OUR INVESTMENT SOLUTIONS

AENAON SYSTEMATIC STRATEGIES

We offer a selection of investment strategies that trade the most liquid financial instruments across major exchanges and money markets around the globe: we focus on currencies, equities, government bonds and commodities in the spot and derivatives markets. They operate around the clock and their investment horizon is short to medium-term, allowing for maximized portfolio liquidity and dynamic risk mitigation.

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the end of each 12-month period while the Vanilla version never reinvests any yearly profits, which are available to be withdrawn or reallocated elsewhere.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

AENAON Syncro Currencies implements a systematic trading process on a basket of major currency pairs in the spot FX market. Through our research we have classified approximately 1,200 proprietary price patterns along with their unique statistical attributes, allowing us to trade the ones that present us with a clear statistical edge.

The signal generation model employs a set of pattern recognition algorithms that look for identifiable and repeatable price patterns across 3 different timeframes in order to produce high-confidence price forecasts.

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.

AENAON Syncro Equities

AENAON Syncro Equities implements a systematic trading process on the vast universe of the US cash equities markets. The strategy uses a speculative “pairs trading” investment methodology that looks for pairs of assets that historically have moved together and tries to exploit cases of relative mispricing.

More specifically, it assumes that a long-term pricing relationship exists between the two stocks and looks for occurrences when that relationship deviates from its long-term mean aiming to benefit from the eventual reconvergence of the phenomenon.

“Pairs trading” is a market-neutral trading strategy enabling investors to profit from virtually any market conditions: uptrend, downtrend, or sideways movement.

AENAON Syncro Diversified

AENAON Syncro Diversified uses a systematic approach that trades a multi-asset portfolio of US-listed Equities and major FX Currencies. A multi-asset strategy that combines different types of assets to create a more nimble and broadly diversified portfolio.

The strategy is a combination of a short-term volatility break-out driven system and a medium-term “pairs trading” model, both employing specific quantitative asset selection filters while applying strict risk management principles.

The combination of two different models that focus on different asset classes allows the Diversified strategy to deliver higher risk-adjusted returns while keeping its volatility and correlation figures at considerably low levels.

FACTS & FIGURES

3
Our systematic modules scan across 3 different timeframes to identify all the statistically favorable trading opportunities.
1000

We have identified and cataloged more than 1,000 unique price patterns along with their statistical data in our database.

5000
Our research universe includes more than 5,000 different financial instruments across all our systematic strategies.
AENAON SYSTEMATIC STRATEGIES

STRATEGY COMPARISON

  • Asset Classes
  • Risk Classification
  • Annualized Return
  • Annualized Volatility
  • Sharpe Ratio
  • Maximum Drawdown
  • Correlation to S&P 500
  • CURRENCIES Absolute Return
  • Currencies
  • Medium to High
  • 18.98%
  • 13.37%
  • 1.42
  • 12.08%
  • -0.13
  • FundPeak factsheet
  • EQUITIES Absolute Return
  • Equities
  • Medium to High
  • 33.74%
  • 22.12%
  • 1.53
  • 14.22%
  • -0.04
  • FundPeak factsheet
  • DIVERSIFIED Absolute Return
  • Currencies, Equities
  • Medium to High
  • 26.43%
  • 13.18%
  • 2.01
  • 7.34%
  • -0.10
  • FundPeak factsheet
  • DIVERSIFIED Vanilla***
  • Currencies, Equities
  • Medium
  • 18.68%
  • 9.16%
  • 2.04
  • 4.35%
  • -0.09
  • FundPeak factsheet

data accurate as of the end of March 2022.

*, **, ***: please note that the difference between the Absolute Return and Vanilla 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.

GET IN TOUCH

Are you a Private Investor an Asset Allocator a Family Office Manager ?

Do you want to know more about our systematic strategies, their historical performance or how you can benefit from our services? Don’t hesitate to reach out to us and the appropriate member of our team will respond to your inquiry immediately.

+30 210 5779 238

14-20 Vassileos Alexandrou, Peristeri, Athens, Greece

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    AENAON is a technology-driven investment research company. For the past 10 years, we have been committed to systematic alpha generation, investment research and system development.

    Our systematic strategies support a variety of portfolio management solutions and are suitable to the key investment themes of our time: superior risk-adjusted returns, non-correlation and consistency.
    Contact Information
    14-20 Vassileos Alexandrou, Peristeri, Athens, Greece
    +30 210 5779 238
    +44 203 76 903 98
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