Prosper with
a Contemporary and
New Age of Accelerated
Analytics and Predictive Accuracy
Yielding only the Best Returns Achievable
Long/Short Equity based Strategy Harnessing both 'Momentum' & 'Mean Reversion'
The core intraday approach Market Maven Capital utilizes is what's known as a momentum based mean reversion strategy. Essentially taking into account the long term consolidated built up momentum acting similar to a 'coiled spring' can be detected using signals that snoop out 'high quality' 'mega market cap' stocks e.g., Apple, Bank of America and Exxon to name a few, that have traded inside of a certain percentage window. This has time, time and again demonstrated through past positive returns to be a near term 'high potential alpha return zone' for possible high percentage stock price movements to the up or downside giving us the opportunity to capture that movement resulting in high profits monthly. These moves occur in the basket of stocks we focus on typically 3-5 times a week.
Data Science Acceleration
Having evolved through the times and mainly utilizing the same reliable strategy gave thought to what are these most unique 'cognitive variables' and 'discretionary data points' leading up to both all positive and negative returns? Having routinely catalogued those variables through the years led to an epiphany of retrievable data sets.
In not wanting to rely on sell-side data set material for fear of possible crowded strategy and ultimately leading to its demise of profitability. It was obvious the only choice for profitable sustainability was to build and arduously put together and annotate the datasets 'mostly unstructured' that led to the most profitable decision-making involving images, numbers and text-based datasets. This led to the Intellectual property that is the DNA of 'Market Maven Capital' and now most of the daily decision making is rigorously backed by only high statistical probabilities.
Versatility in Application
AI based analytics harnessing Python programming using the Machine learning stack; NumPy, pandas, scikit-learn etc. was the initial approach in generating high quality signals. With technology evolving so rapidly with the use of graphics cards like Nvidia led to 'Deep Learning'. DL is a technology that most would associate the 'black box' of insightful information.
DL is a major component to Market Maven Capital, mainly utilizing 'CNN' short for 'convolutional neural network' algorithms to take upwards of thousands of images or massive datasets of text based insightful corporate data and instant released market moving release notes from reliable and changing data sources utilizing 'NLP', short for 'natural language processing' through a complex training process.
The computer algorithm running through an ideal number of epochs, identifies unique characteristics in image, text and numerically catalogued or columned 'X' based datasets, thus delivering alpha generating 'Y' output expressions that automatically get interpreted and applied to the trading process. The reason for such complexity is to ensure maximum conviction in directional trading and most importantly mitigating as much risk as possible lending ease to the mind and confidence to the process.
Client Engagement and
Knowledgeable Expert Consultation
Here at Market Maven Capital, the value of our business and stewardship with client-relations are key initiatives that always have priority. The whole spectrum of guidance, consultation, shrewd planning and timely opportunity and risk notifications are an around the clock communication protocol. Thus, making the whole relationship a well-managed, prosperous and professional one.
Allow us to understand your goals and needs to tailor a unique profile that meets all the cornerstones that are important to you and your capital growth time horizons.
It's our prerogative to understand your needs firstly and in knowing so, the investment and trading goals with time horizons can be outlined. The feasibility to carve out a successful roadmap leading to a very fruitful business relationship for everyone involved can then be implicitly understood between all parties.
For you 'the client' it's important to have solid and rest assured understanding that your working capital deserves to be placed in the most lucrative income and investment vehicles to meet your goals and timelines.
Only the highest quality and top scoring Sharpe ratio strategies are utilized in this firm. Guaranteeing the very best trading solutions that are available. This is taking into account all cyclicality's and seasonal changes the market endures. So, having mentioned all this it's safe to say that you're working capital has a strong conscientious fervor being applied around the clock to maximize returns.
Market Maven Capital's AI & Reinforcement Learning Future
A New Era in Trading Evolution
'Ai Deep Reinforcement Learning'
In the near future Market Maven Capital is excited to announce that the state-of-the-art technology known as 'Reinforcement Learning' will be adopted into the framework for our trading processes. These include actor critic policy gradient agents that act in an environment to discover more and more alpha generating actions to make on its own behalf,
Yes! I said it on its own behalf. This means it will simultaneously run through what's known as epochs, or loops, that can range from 1000-50,000 epochs at times to receive rewards on better actions to take in an environment for the end goal of emotional bias elimination and evermore evolution in the creation of wealth while you sleep.
It's always been my understanding that real wealth is created in your sleep and at this level gives you the better night sleep one can only dream of. Understand that the authorship and actions that take place are all under the supervision and initial policy set by the author, i.e., "trader' to better the direction of its criteria to match that of an ideal and risk-free world of trading for profit.
It is, therefore, quite frankly, the most sophisticated advancement in this area to date and will be a staple in years to come in so many more applications. This is an exciting project long in the works and the reason why I have entertained the career as a trader to begin with, now capable to commercialize it as a value component to incorporate in your portfolio of equity investments and growth.
