Welcome to the World of Quantitative Analysis & Statistical Modelling

Application of data sciences, statistics, machine learning & artificial intelligence driven investment decisions that help retain this precious alpha factor that is found in what has become a challenging, fast moving global capital market


Algo\River Platform – Modelling for the US & Global Stock Markets

Recession\Watch is a service offered by United\River Capital, a Singapore based private investment firm that invests in the capital markets across the world. The team has developed over the past decade a set of robust statistical models that help support the decision making in the longer timeframe (weekly & monthly) and hence the initiative that was born with this service to offer a subset of that platform in order for SMBs and also money managers such as hedge funds, family offices, HNWIs, and others to understand where they stand in the bigger scheme of things and most importantly how far or close are we from the next upcoming US & Global turndown - and on the flip side recovery cycle.

The algo\river platform’s comprehensive array of statistical models ties itself to an innovative forward-looking only risk management layer that monitors the ever-changing set of uncorrelated micro and macro risk factors of the US & Global capital markets, and is therefore responsible for continuously adjusting its underlying allocation of the entire spectrum of decisions that are being lead by managers and other key decision makers, on both the long and short sides. The Recession\Watch service therefore provides access to the risk management layer of the platform for those who are invested in the long term and want to strategize accordingly.


Turning the manager into the business of hedging, not losing money

With the advent of innovative financial technologies now available in the industry and vast sets of data availability and often found in the public domain - the platform helps the business manager stay one step ahead by understanding the bigger turns in the global capital markets. The benefit to using the Algo\River technology therefore provides a fresh and innovative way to adding value and by yet again keeping it simple. The monitoring of the broader stock market risks ultimately becomes the job - effectively turning the manager into the business of hedging, and not losing money.


Value Creation



KEY FEATURES

Innovative forward looking only algorithms that help forecast statistically adjusted predictions both in short, mid and long term frames. Supported by the calculation of its underlying series of reversal points, and pivots, seasonality projection, momentum with cyclically adjusted RSI and options gamma series and liquidity projection. All maintained in real time.


Statistical Models in the Monthly Timeframe


Statistical Models in the Weekly Timeframe


Statistical Models in the Daily Timeframe

An example of a longer term timeframe, combined with the VIX term structure and cyclical guidance versus its actual:


Real time analytics including but not limited to the order book a measure of market sentiment and other S/L and T/P targets based on the underlying instrument’s wave count


In addition to instrument level analytics and actionable insights it provides, the platform provides short, mid and longer term reporting to understand secularity and where the markets are at in the broader picture






Business Model

The system is formally classified as - trade secret - by United-River Capital Pte Ltd, a Singapore based proprietary investment company that invests its own assets and wealth through the system and took 7+ years to build and has more than 3.8 million lines of programming code as of this writing