Trinity Primor is the main strategy at the moment of the HelCap portfolio. The core strategy is based around high-impact news releases where the strategy tries to exploit mispricings in the underlying assets traded. The strategy combines the possibility of monitoring institutional order flows in the market ahead, and during news releases to spot mispricings in combination with a highly advanced mathematical pre-trade analysis process in which the algorithm uses several data points such as for example seasonal data, previous data releases and previous deviations, in a way that provides the probability to create high accuracy outcomes for different scenarios. This gives the algorithm the possibility to thru mathematical models spot patterns, rate these patterns accuracy, and gain further confirmation by closely watching how large scale trade executors such as financial institutions enter and exit the market.
The strategies only obstacle lies in the liquidity providers ability to execute trades at correct price levels, with minimal slippage and spread gaps in a timely fashion during low liquidity events. This is the main reason why HelCap applies a highly advance order processing technique as described under G. Liquidity & Order Processing.
The Trinity Lucror strategy is based on an momentum driven algorithm looking to enter the market inline with identified trends, mainly based on a mathematical formula determining entry points based on pullbacks within the trend, whilst the overall trend is still intact. With this analysis already in place, the strategy may from time to time also enter in counter-trend trades, to benefit from the initial pullback move also, before executing the more longer term, trend following trade. The algorithm scans several time frames and currency pairs at the same time, trying to reduce correlated exposures in the market to improve the strategies overall performance and stability. Although looking for overall trend momentum, the algorithm uses sophisticated entry parameters that causes it to generally enter after peak volatility, giving the option of better pricing and filling of orders.
Due to these strict modules of entering trades as well as managing them, Trinity Lucror is the HelCap strategy that has the greatest capacity for tradeable capital. However this more passive approach comes at a price, with the strategies biggest obstacle to overcome being the timing of entering and exiting trades with maximum returns.
Trinity Deus is one of the algorithms at Algotech Ltd. that has taken the longest to develop. Coding began already 2009 on the concepts that later on would become Trinity Deus. No doubt the most aggressive and risk on-taking strategy of them all, this comes from the algorithm being based on the concept of AI and machine learning. The strategy tries to learn from its own trades, understanding when and what works the best. Causing it to significantly up the position size when it sees fit to do so based on previous outcomes.
Although a stable track record with very few losing months and drawdowns, due to the strategies aggressive nature, it is closely monitored with a lower allocation of funds, since drawdown can happen fast and unexpectedly. The strategies biggest obstacle lies in not yet having experienced a losing streak, making it hard to predict its behavior under such circumstances combined with an internal Loss Aversion score of only 4.1 (1-10) suggesting that the strategy has a tendency to hold on to losing trades longer than winning trades.
Trinity Enigma is the oldest, live trading, strategy of Algotech and HelCap. Launched live in 2010 it has one of the most stable track records ever seen by an algorithmic trading strategy in the forex market. The strategy applies a complex holding type of strategy, based on medium to low term timeframes. The best way to explain it is to describe it as an holding momentum strategy, applied on lower timeframes than what usually is associated with these types of strategies. The algorithms mathematical structure is highly complex, putting a high strain on server and hardware capacity. Due to this reason, the analysis is carried out on fewer currency pairs, in order to prevent data loss due to hardware shortcomings. The strategy analyzes and trades the currency pairs determined by the trade optimization software to be optimal.
The strategies biggest obstacle is mainly trading the EURSEK pair and the AUDNZD pair, two currency pairs with notorious volatility, lower liquidity and due to that, also worse pricing from liquidity providers. However, having almost 10 years of live trading data to monitor, HelCap’s trade optimization software and the risk management software both can really excel with optimizing the strategy based on its previous behavior, return and risk.