OneLogic ALATRA - Trading Strategies - statistical analysis techniques, portfolio optimisation approaches and forecasting

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Overview

We apply cutting-edge statistical analysis techniques, portfolio optimisation approaches and forecasting methodologies to large-scale global financial data. The results are will be accessible 24/7 through a simple portal and are presented in various formats, from numbers and charts to figures.


We implement leading academic research and apply it to huge datasets which we gather, clean and normalise.


Through our scalable and resilient platform, we provide our customers with direct access to modern research implemented by a talented team of people with strong scientific backgrounds ranging from statistics to physics and mathematics.


The ALATRA platform is infused with cutting-edge, innovative algorithms that can help traders and investors make the best decisions possible and unearth opportunities might otherwise be missed.

Key Features

The ALATRA Platform offers a host of valuable features:


The Regime tab:
- We apply regime detection algorithms for the leading global indices. Highlight past regimes and forecast future trends
Data: TR market prices

The Sentiment tab:
- We consume ALASA sentiment values, weight and aggregate the information and present selected and relevant scores. These could cover e.g.
o a 15-minute FTSE100 score
o European sector sentiment
o Global sector entry and exit signals
o A 15-minute global indices sentiment
o Sentiment of selected stocks (sentiment value is time-adjusted and weighted by source)

The Correlation tab:
- Compute and present correlations between selected assets, indices and alternative datasets

The Statistics tab:
- Provides information (expectation, volatility, Sharpe ratio, Sortino ratio, beta, Drawdown, etc) on selectable assets and indices

The Portfolio optimisation tab:
- Portfolio signals and trade information on pre-selected portfolios. Here, we control the asset universe and the optimisation methodologies.

The Behavioural finance tab:
- Presents information on economy and sector emotions, business cycles and investor mood and behaviour

Key Benefits

·The tool generates trading signals for the specified equity asset universe.

·The signal is presented to the customer in the form of optimal portfolio weights which can either be followed in its entirety or, alternatively can be used to complement existing decision-making processes.

·Every trading day (frequency can vary depending on customer requirements) the customer will receive the signal in the following format:

§Long X% of your fund in asset A

§Long Y% of your fund in asset B

§Short Z% of your fund in asset C, etc.