Mandates modeled after sovereign wealth funds, elite hedge funds, and world-renowned asset allocators, enhanced with proprietary valuation frameworks, multi-layered entry targets, and powered by automated AI execution engines.
A human analyst holds a handful of variables at once and holds them well. The market moves on thousands, continuously, across every asset class at the same time, and it does not pause while anyone catches up.
The harder problem was never speed, though. It was consistency. Sizing the position before conviction arrives. Cutting when the thesis breaks rather than when the pain does.
Our systems read that surface without stopping. They weigh what they see against everything they have seen before, and they place trades on risk that was defined in advance, not negotiated in the moment.
They do not get tired, they do not get proud, and they do not need to be right about the next trade to be right about the next four hundred. That is the whole argument.
Index funds, mutual funds, and most asset managers are obliged to put capital to work on a schedule. Money arrives, money goes in, whatever the price on the screen that morning. Nothing in the structure asks whether this is a good moment, so the same asset gets bought at the top with exactly the discipline it gets bought at the bottom, and every one of those purchases is averaged into the cost basis the investor actually owns.
Proprietary models that price the asset before we price the trade, so an entry has to clear a level rather than a date.
The engine reads the surface without pause and says when the evidence is there, and just as often, when it is not.
Size, timing, and the level at which a position stops being worth holding, all fixed before entry rather than argued after it.
The portfolio is the thesis. The cost basis is the edge.
Price, volatility, liquidity, macro, and cross-asset flow, streamed without pause across global markets.
Models surface statistically grounded edges and adapt as regimes shift, far past human bandwidth.
Entries and exits with risk defined per position, executed around the clock, free of emotion or fatigue.
Every position, every fill, visible in your own platform. Nothing is netted, summarised, or hidden.
Global indices and single names with the liquidity to absorb a systematic book. Where regime shifts show up before they show up anywhere else.
Index, rates, energy, and metals contracts. Where leverage is explicit, expiry is fixed, and disciplined sizing does most of the work.
Majors, minors, and the crosses that carry the macro. The deepest, most continuous market there is, and the one the engine reads first.
Majors and the liquid alt complex. The market that never closes, which is precisely where a machine has the largest edge over a desk.
Long-horizon books modelled on how the great allocators actually hold markets. These are portfolios to be held and rebalanced, not traded, with our valuation and execution layer deciding where capital enters.
Hold the market broadly, stay rules-bound, and rebalance rather than trade. The discipline that lets a state fund compound for decades, applied to a book a fraction of the size. Patience as a policy rather than a preference.
Allocate across the four regime quadrants so the book always holds something suited to the state the economy is actually in, rather than betting the whole allocation on the one everybody expects.
The real-asset sleeve, held systematically rather than traded. It is the part of the book built to hold its value when the paper part of it will not.
Register interest →The fixed income leg of the sovereign model. Duration and credit held to a written policy rather than traded around, sized to be the ballast the equity book cannot be. Where the Cores go defensive, this is what they go into.
Where the mandates hold, these act. The futures and foreign exchange books are live on real capital with verified records, each one backtested and then run on company money before anyone else could touch it.
The index futures mandate, traded on the Nasdaq 100 contract and its micro. Leverage is explicit, expiry is fixed, and position sizing does most of the work.
Built for a market that never closes and never sleeps off a move. Highest volatility of the book, sized down accordingly rather than run hot.
The gold mandate. Concentrated where the engine has its longest live history and its tightest risk envelope.
A pure currency mandate reading the majors and the crosses that carry the macro, with risk fixed before entry.
A weighted blend across the currency systems, rebalanced as regimes turn. For allocators who want the whole FX engine rather than one mandate.
The aggressive gold mandate. Takes directional risk the Gold Portfolio will not, and is sized for allocators who want the tail rather than the core.
Each mandate ships a full sheet: strategy terms, exposure, the risk framework, drawdown history, and the live account the record was produced in. Written for an investment committee to interrogate.
Live records publish straight from the trading account to an independent verification service. The figures are read from the broker, so they are never ours to restate or reframe.
Specialist third-party accountants who work in systematic trading, not generalists meeting it for the first time. They review the books and the reporting that sits behind every sheet.
Full tear sheets and verification references are released under application
Ordered by the risk each mandate is built to carry, not by what it returned last quarter. Further right means more volatility accepted in exchange for more upside. Nothing here is a promise of either.
Run alongside the existing book rather than in place of it, sized to whatever share of the mandate you decide.
The engine runs inside your own environment, with your execution and your risk limits wrapped around it.
Open or connect a brokerage account in your own name and the systems trade inside it. Nothing is pooled.
There is no portal to learn, no signal to act on, and no trade for you to place. Once your brokerage account is connected to our engines, execution is automatic and continuous, and you watch it happen in the platform you already use.
Pick the portfolio that matches the risk you want to carry, from the conservative Cores through to the directional books. Blend more than one if that suits the allocation.
Open or link a brokerage account in your own name and grant trading authority only. Funding stays with you, withdrawal rights stay with you, and nothing is pooled.
Your account joins the live engine. Entries, sizing, and exits are placed automatically around the clock, on risk defined before each position is opened.
Opened in your name and funded by you. Trading authority only, revocable by you at any moment.
Reading every covered market without pause, scoring what repeats, and placing entries, sizing, and exits automatically.
Reporting is part of the mandate, not an add-on. Live positions, month-end statements, and your account measured against the system it tracks.
Trading authority only. The engines can open and close positions in your account. They cannot move a dollar out of it.
The strategy runs inside a brokerage account opened in your name, funded by you, withdrawable by you. We are never in the middle of it.
Your capital is not commingled with other clients or with ours. It sits in your account under your name.
Trading authority is not withdrawal authority. We can place and close positions. We cannot move funds.
You see the same positions, fills, and balances we do, in your own platform, at the same moment.
Research and explainers on how systematic strategies are allocated to, verified, and taken apart in diligence. No signals, no hype, and nothing that needs an account to read.
How institutions size systematic-strategy allocations: what family offices actually hold, drawdown-based sizing logic, and the practical 2–4% starting band.
Read → AccessFund LP units, an SMA, or a licensed strategy run in your own account — how allocators weigh custody, transparency, fees, and control across all three.
Read → DiligenceThe due-diligence checklist for licensing an external trading strategy: track-record verification, backtest interrogation, risk controls, and red flags.
Read → Family officesHow family offices use algorithmic trading to diversify, pursue uncorrelated returns, and keep capital in their own accounts with full transparency and no performance fees.
Read → RiskMaximum drawdown is the peak-to-trough loss that decides if your algo survives. Learn how it is calculated, the brutal recovery math, and how to size positions around it.
Read → Systematic trendWhy institutions allocate to managed futures and CTA trading: how systematic trend following delivers diversification, crisis alpha, and disciplined, rules-based risk control.
Read →One conversation covers the systems, the risk framework, and exactly how the engine trades inside an account that never leaves your name.
For allocators, family offices, and funds evaluating a systematic sleeve. We will send the mandate tear sheets ahead of the call.
info@algoalpha.co →Positions, fills, and balances sit in your own platform. The client portal carries statements and the monthly desk note.
terminal.algoalpha.co →