Connecting private investors to institutional-grade performance

To achieve alpha without decay, one edge is not enough. Instead of over optimising a single system, Clavus aims to beat the market by the law of large numbers. We curate thousands of trade signals per minute into a market-neutral, fully diversified quantitative trading system. Using state-of-the-art portfolio theory and AI systems, we combine outperforming risk-adjusted returns with continuous improvement and adaptation. Our fully automated and scalable process factors in correlation to match uncorrelated trading strategies and assets, minimising risk and maximising returns.

We pool trading data from over 150,000 live trading systems across 30+ different markets. Our real-time data mining infrastructure is tailored to segment order flow and track liquidity precisely, allowing us to capitalise on sentiment inefficiencies. Trades aligned with unfavourable sentiment are blocked or reversed by our ensembled filtering module. Additionally, each transaction across the segments collects more than 300 indicators into a comprehensive dataset for deep learning analysis.

Our proprietary scoring system is a multi-dimensional framework designed to evaluate each trade and subsystem's performance. We focus on measures of risk-adjusted returns such as the Sharpe Ratio, Sortino Ratio, Calmar Ratio, and Omega Ratio. The system assesses direct and indirect correlation, asset diversification, recovery factors, and risk stability, allowing for precise calibration of trading subsystems into one portfolio, enhancing overall system performance.

Each individual trade signal and subsystem is monitored by our risk management and filtering module. Real-time net asset exposure and correlation analysis control the current VaR of the portfolio. Our systems operate under rigorous risk limits and are resilient to adverse market conditions, leveraging high-leverage environments up to 1:500 and also providing solutions for leverages as low as 1:3.

We believe in full transparency. Our advanced AI-driven processing units analyse and report on vast datasets, refining trading algorithms and risk management parameters. Every trade taken by our portfolios is automatically documented in comprehensive reports with added context and charts in real-time. Providing monitoring and analysis capabilities previously unavailable to retail and institutional clients.

To keep up with changing market regimes and alpha decay, all subsystems and data sources are reviewed monthly. Continuous forward testing and Monte Carlo analysis help identify over- and underperformers. Seasonal trends and clumping patterns are detected and addressed immediately. Portfolios are weighted on quality but remain agile, defying confirmation bias. We rank over 250,000 active subsystems, maintaining only the top 100 in our dynamic portfolio. As new strategies rise in rank, we adjust our portfolio to ensure optimal performance.