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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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Proven, Easy-to-Integrate Strategies

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.  

Use Cases

  1. Alpha Cloning

    Use the Diesel-1 strategy to predict the next day’s aggregate volume of reserve orders for individual stocks. Know institutional investors moves before the rest of the market.

  2. Downside Protection

    All of our strategies have a lower max drawdown than the S&P 500, providing significant protection against downturns in the market–while still outperforming the benchmark indices during bull markets.

     

  3. Tailored Strategies

    Exegy’s Signum allows you to blend Diesel and Octane, weighting it towards your preferred risk/return balance.

Getting Started

Our team tailors a solution to your firm’s needs.

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  1. Consultation

    An Exegy representative contacts you to discuss your needs and challenges.

  2. Requirements

    We help you determine the feeds and data delivery method you require, to begin formulating a solution plan.

     

  3. Vendor Planning

    Our experts work with industry-leading partners to find the right vendors for your system.

     

  4. Solution Review

    We present you with a comprehensive solution to best suit your needs.

     

  5. Rollout Timeline & Contract

    Our team crafts and sets up your custom solution, handing it over to your very own customer team provided by Exegy that will manage it for you.

     

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