AE Capital Systematic Trading Program
Philosophy
We believe markets are driven by real, understandable forces: the fundamentals of economies, asset classes, and the industries that shape them.
Those fundamentals tend to change gradually. An economy does not transform overnight. What changes more quickly is the market’s focus: how investors interpret the facts, how expectations evolve, and where sentiment diverges from underlying reality.
Those shifts create opportunity.
Our role is to understand the fundamental forces that matter, then identify when the market’s view of those forces is changing. We use technology to monitor information continuously, and models to react systematically. But technology is a tool — not a substitute for understanding. We do not rely on unexplained black boxes. Every model we deploy is understood by our team: its assumptions, the conditions in which it should work, and the circumstances in which it may not.
Investment Process
We focus on clear, testable views grounded in structural drivers — forces that are unlikely to disappear overnight.
Our process begins with fundamentals.
We specialise in Foreign Exchange and Futures markets, trading short-term strategies across multiple timeframes.
We work from the top down to identify the economic, asset-class, and industry forces that influence markets. We focus on clear, testable views grounded in structural drivers — forces that are unlikely to disappear overnight.
We then apply advanced data science and modelling techniques within a robust research framework. This allows us to test each hypothesis systematically, assess its explanatory power, and identify repeatable sources of alpha.
Machine learning is used to evolve and refine our models in response to new information; it does not create the investment thesis. This enables our models to adapt as market behaviour changes across economic regimes, while remaining focused on the factors currently driving markets.
Risk management is embedded at every stage of the process: research, portfolio construction, execution, operations, and oversight. Our operating approach draws on high-reliability disciplines such as aviation and medicine, where robust controls, early detection and correction of errors, and clear escalation processes are essential.
We apply a high degree of automation across front-, middle-, and back-office systems — a level of automation few managers have adopted. This supports continuous monitoring, the rapid identification of exceptions, and disciplined correction when required.
The result is an investment process designed to pursue attractive, uniquely uncorrelated returns while maintaining a constant focus on capital preservation.
For qualified investors: request our latest performance reports
AE Capital offers a highly liquid, capital-efficient, and scalable investment program designed to complement traditional and alternative portfolios.
Different approach. playing field. time horizon.
Our uncorrelated returns are due to three things
A different approach
We form a top-down fundamental view of markets — the approach of a discretionary manager — and apply it systematically within a machine learning framework. This is not trend following, and it sets us apart from systematic managers that rely on technical patterns.
A different playing field.
We specialise in Foreign Exchange and Futures, asset classes that sit outside what most traditional portfolios are invested in.
A different time horizon.
We trade across multiple short-term timeframes, so our returns aren’t tied to the medium- and long-term cycles of markets and other investments.
AE Capital company statistics
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Past performance may not predict future outcomes. All investments involve risks, including loss of capital.