Seize and Defend Your Alpha
Forte Aegis provides research covering alternative investments with a particular focus on commodity spreads. Our proprietary models use advanced machine learning techniques and specialized sampling methodologies to generate signals with certain desired risk-return profile characteristics.
These signals can be used as ideas for alpha generation, as warnings for the heightened likelihood of pending tail risk, as insight to aid in timing the initiation and lifting of hedges, or simply as confirmation of opinion. Our research offers great value to portfolio managers, risk managers, market-makers, commercial hedgers, and traders - giving them an AI edge.
OUTSOURCED TOP TIER QR
Building an internal quantitative research team is expensive, it's rare to find quants who truly understand markets and trading, and there is no guarantee that even the most competent quants will find signals and deliver ROI. Our team has decades of experience at the world's largest options trading firms, we stay at the cutting edge of AI, and we deliver all this in a subscription format.
We have built a proprietary framework to backtest options. This enables us to show the returns distributions of our signals compared to the base state of the same strategy so we can visualize the alpha, determine the signal's best use case, and help you make trading decisions with greater confidence.
We have combined proprietary sampling methodologies and our own options backtesting framework with proprietary model selection, goal selection, and feature engineering to build an irreplicable platform. Our system further retrains at specified times to adapt and evolve to the newest markets and market conditions. We limit licenses to prevent alpha dilution.
We are the only machine learning solution for options trading with tested and established alpha. We have the out-of-sample backtesting to show, and we offer trials to see it for yourself.
We deliver daily research signals with their associated historical returns for the strategies and coverage below.
We offer limited licenses to preserve our clients' value for each product offered.
We currently produce signals for Long and Short:
Straddles, Strangles, Call Spreads, Put Spreads, Risk Reversals, Combos, Butterflies, Iron Condors, and Ratio Spreads.
Our growing product coverage includes:
Energy, Grains, Softs, Livestock, Metals, and Equity Indices.
Each of our signals provides clearly-specified targets for:
Strategy with Deltas and Strikes, Holding Period, and Price of Entry.
We provide signals from multiple algorithms with unique trading personalities, allowing our clients to pick the algorithmic profile which best complements their trading style and experiment with combinations of these signals to personalize their product experience.
Our clients include portfolio managers, traders, market-makers, risk managers, and commercial hedgers. These market professionals use our daily research and suite of AI signals to complement (not replace) their product expertise so that each of our clients can discover unique insights and personalized value.
Indicator to initiate or add to a position
Daily research to help you easily and effectively expand the products you trade
Warning to cover or lighten up on a current position
Use our signals as inputs alongside other data in your models and systems
Confirmation of signals produced by your models and quantitative confirmation to gut instincts
For clients raising and defending AUM, add machine learning and AI to your marketing arsenal
Portfolio managers and traders are perpetually seeking new sources of alpha even as they attempt to capture their existing alpha. Meanwhile, markets become more competitive with lower commissions, tighter bid/ask spreads, and rapid technological advancement. To keep up, many market professionals are looking to adopt more sophisticated quantitative research into their strategies, but implementing advanced volatility modeling on its own can still lead to frequent losses and effectively integrating machine learning presents its own challenges.
We started Forte Aegis to offer a superior solution - a viable alternative to the high-risk / unknown-reward status quo of building and growing internal QR teams.
Our Chicago-based team is passionate about quantitative research for financial markets. We bring decades of experience in options and futures trading, statistical and machine learning methodologies, and software development. We strive to build differentiated, top-tier products that deliver unmatched ROI to our clients.