Strategy Framework
Intraday index futures & Equities strategies with fixed risk per trade and strict rules.
Our core program focuses on liquid equity index futures & Equities, trading intraday only.
Signals are generated from historical data using a combination of
rule-based logic and AI/ML-based statistical models, with positions entered
at the next session open and closed by the end of the same session.
我们的核心策略聚焦流动性良好的股指期货和股票，仅进行日内交易。
信号由规则驱动逻辑与 AI / 机器学习统计模型共同生成，
只使用历史数据，当日开盘建立头寸，当日收盘前
必须平仓，不留隔夜风险。
Key Design Elements
High-level structure, without exposing proprietary details.
Signal Generation
- Signals use only history information available up to the opening of the current session.
- No intraday look-ahead, no futures & equities information leakage.
- Conditions combine return behaviour and risk filters.
Risk & Sizing
- Position sizing based on notional, contract multiplier and leverage.
- Risk per trade and per day is explicitly bounded.
- No pyramiding, no discretionary over-sizing.
Research & AI Components
- Use AI/ML models as part of the research toolkit to detect patterns and non-linear relationships in historical data.
- Production strategies remain rule-based and risk-controlled, with AI components integrated in a transparent, testable way.
- All AI-assisted elements are evaluated under strict out-of-sample and robustness checks before deployment.