Algalon Capital Symbol

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.

Fund Strategies Setup

Investment sprints operates on 1 month cycle (or shorter) — evaluating past results and setting new targets to optimize performance

  • Collateral
  • Static Positions
  • Options
  • Futures
  • Algo Parameters
  • Execution Parameters

on various exchanges:

Input
Fund Strategies Setup
Matrix of portfolio changes dependent on the market

Optimal portfolio structure = Best portfolio performance results based on all possible changes

Updated ML-models with new data and backtest parameters

New parameters for Algos and Execution for next Investment Sprint

Algorithm and Discretionary Decision Split

Human

Quant Model

Output

  • Distribution between strategies
  • Static parameters
Robot

Static Positions

  • Execution
  • Rebalancing

Machine Learning Algo

  • Execution
  • Decision making

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)

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.

Algalon StrategyETH PriceBTC PriceBloomberg Galaxy Crypto Index
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Algalon Ventures Symbol

Algalon Data Labs

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.

Data Warehouse

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

Algalon Data Warehouse

We keep Bitcoin and Ethereum nodes up in-house to parse blockchain data, including transaction history and smart contract execution metadata. Storage in-house helps us to track big movements and events happening in blockchain and to react accordingly.

For the needs of our trading algorithms, it is equally important to track and instantly interpret the movements of tokens between wallets via custom analytical samples. It gives us the ability to look extensively at the financial markets keeping note of all processes, from high-frequency trading to arbitrage. Readily available data is the essential need.

Algalon Infrastructure Components

Trading Infrastructure

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.