Our Strategies

INVESTMENT SOLUTIONS

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end of each 12-month period while the Vanilla version never reinvests any yearly profits, which are available to be withdrawn or reallocated elsewhere.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

AENAON Syncro Equities

AENAON Syncro Equities uses a speculative investment strategy 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 that the time series of their price spread is stationary. If their spread deviates from its long-term mean by more than a pre-specified threshold, the system shorts the asset which is overpriced and goes long the relatively underpriced one. When the spread converges to its long-term mean the system exits the position, making a profit.

AENAON Syncro Diversified

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

The model is a short-term volatility break-out driven system with multiple filters that applies strict risk management principles, all of which have been thoroughly back-tested.

Facts & Figures

3
Our systematic modules scan across 3 different timeframes to identify all the statistically favorable trading opportunities.
500
Our research universe includes more than 500 different financial instruments across all our systematic strategies.
1000

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

Strategy Comparison

  • Asset Classes
  • Risk Classification
  • Annual. Rate of Return
  • Annualized Volatility
  • Sharpe Ratio
  • Max. Drawdown
  • Correlation to S&P 500
  • Syncro Currencies Absolute Return
  • Currencies
  • Medium to High
  • 18.78%
  • 13.46%
  • 1.42
  • 12.08%
  • -0.05
  • Syncro Currencies Vanilla
  • Currencies
  • Medium
  • 13.85%
  • 9.76%
  • 1.43
  • 8.10%
  • -0.10
  • Syncro Equities Absolute Return
  • Equities
  • Medium to High
  • 34.71%
  • 22.26%
  • 1.53
  • 14.22%
  • -0.04
  • Syncro Equities Vanilla
  • Equities
  • Medium
  • 22.78%
  • 14.62%
  • 1.53
  • 8.37%
  • -0.06
  • Syncro Diversified Absolute Return
  • Currencies, Equities
  • Medium to High
  • 26.82%
  • 13.28%
  • 2.01
  • 7.34%
  • -0.09
  • Syncro Diversified Vanilla
  • Currencies, Equities
  • Medium
  • 18.98%
  • 9.23%
  • 2.04
  • 4.35%
  • -0.09
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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