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Unconventional thinking with a systematic approach.

OUR APPROACH:

CUTTING EDGE

FINANCIAL

RESEARCH

FINANCIAL

RESEARCH

Our Strategy

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.

KLV

Our Investment

PRINCIPLES

DATA DRIVEN

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.

DIVERSIFICATION

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.

EXECUTION

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.

COST EFFICIENCY

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?

Founded

Years Track Record

Sharpe Ratio

%

Annualized Return

%

Maximum Drawdown

The Pillars

Behind our work

01

Commitment

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.

02

Philosophy

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.

03

Proprietary Technology

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.

04

Risk Management

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.

05

Sustainability

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.

Our Story

Over the Years

^
2018

Founded

Our firm was born in 2018 with the passion and ambition of two partners to design quantitative strategies to trade the global financial markets.

^
2019

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.

^
2020

Launch of KLG

This was the year when we finally launched KLG, our first strategy in the Darwin Exchange.

^
2021

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.

^
2022

Launch of KLV

All the work and major improvenents from 2021 ended up with the launch of KLV, an improved version of KLG.

Meet

our team

Martí Castany

Co-Founder

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 Alcocer

Co-Founder

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.

Contact

GET IN TOUCH

If you have any questions about our strategy or any other issue, please do not hesitate to contact our team.

Office Hours

Mon-Fri: 9am – 6pm
Sat-Sun: Closed

Find Us