AlgoReturns is a boutique quantitative research group specializing in mid-low frequency trading and risk management. Our research motivation is two-fold a) Can quantitative strategies be developed specifically for mid-low frequency trading that can support large allocation dollars? b) Can the “half-life” of quantitative strategies be improved? Besides the two primary motivations, we also wanted to produce research with more rigor around real-world trading experiences rather than a theoretical framework. Real world trading exposes a strategy to intraday price movements – therefore our strategy and testing is done on intraday price movements too.  

The Trident Algorithm

Trident is our flagship research product which generates signals predicting (on a standalone basis) a large change in prices (volatility) over a customizable period (from 1-30+ days). The underlying quantitative property that drives the predictive ability is a naturally repeating phenomenon which extends the “half-life” of the predictive capability to a near perennial term. The underlying quantitative property has been tested on Commodity Futures, Stock Indices and ETFs with nearly equal efficacy. Trident, however, only works well with liquid asset classes where the price discovery process is through public markets.


It is the nature of commodity and securities trading that where there is the opportunity for profit, there is also the risk of loss. Commodity trading involves a certain degree of risk, and may not be suitable for all investors. Past performance is not indicative of future results. Information contained herein is not an offer to sell securities or the solicitation of an offer to buy securities, nor shall there be any offer of securities in any jurisdiction in which such offer, solicitation or sale would be unlawful prior to registration or qualification under the securities laws of such jurisdiction, including without limitation applicable federal or state laws. Not a member of NFA. Please read NFA’s Rule 2-29 pertaining to communication with public and promotional material.