Modelling
Interpreting
Executing
Quant-driven, Deep-Tech Trading Institution
Our deep-tech trinity consists of machine learning, deep learning and artificial intelligence. This quantitative trinity enables us to model real-time data derived from our ecosystem where human traders (users) function as indicators, ultimately defining our edge. Cypher executes both discretionary and algorithmic strategies based on our proprietary model's Confidence.
Plotting Data
Building
Turning Real-Time Trading
Into Our Real-Time Edge
Quantitative interpretation of real-time data points combined with algorithmic execution.
Subject
Chameleon
Anomaly
{
"tail_risk": "analysing",
"multi_asset": "analysing",
"probability": "unknown",
"model_certainty": "building",
"volatility_index": "unknown"
},
"volatility_index": 18.5,
"moving_average_convergence_divergence": {
"macd_value": 1.2,
"signal_line": 0.9,
"status": "bullish"
},
"relative_strength_index": 62,
"price_to_earnings_ratio": 22.3,
"beta_coefficient": 1.1,
"dividend_yield": 2.5,
"liquidity_risk": "low",
"market_sentiment": "neutral",
"status": "extracted",
"datasource": "real-time",
"execution": "immediate"
}
{
"tail_risk": "analysing",
"multi_asset": "analysing",
"probability": "unknown",
"model_certainty": "building",
"volatility_index": "unknown"
},
"volatility_index": 18.5,
"moving_average_convergence_divergence": {
"macd_value": 1.2,
"signal_line": 0.9,
"status": "bullish"
},
"relative_strength_index": 62,
"price_to_earnings_ratio": 22.3,
"beta_coefficient": 1.1,
"dividend_yield": 2.5,
"liquidity_risk": "low",
"market_sentiment": "neutral",
"status": "extracted",
"datasource": "real-time",
"execution": "immediate"
}
{
"tail_risk": “random”,
"multi_asset": “yes”,
"probability": "0,1",
"output": "chameleon",
"volatility_index": "30%"
},
"volatility_index": 18.5,
"moving_average_convergence_divergence": {
"macd_value": 1.2,
"signal_line": 0.9,
"status": "bullish"
},
"relative_strength_index": 62,
"price_to_earnings_ratio": 22.3,
"beta_coefficient": 1.1,
"dividend_yield": 2.5,
"liquidity_risk": "low",
"market_sentiment": "neutral",
"status": "extracted",
"datasource": "real-time",
"execution": "immediate"
}
{
"tail_risk": “random”,
"multi_asset": “yes”,
"probability": "0,1",
"output": "chameleon",
"volatility_index": "30%"
},
"volatility_index": 18.5,
"moving_average_convergence_divergence": {
"macd_value": 1.2,
"signal_line": 0.9,
"status": "bullish"
},
"relative_strength_index": 62,
"price_to_earnings_ratio": 22.3,
"beta_coefficient": 1.1,
"dividend_yield": 2.5,
"liquidity_risk": "low",
"market_sentiment": "neutral",
"status": "extracted",
"datasource": "real-time",
"execution": "immediate"
}
{
"tail_risk": "none",
"multi_asset_correlation": "safe",
"max_drawdown_periodically": {
"probability": 1,
"output": "anomaly",
"model_certainty": 90
},
"volatility_index": 18.5,
"moving_average_convergence_divergence": {
"macd_value": 1.2,
"signal_line": 0.9,
"status": "bullish"
},
"relative_strength_index": 62,
"price_to_earnings_ratio": 22.3,
"beta_coefficient": 1.1,
"dividend_yield": 2.5,
"liquidity_risk": "low",
"market_sentiment": "neutral",
"status": "extracted",
"datasource": "real-time",
"execution": "immediate"
}
{
"tail_risk": "none",
"multi_asset_correlation": "safe",
"max_drawdown_periodically": {
"probability": 1,
"output": "anomaly",
"model_certainty": 90
},
"volatility_index": 18.5,
"moving_average_convergence_divergence": {
"macd_value": 1.2,
"signal_line": 0.9,
"status": "bullish"
},
"relative_strength_index": 62,
"price_to_earnings_ratio": 22.3,
"beta_coefficient": 1.1,
"dividend_yield": 2.5,
"liquidity_risk": "low",
"market_sentiment": "neutral",
"status": "extracted",
"datasource": "real-time",
"execution": "immediate"
}
Real-Time Data Interpretation & Real-Time Execution
Seamlessly Executing Our Statistical Edge.
Executional Strategies
Cypher executes a variety of proprietary discretionary and systematic strategies.
ID 234224
Range
Performance: +23%
Anomaly
ID 432549
Volatility
Performance: +14%
Anomaly
ID 981343
Sector
Performance: +11%
Anomaly
ID 281029
Pattern
Performance: +18%
Anomaly
ID 290521
Swing
Performance: +9%
Anomaly
ID 969764
Contrarian
Performance: +33%
Anomaly
ID 303101
Mean
Performance: +16%
Anomaly
ID 328436
Momentum
Performance: +15%
Anomaly
ID 836441
Scalping
Performance: +27%
Anomaly
Conformance
Total Exposure
$49,745,882.62
Last Quarter
Total Profit
$3,233,942.22
Avg. Monthly
+6.5%
Best Performing
> Quantitative
Code Owner
Allocation
KEY FACTORS - BIAS REMOVED
Sentiment
Seasonality
55%
Quantitative
Trading
33%
Dealing Desk
12%
Discretionary
Modelling
Cypher LLC, Nevis, West Indies
tail risk
alpha
sharpe ratio
AON order
arbitrageur
null hypothesis
Dickey Fuller
ADTV
Brownian Motion
Butterfly spread
Decision trees
ECN
Generalized Autoregressive Conditional Heteroskedasticity
Γ(y)
Granger Causality
market microstructure
z-score