What Algoriam does

Algoriam develops, tests and publishes systematic trading algorithms. Every strategy is tested on data the model has never seen, then put under observation, and its results stay public, including when they get worse.

MARKETS

Energy futures (TTF gas, WTI and Brent crude, RBOB gasoline, heating oil), gold, US equity indices (S&P 500, Nasdaq 100) and EUR/USD. On top of these there is a library of proprietary strategies, identified by anonymous codes (ALG-…), and a few model portfolios built on alternative data.

WHAT WE PUBLISH

• Equity and metrics for every strategy over the full history.
• Current position and the complete trade log.
• The method used to build and validate the strategies.
• The reporting standard: how every figure is computed.

WHAT WE DO NOT DO

We do not manage money, we do not execute orders on behalf of others and we do not give personalised advice. Published figures are records of how the strategies behaved, not forecasts.

CONTACT

For questions about the research or to request access to the private area: write to us.