TREC – ALGORITHMIC TRADING MODEL

TREC is designed for systematic creation of wealth on a large scale and requires significant risk capital, good trading skills and smartness. Expected users are Proprietary Houses, Fund Managers, CTAs, professional traders, large investors or institutions.

What TREC model tries to accomplish at any time is the maximization of the performance by answering questions “WHAT?” and “WHEN?”, while the absolute risk is to be calibrated by the trader, based on his/her risk management and portfolio management rules and style.

TREC is a portfolio of overlaid short and medium frequency model instances with very small correlation between each other.

One model instance is a strategy itself with the same low number of rules across all family of TREC instances, but with its unique set of input values.

  Strong Background

    • Evolved methodology
    • Technologically advanced tools
    • Reliable Market Data
    • Systematic or quantitative approach
    • Team with excellent track record
    • Live traded Trend following System with great performance

  Robust and scalable Trading Model

    • One algorithmic model trades 14 instruments
    • One algorithmic model trades 27 time frames
    • Every instrument trades with 5 to more than 150 overlaid algorithm instances (totally more then 800 instances)
    • Low correlation between model instances and instruments
    • Trade holding time vary from several minutes to few days

Potential TREC MODEL buyers:

  • Proprietary trading groups
  • CTAs
  • Hedge funds
  • Institutions
  • Professional traders

WHY?

Everything we do we believe in challenging the market participant behavior.

We believe in thinking differently, by developing our own proprietary systems and navigating away from crowded trades.

HOW?

By making our algorithmic model as simple as possible, but not simpler;
By constantly evolving algorithmic model development processes;
By never questioning our emphasis on risk management.

WHAT?

Following our believes and focusing on everyday tasks we have developed robust and lasting multilayer algorithmic model TREC.

TREC model delivers crisis alpha

Whether you trade stock index, commodity, currency or interest rate futures, TREC model is adaptable, liquid, systematic and void of long equity bias making it less susceptible to the trap which almost all investors fall into during an equity crisis.

Following the onset of a market crisis, TREC will be one of the select (few) strategies which are able to adapt to take advantage of the persistent trends across the wide range of asset classes it trades in delivering crisis alpha to their investors.

Follow this link to see TREC performance in details→