Kelonia
Financial Services - Geneva, Geneva, Switzerland
Kelonia Details
Kelonia Capital Management is a research-driven, alternative investment firm registered with the CSSF in Luxembourg. We invest in a broad range of exchange-traded futures markets across global equities, interest rates, currencies, and commodities. Trades are generated based on a combination of pattern-based momentum, failed-momentum, and contrarian signals. What distinguishes Kelonia's approach to managed futures is the use of a sophisticated noise classification and noise measurement framework, built upon the notion of long memory and the fractional Brownian motion theory developed by B. Mandelbrot. Our models are devoid of technical price-based indicators (trend-following or otherwise) and provide for a differentiated approach to quantitative futures investing compared to classic trend-following CTAs. The program exhibits a zero-to-negative correlation to the global equity markets, and a correlation of 0.4-0.5 to other managers in the global macro and managed futures spaces. All of our models are self-adaptive and dynamically adjust to new market conditions, including changes in market noise levels, idiosyncratic volatility, and underlying term structure. Execution and risk management are entirely automated, utilising a state-of-the-art IT infrastructure and in-house proprietary software.We pride ourselves on having a diverse professional background and bringing a different perspective to the quantitative futures space.
Kelonia Technologies
Load Balancers
Apache
CMS
WordPress.org
Fonts
Google Font API
Online Video Platforms
Vimeo
Other
Mobile Friendly
Analytics and Tracking
Google Analytics