We come from a background of professional fund management and have traded significant funds across multiple assets over many years. We, therefore, start by using this knowledge to begin crafting strategies.
We have multiple 'super' computers to help us draw in up to 15 years of tick data, which we analyse extensively. We have developed a proprietary framework that we use to build our strategies; we feed this into advanced software, which helps us develop and test each strategy.
We then conduct robustness testing. In-sample, out-of-sample, scenario simulations, volatility simulation, we randomise the trades, we use Monte Carlo analysis, we conduct walk-forward testing and use 3D matrix testing. We will also consider correlation and returns in consideration of risk.
We then, as professionals, review the strategies that have passed our rigorous testing and choose the strategies to be passed to our analysts to recheck based on different what-if and money management scenarios. Again, with an experienced eye, we then shortlist these to move to live testing.
Once these have passed the extensive criteria, we set, and the metrics in live tests match the backtest, we will then make them available to trade. We often will test many millions of different trade strategies per asset to find just one trade that successfully passes and is made available to you.
You can see the difference as to why our strategies might be more reliable than others.