Systematic Global Macro

Systematic Global Macro Trading Strategies

Systematic global macro trading strategies are a class of investment approaches that employ mathematical models and quantitative analysis to identify and execute trades in global financial markets. These strategies leverage a wide range of economic and financial data, including interest rates, currencies, commodities, and equity indices, to generate actionable insights and make predictions about future market movements.

The core objective of these strategies is to achieve consistent returns across different market conditions by systematically identifying and exploiting patterns in the data. This is achieved through the use of sophisticated mathematical models that are designed to capture the underlying dynamics of the markets, as well as through the application of advanced statistical techniques that are used to analyze and interpret the data.

One key feature of our systematic global macro strategies is the ability to scale and adapt to changing market conditions. This is achieved through the use of automated trading systems and real-time data feeds, which allow our trading systems to quickly and efficiently analyze large amounts of data and execute trades based on the results. Additionally, these strategies employ a variety of risk management techniques, including value-at-risk (VaR) analysis, stress testing, and portfolio optimization, in real-time to ensure that the risk-return profile of the strategy is favorable.

In terms of implementation, our systematic global macro strategies are often executed using algorithmic or quantitative trading systems, which are designed to automate the entire trading process from data collection and analysis to trade execution and risk management. These systems are often characterized by their ability to make rapid and highly precise trades, as well as their ability to handle large amounts of data in real-time.

Overall, systematic global macro trading strategies represent a highly sophisticated and technologically advanced approach to investing in global financial markets. They require a deep understanding of mathematical modeling, statistical analysis, and computer science, as well as a strong grasp of the underlying economic and financial principles that drive global markets.


The ABR  strategy was established to exploit market inefficiencies and price discrepancies through proprietary artificial intelligence trading systems.


The AR ADVANCED strategy is an enhanced version of the ABR strategy with additional financial gearing and risk management modules to increase profitability.

Shipping Strategy

The AR Virtual Shipping strategy was established to enhance the overall profitability, efficiency and risk management of vessel owners and management companies.

ABR Alpha Commodities +

Strategy under construction, our developers and quants are working on a new strategy dedicatd to companies with large commodity and energy consumptions and correlations.


The Systematic Global Macro - PRO strategy is an enhanced version of the AR Treasury strategy with additional financial gearing and risk management modules to increase profitability.


The Systematic Global Macro - ABR strategy was established to exploit market in-efficiencies and price discrepancies through proprietary artificial inteligence trading systems.

Shipping Treasury

The ABR Shipping Treasury strategy was established to enhance the overall profitability, efficiency and risk management of vessel owners and management companies.

AR Alpha Commodities +

Strategy under construction, our developers and quants are working on a new strategy dedicatd to companies with large commodity and energy consumptions and correlations.

Systematic Global Macro Strategy Dashboard

Trajan SYGMA vs. SPY

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Disclaimer: All YTD data displayed above are valid as of 12.31.2022, and represent our strategies performance during the year of 2022. Past Performance do not guarantee future results and is for visulazation purposes excusilvely. We advise to not make any investment decisions or actions based on any information displayed on this website. 

The theory behind the strategy

At the center of our strategy is the perservation of capital and the associated interests of our investors. The theory behind our strategy is about the non-normality of market behavior and the relevant distribution of returns. Our system is not based on predictions or luck. It is has been developed and prepared for the unexpected, therefore we apply advanced risk management policies and investment identification processes based on multiple quantitative models. 

For the researcher who would like to gain more information about the basic principles of our strategies, we could easily say that those strategies have their origin in Quantum Physics. Put it simply, it’s the physics that explains how everything works: the best description we have of the nature of the particles that make up matter and the forces with which they interact.

Quantum mechanics is a fundamental theory in physics that provides a description of the physical properties of nature at the scale of atoms and subatomic particles.

It is the foundation of all quantum physics including quantum chemistry (focused on the application of quantum mechanics in physical models and experiments of chemical systems), quantum field theory (combination of special relativity and quantum mechanics, but not general relativity’s description of gravity), quantum technology (a class of technology that works by using the principles of quantum mechanics (the physics of sub-atomic particles), including quantum entanglement and quantum superposition), and quantum information science (an area of study about information science related to quantum effects in physics.

It includes theoretical issues in computational models as well as more experimental topics in quantum physics including what can and cannot be done with quantum information).

“Deep learning is a subfield of machine learning, and neural networks make up the backbone of deep learning algorithms. In fact, it is the number of node layers, or depth, of neural networks that distinguishes a single neural network from a deep learning algorithm, which must have more than three.

Deep learning, while sounding flashy, is really just a term to describe certain types of neural networks and related algorithms that consume often very raw input data. They process this data through many layers of nonlinear transformations of input data in order to calculate a target output. Deep learning represents the very cutting edge of artificial intelligence (AI).

