Strategies

VRP AI is one of Moneza's core trading strategies. It is a VRP SKEW extraction strategy that trades only in SPX weekly options. VRP AI uses artificial intelligence to predict and produce advantages by identifying volatility patterns and learning from recent history. The artificial intelligence powering VRP AI is trained every 3 to 6 months and uses the most recent 3-month history to evaluate and optimize performance. This strategy is unique in the market as we use data analytics to predict volatility instead of predicting the directional nature of the stock market itself.

The Synthetic-SPY is a machine-learning based strategy designed to predict and outperform the price movements of S&P 500 SPY ETF.

The Quant Highflyer Commodity Basket trades stable long term edges in commodities such as RBOB Gasoline, Gold, Soybean Meal and Crude Oil WTI futures.

Quant Commodity Breakout trades stable long term edges in a basket of commodities such as Cocoa, Coffee, Feeder Cattle, Platinum, Sugar and Soybean.