TITIAN Global Investments LLP : TITIAN Pattern Recognition Program

Summary

TITIAN Global Investments is a technology and trading firm that develops and utilizes artificial intelligence, machine learning based technologies for predicting the short term (24 hour) behavior of prices.

Investment Strategy

The TITIAN Pattern Recognition Program (TPRP) trades 21 of the most liquid global futures markets in bonds, currencies, equities and commodities. Each market is traded independently by a separate set of 20 systems with a 24 hour trading horizon. The TPRP is 100% systematic. All positions are implemented via exchange traded financial and commodity futures. The execution is 100% electronic. The Program does not rely on favourable conditions in any particular market or on any large or established trend as its systems zoom in on frequent, short-term market movements. The systems are fully self-learning and auto-adaptive: every day our systems self-generate 50,000 new predictive algorithms, together with a unique combination of data inputs and system parameters, based on their assessment of the evolving characteristics of each underlying market. Every day the program utilizes 440 new predictive daily algorithms (20 for each market) from the set of 50,000 new, self-generated algorithms. The Program is available as a managed account or as an offshore fund.

Risk Management

Our risk management strategy is undertaken at both trading system level and at portfolio/program level. At the system level, all the systems have been tested on over 20 years of daily data (over 2 million trading signals) and 24 months of live trading (200,000 trading signals). Each market is traded independently by a specific set of systems. This minimizes the risk of program failure and results in very low intra-program correlation, even between systems trading highly correlated assets. Our systems are truly self-learning and adaptive, as they are able to alter their own internal structure every 24 hours as a function of the changes in market behavior they observe, resulting in very low system degradation and curve-fitting risk. At the portfolio/program level, the TPRP is diversified across 4 asset classes, 21 highly liquid markets traded at different times over 24 hours and 440 daily trading strategies which are self-generated every day.