Quantitative trading research
Systematic strategies for currencies and commodities.
Algorithmic Sciences is a quantitative trading firm founded on pragmatism and a strict, analytical approach to trading strategy development.
“Any scientific statement is objective only to the extent that it has mathematics in it.”
Strategy licensing
Exclusive and non-exclusive licences for portfolios of uncorrelated trading systems in currency and commodity futures.
Research you can check
Every backtest is shown at one contract, with costs included and no position sizing, stops or trailing exits to flatter the result.
Execution and monitoring
Execution infrastructure, monitoring and reporting for MultiCharts and TradeStation, and a risk switch that turns strategies off when they misbehave.
How we work
Evidence first
An idea earns capital only after it survives out-of-sample data it has never seen.
Simple beats clever
Few parameters, small optimisation spaces and exits that cannot hide curve fitting.
Small footprint
Our clients reach liquidity and execute while keeping their anonymity and their market impact low.
Read what we read
Our library collects the research papers behind our methods, from the Kelly criterion to data-mining bias in backtests.