Trading Strategies

Our current trading strategies, are the ideal solution, the best we have ever produced. Previous versions and components of these systems have been used in real money trading for years. Over the years, relevant experience for the development process has been gathered through real money trading and the development has been incorporated. Our systems have therefore been tested, born and improved in the real world. Our systems have been traded over years and engineered to a proven, mature ML trading system.

RISE Strategies
Strategy Description

Global Commodities is a multi strategy approach focusing on commodity futures and options as well as stocks of companies directly related to the production of those commodities. (view more) Global Commodities is a multi strategy approach focusing on commodity futures and options as well as stocks of companies directly related to the production of those commodities. Currently we trade four proprietary 100% systematic price driven systems that incorporate behavioural and seasonal elements in their long/short signal generation process. All trades are executed via limit orders to achieve a target volatility of 10% while limiting leverage to 4x. The product is designed to be market neutral providing long term systematic alpha via intraday or short-term directional and mean reverting trades.

Performance

Return net of fees: 01/2013 - 11/2018

Strategy Description

Our VOLATILITY STRATEGY identifies new volatility trends, analyses a broad spectrum of equities, identifies anomalies in the relevant options, and trades with dollar-neutral long/short pairs. (view more) Volatility Opportunities is a multi-strategy approach in the S&P 500 index volatility market providing an effective intraday and short-term tail hedge arbitraging VIX Index futures versus the S&P 500 Index futures. Via its long-short volatility exposure the strategy aims at providing an effective tail hedge without the usual costs associated with such a program generating returns via its short volatility bias during bullish market phases. The systematic AI driven investment process ensures that the strategy switches to a directional long volatility profile not only effectively hedging its long equity exposure but also generating returns via this long volatile bias. Order execution is fully automated.

Performance

Return net of fees: 01/2013 - 11/2018

Strategy Description

Global Equities is a multi strategy approach focusing on U.S. equities aiming to achieve long-term investment growth with a view to outperforming the S&P 500 Net Total Return in the long run. (view more) Global Equities is a multi strategy approach focusing on U.S. equities aiming to achieve long-term investment growth with a view to outperforming the S&P 500 Net Total Return in the long run. The investment universe consists of the largest constituents of the S&P 500 Index and S&P 500 index futures. All elements of the program are rooted in technical analysis designed to identify intraday or short-term trends, trading signals are derived from proprietary historic price and volume analysis. The program aims at exploiting key resistance levels and short-term lows while running a moderate portfolio risk profile relative to the benchmark. The program is operated as an automated, computer-based system derived from extensive statistical research.

Performance

Return net of fees: 01/2013 - 11/2018

Strategy Description

The Level Breakout Multi Crypto Algorithm (LBMCA) is a level breakout strategy, which continuously calculates relevant breakout levels for each instrument in the basket of instruments being traded. (view more) The Level Breakout Multi Crypto Algorithm (LBMCA) is a level breakout strategy, which continuously calculates relevant breakout levels for each instrument in the basket of instruments being traded. The strategy then trades upon price breakthroughs through the calculated levels. Sophisticated risk management incorporating liquidity and price volatility provides a dynamically sized allocation to instruments in the basket. This cluster of trading strategies relates price movements, pattern, statistical data about the given underlying as well as neighboring indicators with momentum and trading volumes and derives suitable time windows for opening and closing long and short positions. The LBMCA trades the 10 most liquid cryptocurrencies on the four major spot exchanges, and has an intraday, short-termed focus. The algorithms use its set of indicators and dynamically adjusted ML parameters to identify breakouts of the price curve and enters such positions temporarily. Any excess cash-positions will be allocated to highly liquid fixed income instruments. The reference currency of the strategy is EUR. The strategy is a Total Return Index.

