EVOLUTIQ Launches CTA Strategy Based On Cutting-Edge Academic Research In Statistical Learning

FREIENBACH, Switzerland - June 9, 2015 - PRLog -- The Pred-X Model Strategy is the proprietary in-house developed market prediction and simulation algorithm of EVOLUTIQ, an independent investment manager that develops systematic investment strategies based on rigorous quantitative research.

Dr. Oliver Steinki, founding partner of EVOLUTIQ and CEO, said: “The science of learning plays a significant role in the fields of statistics, data mining and artificial intelligence. Using historical price data, we build various learner modules to predict future price distributions. A good module is one that accurately predicts such outcomes and has a relatively low correlation to other learner modules."

EVOLUTIQ’s Pred-X Model strategy is an absolute return, systematic directional multi-asset class CTA strategy. The strategy’s fully automated algorithm systematically analyzes historical return distributions of futures contracts to generate daily trade signals without human intervention.

The investment strategy is built upon scholarly research on the applicability of ensemble methods to enhance option pricing models based on Lévy processes conducted by Dr. Oliver Steinki and was further enhanced by and combined with Dr. Peter Miko’s academic research in artificial intelligence.

Dr. Miko, COO and Head of Research, explained: “Ensemble methods and statistical learning techniques are important elements in the field of artificial intelligence. Those methods can, especially when assembled in a smart way, be utilized to improve prediction accuracy.Applications in financial markets are numerous. For example, we combine various statistical learning methods based on Lévy processes to reduce bias and variance in return predictions."

“Utilizing cutting edge statistical learning techniques to formulate predictions is a more dynamic and statistically accurate approach to predict market moves in comparison with static methods based on the normal distribution assumption," said Dr. Steinki.

Dr. Steinki held numerous positions in the financial industry, including multi-asset-class derivatives trading at Stigma Partners, a systematic global macro house in Geneva, research at MSCI (Morgan Stanley Capital Intl.) and corporate banking with Commerzbank.From an entrepreneurial perspective, he has co-founded and invested in several successful start-ups in Germany, Switzerland, and the UK. Dr. Steinki is also an adjunct professor teaching algorithmic trading, portfolio management and financial analysis courses at IE Business School in Madrid and on the Hong Kong campus of Manchester Business School.

EVOLUITIQ’S team consists of five members with diverse academic backgrounds holding doctoral degrees in quantitative fields such as engineering, physics and mathematics.

EVOLUTIQ GmbH is a privately held, independent investment manager with a quantitative, research-driven investment process. We offer uncorrelated investment solutions for institutional and qualified investors and are based in Freienbach close to Zurich, Switzerland.

Contact Information

EVOLUTIQ GmbH

Schwerzistr. 6
8807 Freienbach – Switzerland
Telephone: +41 55 410 7373

Website: www.evolutiq.com

Email: sales@evolutiq.com