In recent years all of us have heard buzzwords such as 'AI', 'Machine Learning', 'Deep Learning' and just recently 'Chat GPT'. All been and newsworthy stories from media outlets worldwide. However, what you won't here as much and that really is the next frontier of technological advancement to a high degree of magnitude that will ultimately advance mankind unimaginably for the better or for worse is 'Reinforcement Learning'.
This is a subset of AI that takes an agent, i.e., a programed actor in an environment that has coded instruction i.e., 'policy' via the author of the code and tries to achieve a mission or challenge to become better over a multitude of attempts and learning from failures. The interesting part here is that once the agent achieves a positive outcome it is rewarded with a simple numerical notion that perceives this stipend as an incentive to do the similar action next time or find a better action to take in achieving the end goal of scripted instruction for the advancement in many fields such as robotics, biopharmaceutical research and drug discovery along with genome sequencing to enhance the field of medicine.
In trading, finance and banking the application is very sensitive because of the obvious money that is involved, and God forbid an error in code causes a stock market flash crash as such that happened in 2010, by which was nothing to do with AI based code rather than a bad actor sending out spoof orders from his mother's basement to boost prices on E Mini S & P futures and capitalize on the difference.
A good example and visual snapshot of the dynamics involving Reinforcement Learning would be the well-known classic arcade game Pac Man. This game character, traversing through his maze and getting rewarded for gobbling up fruits and such, wins the game level when all fruit has been eaten through the maze and dodging through shrewd left, right or straight decisions to avoid running into the ghosts that move throughout the maze causing Pac Man to lose vital life points or die before finishing the level.
Imagine this approach through the lens of AI and coded instructions using a 'Reinforcement Learning Algorithm' of choice of which are many with complex layers of configurability and pro/cons for different environments. Assuming we are on the same level and cannot beat it, Pac Man runs through what the Deep Learning vocabulary refers to as epochs, episodes or loops.
Once the agent AKA Pac Man loops through enough failures without beating the level, the sophisticated 'Reinforcement Learning' has a trick using what is known as LSTM or long short-term memory. Essentially the agent/Pac Man accounts for all mistakes that led to past failures to gobble up fruit, running into the bad guys and ultimately dying by running into enough ghosts to reduce his life points to zero and being forced to start all over again.
The sophisticated algorithmic software, utilize packages that are uploaded via 'pip install' into your coding 'IDEs' virtual environment via the 'Reinforcement Learning' imports by storing a memory bank that is conscious of behaviors and actions that will not lead to the success in gobbling up fruit and fleeing the bad guys through the maze, unscathed. This is just a very small example in laymen's terms for those unfamiliar with the topic to broaden their imagination to what Market Maven Capital is ultimately leaning towards.
This is one of many examples that Reinforcement Learning can be applied to. The possibilities are endless and bringing this to life in a consistently profitable and low maintenance trading environment for essentially an automated decision maker will strive through sheer compute power achieving 97% + accuracy in all trades made on a medium frequency styled strategy attaining sizeable profits for Market Maven Capital and its vested interests.
This is the current crux of Market Maven Capitals main objective and biggest research test pilot that is currently underway. MMC is looking forward to slowly introducing the finished product for lease late 2023, early 2024. The challenging impediment is creating the environment that streamlines live price quotes in a moving window, taking into account the myriads of variables that lead to good and bad decisions in said price environment that the algorithmic agent/trader has to roam and achieve the results and find a sweet spot to be released in real time markets. Major strides have been made in perfecting this project currently underway to a high degree of magnitude.
The success in the discovery of optimal application execution for the 'Reinforcement Learning' solution that will soon be available will be aligning with our flagship strategy enhancing profits and eliminating all human error with a dynamic agile and shrewd decision-making trading agent that requires zero supervision. It is Market Maven Capital's direction to remain at the cutting edge of technology to generate alpha in a world with instantaneous news and an unseeingly complex evolving markets that needs an approach that has the recipe for success and differentiates itself from all other elite traders and hedge funds by using custom built in-house datasets curated for optimal alpha extraction that will be kept top secret for strategy development under lock and key to prevent overcrowding strategies for a multi-generational profit engine.
The only hedge fund I know of that has had consistently the most success with 50%+ returns yearly is 'Rennaissance Technologies' led by Jim Simons. The biggest reason why his fund has made so much money for so long is in the 'In House' curated data and highly guarded secrets about his strategy. Otherwise, that money making machine of a strategy would have been watered down in the 80's proving worthless in years to come.
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Market Maven Capital is proud to spear head this state-of-the-art technological approach and evolvement to AI and Reinforcement Learning'. In the theory of 'Moore's Law' and the inevitable universal law of change it is our responsibility and mission to always stay at the cusp of a top brass 'Quantitative US Equity Strategist' and ultimately be the highest performing group through sheer wit, strategical execution and advanced IT applications for a world class trading unit.
