Our systematic strategies are deployed in two different “versions”: the Absolute Return and Vanilla return profiles. Quite simply, the difference between these profiles is that the Absolute Return version applies a simple, yearly reinvestment of profits at the end of each 12-month period while the Vanilla version never reinvests any yearly profits, which are available to be withdrawn or reallocated elsewhere.
AENAON Syncro Currencies, our flagship investment strategy, implements a systematic trading process on a diversified basket of major currency pairs in the spot FX market.
Prior to trade execution, our alpha discovery models utilize a variety of supervised and unsupervised Machine Learning algorithms to produce the most accurate forecasts possible. Central to this approach is the use of Artificial Neural Networks, which mimic the way the human brain functions.
The model sets firm risk parameters, with the objective to limit losses on a per-trade basis while allowing the system to profit from short-term price movements.