MATHS FinTech Laboratory

A division of Moser Alpha

The MATHS Fintech Laboratory researches and develops in the field of market price movements in all its facets.

MATHS is synonymous with Moser Alpha Trading and Hedging Strategies.

The research work is based on the rules: logic, systematics and algorithms.

Research assignment

Moser Alpha's solution-oriented research assignment is geared towards the needs of investors: small and large assets require diversification, different performance sources and predictable returns.

Trading and hedging projects

Strategic Performance FX (SPFX) is an algorithmic trading and hedging model that works with the existing volatilities on the foreign exchange market. The SPFX model allows the parameterization of conservative to dynamically oriented strategies (with or without equity leverage) at low or high market volatility, which are capable of sustaining continuous capital growth.

Moser Alpha Indices

Different versions of absolute return strategies are designable.

These are based on alpha-oriented risk-adjusted returns with algorithmic strategies from a FX pair until to multiple FX pairs.

One of these is the Moser Alpha FX Index (MAFX Index), which replicates the asset class of currencies.

A small insight into the absolute return algorithmic factory

Please click on the chart for details