Systematic · Multi-Asset · Rule-Based

Systematic Allocation
Across Global Markets.

Cross-asset signals drive positioning. No forecasts. No discretionary input.

Access limited to qualified counterparties
CAGR11.21%
Max Drawdown−10.01%
Sharpe1.43
Period2000–2025
Strategies4
A systematic allocation framework built for rule-based exposure across global asset classes.

Cross-asset signals drive positioning across equities, fixed income, commodities and FX. The model adapts to changing volatility regimes without discretionary intervention.

All decisions follow predefined conditions. Observable. Repeatable. No overrides.

No forecasts. No narratives. Only systematic allocation.

Four independent modules. Each covering a distinct asset universe and risk profile.

01
Systematic Framework
Rule-based architecture. No discretionary intervention at any stage.
02
Cross-Asset Signals
Cross-asset positioning across major markets. Each module operates independently.
03
Multi-Asset Universe
Diversified exposure across regions. Designed to reduce single-market dependency.
04
Risk Structuring
Volatility-aware sizing. Circuit breakers active at both strategy and portfolio level.
Built on
discipline,
not discretion.

Every allocation follows a predefined rule. No exceptions.

  • Rule-based allocation. No discretionary input
  • Volatility-adjusted exposure and leverage
  • Cross-asset diversification across four independent modules
  • Risk-first construction with defined drawdown limits
  • Systematic execution compatible with API infrastructure
CAGR
11.21%
Annualised return
Max Drawdown
−10.01%
Peak-to-trough
Sharpe Ratio
1.43
Quality of returns
Period
20002025
Backtested
Model-based backtested results (2000–2025). Aggregate portfolio across four strategies. Methodology available upon request. Past performance does not guarantee future results.

Access depends on user profile and operational requirements.

Access limited to qualified counterparties and professional investors
Get in
touch.

Institutional inquiries and methodology documentation available upon request.

Organisation
APA Quant
Location
London, United Kingdom