Automaton Trading LLC : Diversified

Summary

Automaton Trading LLC was created by Dr. Aistis Raudys and Thierry Rabut.

Dr. Aistis Raudys holds a Ph.D in artificial intelligence. He worked at Societe Generale internal quant hedge fund for three years. Prior to that, he was working at Deutsche Asset Management within their Portfolio Engineering Group. His expertise lies in quantitative finance, machine learning, neural networks and algorithmic trading.He also holds a B.Sc and M.Sc in software engineering and is fluent in C++, C# and Matlab. Aistis Raudys has been the portfolio manager of Algorithmic Trading Portfolio, a $13 million (as of Jan 1st 2018) managed futures hedge fund based in Europe. Automaton Trading LLC was conceived to offer Dr. Raudys' algorithms to US investors under a managed account format.

Investment Strategy

Our investment approach is based on the implementation of a portfolio of 100% systematic trading models. Models exploit short-term and intraday market inefficiencies and put more emphasis on strategy intelligence than speed. No HFT is involved in signal generation but HFT is used in execution engine to execute signals and minimise slippage. Program trades 30+ most liquid US and European futures including equity, metals, interest rate, agriculture, energy and currency markets. Signals are generated using a mix of technical mean reversion, trend following and seasonality models implemented using Artificial Intelligence methods. No typical long term trend following logic is involved. Long, short and flat positions can be held intraday and overnight. The strategy and its strict risk management are based on a clearly defined set of rules, adjusting the portfolio dynamically to changing market conditions. Final portfolio is composed of 40+ independent trading systems that seek to generate independent returns. Curve fitting in trading strategy and portfolio optimisation is minimised by using proprietary optimisation techniques that takes into account out-of-sample performance. Program targets 12% annualised volatility. Risk is monitored daily and can be adjusted to meet the target depending on market conditions.