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Algorithm Technology

Algorithms Outperform the Market

  • Continuous capitalization on volatility-based opportunities in real time
  • Ability to thrive in both bullish and bearish market environments
  • Automated entry and exit from positions as defined by predetermined criteria
  • Active risk management measures to prevent total loss during market crashes

Algorithmic Mechanics

Data Analysis

Data metrics covering numerous variables from global deep liquidity pools, exchanges and flows are collected, analyzed and filtered using machine learning and artificial intelligence.

Pattern Identification

Recurring patterns matching strategy criteria identified, market conditions are analyzed to determine trade entry and exit parameters.

Execution & Risk

All risks are monitored in real-time. EndoTech systems engineers monitor all markets and exchange flows 24/7 to ensure near invisible slippage and execution latency for our clients.

Trade Allocation

Available balance is ordered for long, short or reversal positions based on system signals per strategy. A key layering of profiles is used to offset negative potential market impact.

Portfolio Allocation

Required probabilistic outcomes of success and existing exposure are considered per each account and risk profile by active systems & operators.

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Comprehensive Risk Management

Our comprehensive risk management approach routinely reassesses the following exposures in real-time

1. Model Risk

Describes any inconsistencies or inaccuracies in the algorithmic models that deliver trading instructions to exchanges.

2. Execution Risk

Referencing trade execution, this risk defines situations whereby trades are not filled at the appropriate prices and times indicated by the Al-driven algorithm.

3. Exchange Risk

This risk corresponds to exchanges' core functionalities, and the possibility of service outages that may negatively affect client funds.

4. Market Risk

Refers to the risk of loss stemming from market-based variables like order flow, price fluctuations, and volatility.

5. Systemic Risk

This risk denotes the possibility of an entire market collapsing, instead of a single component like an exchange.

Trade Execution

Our systems are designed to execute at a low frequency, generally ranging from 10 to 12 trades monthly, with an emphasis on identifying and capturing explosive tactical breakouts thus avoiding the noise and market manipulation. Positions are executed and delivered live, via limited and client-controlled exchange API keys. One set of keys per strategy connected, and full client custody at all times.

Deep, Proven Technology

Algorithmic trading is based on machine-learning and artificial intelligence - underlying technology is robust and proven. EndoTech’s technologies manage hundreds of millions of dollars AUM and serve hundreds of thousands of clients.

Quantitative Financial Analysis

Algorithms are designed, mined, tested and proven using many financial models. Some of the principles of the technologies that deliver the results detailed on each strategy.

Simplified Investor Interfaces

Even advanced investment systems need intuitive access and control points. EndoTech’s solution provides easy mobile and computer access with full transparency on each algorithm's movements, performance and more.
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Why Algos?
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HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.

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