Strategy Catalogue
18 Strategies. Real Results.
Every strategy is built through the portfolio construction engine, backtested against 10+ years of real market history with quarterly rebalancing and transaction costs modeled. No hypothetical returns. No look-ahead bias. Fully deterministic and reproducible.
Quants — Core Multi-Asset
World portfolios spanning 34 ETFs across equities, bonds, commodities, and real assets. Each strategy uses a different optimization engine targeting a specific risk-return objective. Backtested from January 2016.
Vectors — Thematic Satellites
Concentrated portfolios investing in specific sectors and structural market trends. Designed to complement core allocations as satellite positions. Backtested from January 2021.
Methodology
All strategies use EWMA covariance estimation (λ=0.97) with a 504 trading day estimation window for core strategies and 378 days for satellites. Backtests are walk-forward with quarterly rebalancing on the last business day. Transaction costs are modeled at 10 basis points round-trip. Core strategies use Ledoit-Wolf OAS covariance shrinkage and James-Stein return shrinkage where return estimates are required. Results are deterministic — identical inputs produce identical outputs.
Metrics shown are indicative and may be approximate — live figures inside the platform reflect the latest daily pipeline run. Past performance does not guarantee future results. All figures shown are backtested results, not live trading performance.