Instead of teaching computers to process and learn from data (which is how machine learning works), with deep learning, the computer trains itself to process and learn from data.

 Systematic Trading: Why Should You Use a Trading System? The most important reason to use a trading system is to gain a “statistical edge.” This often-used term simply means that you have tested the system and the profit of the average trade— including all losing and winning trades—is a positive number. This average trade profit is large enough to make this system worth trading—it covers trading costs, slippage, and is, on average, likely to perform better than competing systems.

Artificial neural networks (ANNs) are computing systems vaguely inspired by the biological neural networks that constitute animal brains. An ANN is based on a collection of connected units or nodes called artificial neurons, which loosely model the neurons in a biological brain. 

A neural network is made up of many perceptron layers; that’s why it has the name ‘multi-layer perceptron. These neurons receive information in the set of inputs. You combine these numerical inputs with a bias and a group of weights, which then produces a single output. 

ANN’s have many advantages such as  Parallel processing ability: Artificial neural networks have numerical strength that can perform more than one job at the same time and more.


Thus we have founded,

Dynamically Adaptive

self-reasoning model

Asynchronous Flows of Irrelevant Information within a highly liquid and unpredictable universe (common perception).

The adoption of Chaotic time series analysis in the framework of realistic expectations and the rational decision-making process of investments.

The “Space-time” like a model, which has been fully developed by us and fuses the dimensions of markets’ price action and the dimension of time into a single four-dimensional manifold

The constant development of «what if” – alternative scenarios, based on non-linear and asymmetrical space-time context, continuously develops “ahead of the market’s actions” scenarios, which then “train our trading models” and smoothen the metrics of our strategies.

The decomposition of the well-perceived “current market mechanisms”, which have all but failed even to adapt in a non-linear and asynchronous “new environment”.

Our Strategies Added Value

Hyper Efficiency

We operate using a hyper-efficient business model integrating Artificial intelligence technology to conduct the majority of our data aggregation, processing, execution, and management. 

We engineer the logic of multi-trading and risk management strategies which not only function 24h/365 days to maximize our exposure to profitable trade opportunities but also they do not account for human error, an asset management firm based on advanced technology and A.I. innovation through dynamic neural networks.

Dynamically Adaptive

Our Trade & risk management logic has been fused within our own proprietary Dynamic Neural Network. Dynamic Neural Networks can adapt their structures or parameters to different inputs, leading to notable advantages in terms of accuracy, computational efficiency, adaptiveness, etc. 

This gives our strategies a statistical edge in terms of adaptivity and time to execute. In today’s constantly changing markets and multiple exposures to risk, we are always dynamically co-adapting as well to maximize profits & risk monitoring.

Hyper Performance

Dynamic Neural Networks combined with A.I. technology to conduct all analytics, statistics, and measurements data from multiple markets, time-frames, indicators, and price changes every second. Our systems are conducting over two thousand calculations every price change from multiple markets simultaneously. 

We use prime brokerage accounts, Institutional liquidity providers, and top-tier financial institutions in order for our systems to be optimized for Hyper-efficiency and Hyper-performance.

AI Technology Creation Concept

Integrating artificial intelligence and computer-powered systems gives our strategy the ability to calculate multiple quantified risk factors within several correlated markets simultaneously, in order to give a precise indication of current market conditions. 

We are not attempting to predict the future with proper risk management, instead, we always remain market-neutral and make risk-adjusted profits when short-term opportunities can be exploited, and long-term trends profited until its end.   

Many question our strategy’s tolerance and sustainability to a severe down-trending market, just to answer that we have an unbiased strategy, meaning we profit just as much from a strong up-trending market (Bull Market) than a strong down-trending  Market.

Investment Return

2022 YTD: 42.95 %
Annualized: 20.87 %

Standard Deviation

2022 YTD: 12.95 %
Annualized: 9.78 %

Absolute Drawdown

2022 YTD: 0.00 %
Annualized: 5.96 %

Sharpe Ratio

2022 YTD: 2.97
Annualized: 2.71

Performance Optimization

Ai systems are operating during all market hours quanitifing risk and identifying trade opportunities while most traders are asleep or offline.

365 Day Trading

Taking advantage of market opportunites on every trading day to never miss the next big move and maximize your profits.

We have established business ties with major financial institutions worldwide, and apart from others, we are in a position and capable to preserve our interests in the best way, having the ability to trade 24 hours a day, 365 days a year (in the most liquid FX instruments). This is a privilege for our company and our investors, given the fact that until recently, nobody had the ability to trade over the weekend. Consequently, we are in the position to monitor and manage our risk in a more superior & advanced manner, as well as increase our access to investment opportunities in order to maximize potential profits. Access to data 24/7/365 to optimize our strategies inputs and deep learning systems.

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