Frequently Asked Questions
Roger Parkinson
Co-Founder and Technology Lead
- Co-Founder and Technology Lead with 25 years of experience in data science at GE Capital, Bank of America, Wells Fargo, and Event Horizon Partners.
- Prior to his career in applied financial data science, Roger served in US Special Forces and Military Intelligence.
- He is passionate about leveraging cutting-edge technology to solve complex problems and enjoys the challenge of creating systems that can continuously evolve and improve.
Brad Parkinson
Co-Founder and Operations Lead
- Co-Founder and Operations Lead with 21 years of experience at Wells Fargo and JP Morgan, focusing on system stability and innovative trading strategies.
- Brad’s deep curiosity and relentless drive for innovation have shaped his career in financial services. He thrives on optimizing operations and ensuring that the systems we build are not only stable but also capable of adapting to new challenges.
- Maximize the diversity of non-correlated systems and instruments
- Maximize alpha generation
- Optimize beta for balanced returns
- Minimize overall portfolio volatility
- The success of quant funds like Renaissance, Citadel, and Millennium demonstrates that consistent alpha with reduced volatility is achievable. We focus on building efficient data science pipelines that continuously adapt to the market and improve system performance.
- Our latest model release in April 2024 has shown consistent returns in both rising and falling markets, with results aligning closely with the data used for training. We believe this marks a significant phase transition for our quant factory.
- Further develop our trading models for increased alpha and optimized beta
- Explore new and existing markets
- Increase AUM as performance enhances capacity
- Creating a stable trading environment with real-time monitoring and notifications to ensure maximum uptime.
- Decoupling all trading models to reduce signal duplication.
- Reviewing risk allocation daily and updating allocation percentages weekly to ensure optimized growth and capital preservation.
Risk Disclosure: Futures and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.