Strategies
Signum’s experts know that the markets are ever evolving; to stay competitive your trading strategies need to be too. Our team mines daily summary and intraday data from our real-time signals to create and refine derived trading strategies.
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Signum’s team built three alpha strategies derived from aggregating the iceberg trades as detected by the real-time signal Liquidity Lamp; this end-of-day summary data is known as Liquidity Lamp Summary (LLS). LLS data is the main feature in our three alphas, namely: Diesel-1, Diesel-2, and Octane.
Diesel-1: An absolute return long/short strategy that trades the individual stocks of the S&P 500. It is a defensive strategy that does very well during market downturns with limited upside participation during bull markets.
Diesel-2: A long/short strategy with concentrated positions of high conviction predictions from the Russell 3000 universe. The strategy uses a machine learning model similar to DIESEL 1.0 where the threshold for selection is higher and universe of symbols wider.
Octane: A market timing strategy that trades the S&P 500 Index ETF, SPY. It uses the Liquidity Lamp Summary data as the sole input to a machine learning model that aggregates the iceberg trading behavior of the constituents of the index.
Click here to learn more about Octane and its companion strategy, Diesel.
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