KLV is a systematic momentum-based strategy. It is 100% automated and running in a co-located server inside an ISO 27001 data center.
The strategy trades in the Foreign Exchange and Commodity markets and aims to capture the volatility interrelationships between the different currencies of the main economies and precious metals.
It trades with a fixed risk target of 6.5% monthly VaR (95%).
KLV is currently listed and available in the Darwin Exchange.
Data is at the core of our business. From model research and conceptualization to enhanced risk management, our firm consumes vast amounts of data to increase the robustness of the critical decision making and strategy development processes.
It is nearly impossible to predict which asset class or particular strategy will perform the best on a given year on a consistent basis. That’s why diversification makes sense and helps us improve risk-adjusted returns.
Excellent trading execution is crucial in order to minimize slippage and market impact. We are constantly seeking to maximise the quality of execution, which helps minimizing again invisible costs for the investors.
One of the few certain things we have in trading are costs. They compound over time and can easily add significant drags on returns if they are not taken seriously. Our systems always ask themselves this question before sending a trade:
Is the trade’s expected return and diversification benefits worth its cost?
Years Track Record
Behind our work
We are a quant trading firm that use mathematical and statistical methods together with financial expertise, social sciences and an historical perspective to create systematic trading models.
Our main goal is to provide investors with investment vehicles uncorrelated to the global economy and within an absolute return mandate.
We use a multidisciplinary approach combining statistics, data science and computer sciences with a social and historical vision together with extensive financial expertise.
This allows us to combine different points of view for more robust hypothesis formalization which results in an innovative approach when creating new investment strategies.
All our technology is developed in-house, and our team has created a number of tools that allow us to be very agile in researching, testing and implementing new ideas.
We continuously invest in improving our systems, technology and infrastructure. This combination allows us to considerably reduce the time from idea to market and control our operations while providing high levels of security and redundancy.
Our firm’s portfolio is constantly monitored by our proprietary risk management engine.
This is a vital part of the firm-wide framework that supervises all trading activity and closely monitors strategy and portfolio-level risk levels, taking action when it is needed and adapting to market conditions.
The risk management engine is supervised by the Portfolio Managers.
We are completely committed to being a carbon-neutral company.
That’s why all our infrastructure is hosted in a data center exclusively powered by renewable hydroelectric power and equipped with the latest and most energy-efficient hardware.
The same principle applies to our offices – we run only on renewable energy and have the highest energy efficiency standards.
Over the Years
Our firm was born in 2018 with the passion and ambition of two partners to design quantitative strategies to trade the global financial markets.
Research, Data & Technology Setup
We started building the tools and technology stack to support our research operations and data needs. Also, we started the research of a low frequency momentum-based strategy.
Launch of KLG
This was the year when we finally launched KLG, our first strategy in the Darwin Exchange.
Update of the Core Framework
During the course of 2021 we made major improvements of our core trading framework. Mostly centered around improving trading execution and task automation.
Launch of KLV
All the work and major improvements from 2021 ended up with the launch of KLV, an improved version of KLG.
Martí is a quantitative researcher and the Portfolio Manager of the firm. He has an electrical engineering background and his experience comprises systematic trading in Foreign Exchange, Commodity, Equity and Cryptocurrency markets. He has also provided consulting services for the buy and sell side.
Alex is an analyst and the firm’s Business Developer. He holds a degree in History and Archaeology and his experience in the corporate sector and his historical economic knowledge enables him to build the firm’s core Macro models.
Alain is the Tech Lead of the firm. He is in charge of the firm-wide IT infrastructure and the research and development of proprietary tools and technology. He holds a degree in Electrical Engineering and MSc in Robotics, AI and Automation. Alain has extensive experience in IT leadership and team management, having worked on financial technology projects for the sell side.
Marek assists the firm with the critical decision-making processes. He is a former management consultant who spent the past 10 years being an active venture capital investor. He co-founded an investment company focusing on early stage startups that made investments in Europe and USA in a broad range of industries. When he is not involved in venture building he works with founders supporting them in strategic decision making and fundraising.
GET IN TOUCH
If you have any questions about our strategy or any other issue, please do not hesitate to contact our team.