driven specialist A.I.
Counter-Profiling: Pool/Dealer/Market.
Deep Learning (Mimic): algo reverse engineering from Trade Reports.
Profiling: Pool/Dealer/Market.

           

Correlation
Matrix


  buy side
only
passive  

Engine: Machine Learning and Q learning:
AI driven Dynamic correlations: direct, inverse, anti, non.
Dynamic pattern recognition, with anticipation and lag awareness
from 2d Heatmaps to 4D Hyperspace cross matrix (market-wide).

 


 

Allowed modules by User Class:

    Dark Pools

Plunge Protection
Teams

Sovereign Funds
  Commercial Banks

Electric Power
Producion
& Distribution
Companies

Oil&Gas
  Treasury
Engines

Liquitidy
Engines

Clearing
houses
  Invest. Banks

Hedge Funds
  Asset Management
Companies

Wealth management
Companies

Family Offices
                     
Event Driven
                   
 
Liquidity Aware
                   
 

Trading Modules

                   
 

Anti Disruption

                   
 
Anti Infiltration
                   
 

Collaborative

         


       
 

Predatory

                 

 

 

 


Algo Deployment by Users Class

    Dark Pools

Plunge Protection
Teams

Sovereign Funds
 
Commercial Banks

Electric Power
Producion
& Distribution
Companies

Oil&Gas
  Treasury
Engines

Liquitidy
Engines

Clearing
houses

  Invest. Banks

Hedge Funds
  Asset Management
Companies

Wealth management
Companies

Family Offices
                     


Algo Clusters
Deployment:






 

Specific
UAT

Setup time
1 month

after NDA signature

 

Specific
UAT

Setup time
2 weeks

after NDA signature

  Specific
UAT

Setup time
1 month

after NDA signature
 

Standard
UAT

Setup time
2 weeks

after NDA signature

 

Standard
UAT

Setup time
48 hours

after NDA signature

 

Distribution:
Signal Repeaters




 

Colocated

 

Remote

 

Colocated

 

Remote

 

Remote

                     

Expected  Volume
[signals/day]

 

[restricted]

 

[restricted]

 

[restricted]

 

[restricted]

 

40

                     

Virtual Machines
needed

 

[restricted]

 

[restricted]

 

[restricted]

 

[restricted]

 

6

                     

Physical Machines
needed

 

[restricted]

 

[restricted]

 

[restricted]

 

[restricted]

 

[restricted]

  


Link to the old Algos page prior to 2016 algo re-classification
[...Read at own risk...]