Approach.

The scientific approach tailored to investment

Strong diversification from other financial investments

Autonomously adapting to changes in market regimes

The scientific approach.

Machine learning

Our algorithms detect current market regimes and adjust their behaviour accordingly. They learn from previous trades autonomously and continuously analyse how a gain or a loss could be better predicted going forward.

Absolute return

Our systems are developed to go long or short futures contracts throughout the day. The investment strategy includes a combination of mean reversion and momentum signals. We do not hold any position overnight. As a result, we capture intraday market trends with little correlation to underlying markets.

Fully systematic

We are a fully systematic player. No orders are generated manually or in a discretionary way. Our system runs through our proprietary technology launched after three years of careful research and development.

Liquid futures

We trade global liquid futures in the US, Europe, and Asia. That includes equity indices, bond indices, and foreign exchange futures.

Risk constraints

Hard-coded constraints are implemented into the system and embedded into model optimisation. They include a wide range of non-flexible rules such as max allocation per trading model, per direction, per instruments. All positions are protected by target stop losses. The trading strategy also avoids overnight gaps by design.

Robustness

We benefit from many more signals than longer term strategies which allows us to have significant statistical measurements. The systems run testing modules to control overfitting and accurately measure strategies’ robustness. These modules use machine learning regularisation and validation techniques as well as more traditional financial best practices, such as walk-forward analysis, data & parameter sensitivity analysis, Monte-Carlo simulation, out-of-sample validation, and underlying logic rationale.

Contacting Walnut.

Please contact us to learn more about Walnut.

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Walnut.


In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Walnut nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security 
Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or 
other investor, contact your financial advisor or other fiduciary unrelated to Walnut about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Walnut makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. As Walnut Algorithms is fully dedicated to this sole project, its team as been presented in this website along with the Walnut Investments team.