Trading
Investments
Aylim Capital Investments is a quantitative proprietary trading company that invests in liquid exchange-traded products.
The company is solely owned by the Principals
Markets
The company trades a broad range of markets spanning global interest rates and equity index volatilities
Relative Value
The Aylim model uses machine learning to identify relative value opportunities between contracts
Algorithms
Proprietary algorithms take the model output and generate strategies, allocate risk and execute trades
Future Growth
Aylim envisages further expansion into swaps and bond markets as opportunities for electronic trading increase
Experience
The two principals of the company have over 40 years of experience trading financial markets
Philosophy
Systematic Approach
Attractive absolute and risk-adjusted returns can be achieved from applying quantitative techniques to trading closely linked financial instruments
The Aylim Model
The same model identifies trades across all the products traded
The Aylim Edge
Research has discovered several significant new sources of alpha
Accelerated Investment
Proprietary algorithms are used in all processes from data retrieval through to trade execution
Machine Learning
Machine learning decides for all of the parameters used by the algorithms
Risk Management
Sophisticated risk modelling anticipates the portfolio risk metrics. Stress testing and scenario analysis assess the potential effect on the portfolio of regime change
Contact
Disclosure
This site is for general informational purposes only. Nothing on this site should be construed as an offer to, or solicitation of, any potential clients or investors for the provision of investment management, advisory or any other similar services. Aylim Capital Investments is solely owned by the Principals and does not provide investment advice or accept investment capital from any other persons.