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After one year of research, we launched the first version of the Market Neutral Equity Program in November 2017. Since the inception of MNE, we have been continuously gathering data and experience, which served well for further improvements and strategy development.

In August 2021, we launched a major strategy upgrade, MNE 2.0, backed by previous experience and expertise. We improved signal selection filtering logic and risk management procedures. Both are essential and proprietary parts of our solution.  

Since the inception of the systematic process, our philosophy has been different from most of the industry. A “traditional “market-neutral strategy explores market inefficiencies and holds long and short equity portfolios simultaneously. The usual approach aims to define the right companies to buy and select the correct titles to sell – to solve this task, there are various techniques and data feed used – from fundamental analysis to more technical approaches or the combination of them.

The beginning of our process does not lie in defining which companies to buy and sell. The whole approach concentrates on purpose, which a combination of companies considers one unit. Therefore, as the best trading opportunity. So the principle is to find, filter, and analyze relationships between companies. This simple idea is the core logic of our edge.