Performance

Return net of fees: 01/2017 - 11/2018

Strategy Description

The RISE Coin Basket is a long only actively traded index based on the cryptocurrencies listed on Bitfinex exchange with a focus on coins with high risk-adjusted momentum values. (view more) The RISE Coin Basket is a long only actively traded index based on the cryptocurrencies listed on Bitfinex exchange with a focus on coins with high risk-adjusted momentum values. Currently, the portfolio consists of 21 coins (based on Bitfinex). Portfolio allocation is variable and depends on the overall market momentum at this point. During market turmoils the total exposure is correspondingly adjusted and thus works as a defensive measure for the portfolio value Shares of coins inside of the portfolio are continuously adjusted in order to be flexible with respect to single coin momentums and to minimize market impact. Calculation of risk adjusted momentums is based on advanced quantitative, machine learning approaches.

Performance

Return net of fees: 01/2017 - 11/2018

Strategy Description

RISE market making strategy, which focuses on EURIBOR and STERLING Short-Term Interest Rates (STIR) options listed on ICE Europe exchange. (view more) In Market Making the goal is to provide liquidity to the market and efficiency to the exchange. Responding to any quote request by offering a competitive bid/ ask price and profit from the spread (bid-ask difference). As an experienced market maker, we have built the necessary expertise and established a broker network to gain current market insights and gather a huge amount of information as historical data (volatility, skew,etc...) stored in our dedicated database. Combined with our proven trading technology, we implement proprietary trading strategies using automated trading signals to take advantage of discrepancies in the market. The common strategies used are Vega and Gamma strategies (arbitration between implied and realized vol), Gamma versus Vega strategies (red curve vs mid curve spread), Skew Strategies (risky-combo positions, put vs call), etc. Our market making strategy focuses on EURIBOR and STERLING Short-Term Interest Rates (STIR) options listed on ICE Europe exchange. STIR options represent one of the biggest derivative markets in Europe and offer substantial opportunities. Our track record shows a consistent return on investment and makes it one of the best products to trade in terms of risk/reward ratio.

Institutional Clients

For large-scale clients looking to integrate RISE into their existing system, RISE provides a secure API solution designed to comply with all compliance and IT security-related requirements of institutions such as banks, hedge or pension funds as well as multinational companies. RISE protects its institutional clients through protections built into the algorithm. Any irregularities are identified and an alert is triggered immediately.

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Retail Clients

With the RISE application, retail traders can access the RISE trading ecosystem from anywhere. Simply connect your accounts from over 20+ crypto exchanges into one intuitive, easy and beautiful mobile trading platform. Execute trades & orders across multiple exchanges from one centralized app. Let the RISE A.I. trade for you: We intend to launch in late Q3 2019 the RISE Autopilot, a trading software with which users will be able to let RISE's crypto algorithms execute trades directly within a users’s crypto exchange accounts linked to the RISE application.

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Strategy Description

The RISE Absolute Return fund bundles quantitative and quantamental strategies into one umbrella. A combination of various automated trading strategies. In the chart a 5% allocation of the RISE Crypto Strategy was added from Jul 2017.

The following strategies are the most significant components of the index: (1) The COMMODITY STRATEGY analyses historical market data on various commodities to isolate seasonal price fluctuations and observes the behavior of important market players that trade the same commodity futures with different durations across strongly correlated calendar spreads. (2) The VOLATILITY-STRATEGY identifies new volatility trends by analysing a wide spectrum of equities, identifying anomalies in the relevant options and trading with dollar-neutral long/short pairs. (3) Our COPERNICUS-STRATEGY identifies over-valued and under-valued equities and sells or buys those with the potential for long-term stability. (4) The FOREX TRADING STRATEGY replicates the risk and return features of a quantitative, technical and systematic portfolio strategy that combines various systems for the trade of global currencies using a diversified portfolio of listed derivatives of such currencies.

All systems work exclusively in highly liquid markets so that positions can be decided at short notice. As a result of RISE’s continued research, new strategy certificates (on which portfolio management and risk/performance behavior decisions are based) are added to the index over time.

Imprint

RISE WEALTH TECHNOLOGIES GmbH
Luise-Ullrich-Str. 4, 82031 Grünwald

Geschäftsführer: Stefan Tittel, Michael Morsch

Sitz der Gesellschaft: Grünwald | Amtsgericht München HRB 196233

USt.-ID: DE 280162230

Email: info@rise.eco

Phone: +49 89 255 421 92