Faribix II

The Faribix II strategy is based on the detection and analysis of the hidden dynamics of the financial markets. The statistical insights gained from volatility forecasting are used by the system to create profitable, risk-adjusted trading strategies. In fact, the state-of-the-art non-linear models with “artificial neural networks” (KNN) can significantly outperform conventional linear models. Thus, trading solutions based on KNNs can achieve a higher profit than traditional linear models such as Markov or ARIMA.

The Faribix II strategy takes a diversified approach with a focus on the G10 currencies, equity indices and precious metals. Positions are mostly closed within a few hours and, if possible, not held overnight or over the weekend.