Investment

Strategy

Evolutiq’s Pred-X Model is an absolute return systematic directional multi asset class strategy. The Pred-X model is the proprietary in-house developed market prediction and simulation software of Evolutiq GmbH. It is built upon doctoral research on the applicability of ensemble methods to enhance option pricing models based on Lévy processes conducted by Oliver Steinki and was further enhanced by and combined with Peter Miko’s academic research in artificial intelligence. The strategy involves buying and selling various financial instruments based on an advanced combination scheme of state of the art Lévy process based market models, which predict daily market moves. The performance of the Pred-X Model is uncorrelated to traditional asset classes such as equities, commodities and fixed income.

Investment Approach

Summary

An advanced combination scheme of state of the art Lévy process based market models:

  • Trading system based on cutting-edge academic research
  • Ensembles of Lévy process based market models predict daily market moves
  • Current investment universe limited to futures on major equity indices, commodities, volatility, G 7 currency pairs and interest rates to ensure liquidity and low transaction costs
  • Performance uncorrelated to traditional asset classes such as equities, commodities and fixed income

Investment Approach

Details

A detailed description of our investment strategy can be found in the document below:
EVOLUTIQ Presentation