We seek to generate consistent alpha using proprietary infrastructure for algorithmic trading best equipped to exploit volatility of digital assets and market inefficiencies.
Algalon Capital implements two quantitative strategies of a particular type:
Directional «risk-on» or «risk-off» trading signals made by relatively simple machine learning algorithms help us to execute discretionary investment strategies in an aggressive or passive way depending on the current market conditions.
Long Volatility strategy is when we enter into option positions that are long volatility whereby if volatility increases, we would be expecting to outperform.
We trade BTC/USD(T), ETH/USD(T) and ETH/BTC, as well as it’s derivative contracts (futures, options) on various exchanges.
Investment sprints operates on 1 month cycle (or shorter) — evaluating past results and setting new targets to optimize performance
With the help of various static positions and options contracts, we have set up our risk-profile to limit USD-measured loss by 20%/year, even in the case of the dramatic dropdown of BTC price.
Algalon Model Returns Profile (1 year)
We rigorously backtested our algorithms on a market data available within the last 12 months. Since December 2018 the strategies are running live.
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Our team relies on scientific approach to managing digital assets. To provide our mathematicians, quants and data-scientists with professional-grade tools — the infrastructure and data, we’ve been investing heavily in R&D.
The lack of suitable solutions for data collection prompted us to store all the market numbers on our servers. That temporary tool grew into what we call now the Data Warehouse. We have created data cluster for collecting, recording and long-term storage of the real-time crypto markets data.
Real-time data harvested and recorded about more than 3,000 crypto instruments from 22 crypto-exchanges
A proprietary cost-effective infrastructure has been built over the last 12 months. It helps to establish a secure trading environment and fund protection to eliminate risks of potential hacks and malicious behavior.