Algorithm Development

As competition for investors’ assets grows amongst money managers, the need to identify and execute new opportunities becomes increasingly important in the minds of market participants. Expert decision-making can be backed with significant market credibility and experience, but is also limited in speed of adjustment, scope of visibility and rarely free of bias. As the result, money managers who can supplement their investment process by using algorithmic identification of opportunities and trading execution are better positioned to identify market inefficiencies and exploit them. Additionally, by leveraging technology and freeing up other resources, the portfolio manager’s expertise can be put to better uses such as researching new investment models and gathering assets.

At Bluefront Capital, we develop, test, optimize, and implement trading algorithms of all levels of complexity for different asset classes at significantly lower cost than hiring internal teams. We continuously work with our clients to translate their investment strategies into efficient and flexible processes which allows them to establish profitable positions faster than their competitors.

Riding the momentum wave of the investment process automation, many developers present the products of data-mining as trading algorithms. These systems work only for a short time, making money managers suffer losses after the market patterns slightly change or vol spikes. At Bluefront Capital, we use solid fundamental theories as a basis for all trading algorithms, and more importantly work with our clients to understand their view of the market and translate that into code. Therefore, leveraging the same principles that make our client’s money today, we are able to increase their operational efficiency and execution, while freeing up capacity to grasp new market opportunities, achieve higher AUM and of course blow away their performance estimates.

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