Rigorous science, applied to investing.
AlgoEagle develops quantitative investment strategies with proprietary backtesting software that combines financial machine learning and econometrics.
Four ideas behind every strategy.
Scientific method first
We believe overperformance can only be pursued through a rigorous scientific method.
Machine learning and econometrics
Financial machine learning and econometrics work together in the same proprietary backtesting software.
Evidence, not promises
Forecasts come with backtesting results and live trading performance.
A monthly discipline
Market forecasts and portfolio optimization follow a monthly cycle.
Transparent reporting.
When we show performance, we show it together with its risk. Every strategy is presented with the same four indicators.
Total return
The change in value over the period shown.
Volatility
How much returns fluctuate, on an annual basis.
Sharpe
Return relative to the risk taken, with the risk-free rate used stated alongside.
Max drawdown
The largest fall from a peak to a subsequent low.
Past performance is not indicative of future results.
One method, three services.
The same method supports market research, risk management and portfolio optimization for institutional investors.
Contact us about your investment strategy.
Write to us for a presentation of our research, risk management and portfolio optimization services.
- OfficeVia Delle Aie 8, 6900 Lugano, Ticino, Switzerland
- Emailinfo@algoeagle.com
- Phone+41 766513807