Our approach
STRICTLY SCIENTIFIC
PHILOSOPHy
Automated big data analysis and modern analytics are our value drivers. Nevertheless, we do not expect to achieve an above-average forecasting quality. For this reason, we manage our portfolio with a wide variety of strategies and a high number of statistically independent forecasts. To achieve this, our forecast period is short term.
We manage our portfolio on a market-neutral long/short basis.
We achieve substantial additional returns through sophisticated risk management and automated trading.
SCIENCE
Our strategy development process is based on rigorous research with an emphasis on risk management.
We then employ a strictly scientific process for evaluating trading strategies. No strategy is implemented on our platform until we have established its ability to consistently harvest market inefficiencies to generate profit.
This process gives us a constantly evolving set of short-term trading strategies that exploit different market behaviors across multiple liquid asset classes.
PARTNERSHIP
To further enhance our diversified portfolio of trading strategies, we partner with established quantitative portfolio managers who have proven strategies that are already in production. By putting them through our testing process, we are able to distill the very best trading tactics in the business. We then implement these validated strategies on our execution and risk management platform. This allows us to achieve the best possible risk adjusted returns with low correlation to other asset classes.
“Capital markets are ‘Big Data.’ However, collecting big data is not everything. the ability to do 'big research' is what makes the difference. VARUNA analyzes data at a scale and speed that would have been unthinkable just a few years ago. Technology and infrastructure have become the key drivers to achieving competitive advantage. Our digital advantage allows investors to capitalize on price movements that others cannot and achieve sustainable performance.”
— michael goldbacher - FOUNDER AND CEO
ADVANTAGES
RIGOROUS DATA-DRIVEN APPROACH
VARUNA combines sound financial insights and advanced statistical techniques to process a vast amount of price data.
RELENTLESS AUTOMATION
Our fully automated trading system—without human intervention—ensures non-emotional decision-making.
SYSTEMATIC TRADING STRATEGIES
We focus on systematic short-term trading strategies though all asset classes.
SOPHISTICATED RISK MANAGEMENT
We use advanced risk management techniques of the highest standard, as well as uncompromising risk monitoring procedures, to efficiently mitigate capital risk.
STATE-OF-THE-ART INFRASTRuCTURE
Our massively scalable, high-performance infrastructure lives within the environment of AWS.
objectivity
We design and test all systems using scientific methods to ensure objectivity.
