Alpha Genesi is trusted by world’s leading financial institutions

Blending capital markets know-how with quantitative analysis

Alpha Genesi develops and distributes proprietary market indicators and systematic trading strategies to hedge funds and institutional investors.

We combine statistical models and extensive financial knowledge to systematically conduct top-down analysis across asset classes. Our models provide effective, concise and actionable information assisting market professionals in generating consistent results in  Fixed Income and Equity markets without the risk of emotional biases.

We are a dedicated team of professionals passionate about engineering innovative ways to generate alpha.

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Flagship Systematic Models and Trading Strategies

Italy Value and Exhaustion Trading Strategy

BTP-Bund spread systematic trading strategy

Systematic trading strategies on the differential between Italian and German yields. Signals are generated by our proprietary model which measures the risk priced into Italian assets. The model comprises 22 market measures covering idiosyncratic and global factors across Equity, Credit, FX and Short-Term Rates.

The model detects (1) significant imbalances in the valuation of the BTP vs Bund, (2) exhaustion in short-term momentum in the change of risk priced-in resulting in two complementary trading strategies.

Monitoring Positioning for Market Opportunities

Alpha Genesi Positioning Model (AGPM) estimates market positioning using liquid futures. The model uses a combination of futures market participants behaviour, seasonality and idiosyncratic factors to estimate the number of longs and shorts together with their entry prices, size and returns. From the model we produced three main indices, which provide key positioning information: Position Index, Position Concentration and Returns, and Stretched Position Index.

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Transforming noise into actionable insights

207
4,795

Equity Strategies Securities

9872090
16,000,000

Financial Data Points

3119
9,000

Macro Drivers and Index Hourly Calculations

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154563637
220,000,000

News Model Weekly Computations

635
1,400

Market Positioning Calculations

5134231
47,000,000

News ML Daily Filtering Operations