4FX Platform
A comprehensive toolkit for analytical and risk management purposes.
Our aim is to empower all investors to achieve their financial goals, providing right set of tools for smarter risk management.
Algorithms and Risk Management tools
Proprietary developed system of trading signals for FX and Crypto currency markets. Our algorithm analyzing big set of moving data on FX and crypto markets as well as certain options parameters in order to detect a positive trading signal. Once all technical and option signals jointly confirmed, the algorithm provides relevant trading message. Our signals optimized for major currencies and crypto pairs.
Basic characteristics:
- Extremely liquid FX and crypto markets
- Neutral strategy, unaffected by market conditions
- No correlation with financial markets
- Can be used separately or jointly with other strategies
- Algorithm with high performance efficiency
Whenever the markets are turbulent and volatility gets extremely high, it can be very hard for retail investors to hedge their positions with options due to liquidity shrinkage and spreads widening. We provide a hedging algorithm for undefined risk strategies such as strangles, straddles or naked short options.
Composite:
- The perpetual futures as a liquid hedging position
- The order book depth analyzer – helps to check the best prices at which the full order can be fulfilled
- The designed in Matlab algorithm that will track the rapid change in standard deviation of underlying asset, order book liquidity and set the best entry and exit points for hedge
The Market Makers are the providers of Liquidity on the markets. They must participate in every transaction where buyer or seller agrees to take a deal at a quoted price. The main and most common instrument to hedge the risk is to make the delta-neutral position. However, our algorithm offers a more sophisticated and effective way to hedge positions based not only on Delta, but neutralizing Gamma and Vega as well.
Composite:
- Block for estimating value and parameters of options (The Black-Sholes option pricing model)
- Block for estimating portfolio parameters (Delta, Gamma, Vega)
- Optimization block for determining the hedging plan:
First step – Delta Hedging with underlying asset or futures
Second step – Neutralization of Gamma and Vega at the same time (additional option positions)
Final step – one more delta alignment (additional position in underlying asset)
- Trading strategy block for each execution step
- Bid-ask spread quotation block – placing orders automation process, taking into account agreed limits and other necessary risk management parameters
F-Line Optimization:
This is a famous portfolio optimization algorithm that overcomes some limitations of Markowitz’s Mean-Variance Optimization approach. The most important trait of this method is that it provides the investor with an option to place lower and upper bounds on the weights of the assets.Mean-Variance Optimization:
A collection of classic Mean-Variance portfolios – Inverse Variance, Minimum Volatility, Quadratic Utility, Maximum Sharpe, Efficient Risk etc… It also provides users with ability to create custom portfolios with custom objectives and constraints.Clustered Optimization:
The algorithm estimates optimal weight allocation to either maximize the Sharpe ratio or minimize the variance of a portfolio. As evident by the name, it clusters the covariance matrix of asset returns to a reduced, denoised form and produce efficient weight allocations.
It works simple
- Register to our platform
- Take a free trial
- Choose the optimal product bundle
- Choose the optimal cryptocurrency payment method
- Make a payment for the selected products into our crypto business accounts
- Launch API connection and authorize algorithms or just receive signals via panel
- Use full set of products to manage the risk and make smarter investment decisions.
