CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. -- % of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.

KLG - KomaLogic

Hello everyone,

It has been about 6 months since I joined the Darwinex Community and I would like to take this opportunity to introduce myself and my Darwin KLG.

First of all, I would also like to thank all KLG investors for their trust, as the track record is just half a year long and the D-Score is still low, about 40 right now (which had benefited from the recent change).

My name is Martí, I have a background in electronics engineering and about 6 years experience trading commodities and currencies, with the last 4 focusing on systematic and algorithmic trading. I am currently based in the Barcelona area, Spain.

The core of KLG is a systematic momentum-based strategy in which both alpha and execution models are automated in an algorithm running on a colocated server. This strategy aims to capture the volatility relationship between different currencies of major trade economies.

The strategy is designed to run with a low-risk level (VaR between 2.5 and 3.5) and a positive skewness. The position management dynamically adapts to market conditions and aims to limit the downside without limiting the upside. This is because of the momentum (trend-following) nature of this strategy; small and more common losses and fewer but bigger winners.

Lastly, all my work is under the name of KomaLogic, which comes from the junction of Mount Ikoma (Osaka, Japan, because of first rice futures traded) and Logic (from… logic. Nothing really fancy here).

So, nice to meet you all and I look forward answering any question you might have.

Regards,
M

3 Likes