28/08/2024
A hearty welcome to our evolving business page aimed at the exchange of ideas and mindful networking!
More than 15 years of meticulous, statistically-driven research have eventually resulted in a consistent quantitative edge in trading a variety of different markets - first and foremost FX, currencies and the big equity indices.
Inspired by great traders and researchers of the likes of W. Eckhardt, J. Simons and N. Taleb, we have not shied away from taking the long path of finding durable and proven value in shape and form of a statistical edge - meaning a systematic advantage in certain market segments.
Through mature and novel Machine Learning techniques we defy the firm grasp of randomness on a consistent and hence repeatable basis - which, for what it’s worth, is literally all that matters when being exposed to market risk.
Viewed from that perspective, DICE Capital, or short DICE Cap, is also an ironic allusion and tribute to the by and large random and chaotic nature of the dearly-held entity called capital market - which is so fascinating to us.
For context, the following characteristics try to explain how we came up with our brand name DICE Capital, which really only is the tip of an iceberg of practical and computerized research underneath:
- As we've been confronted with over and over again, markets generally don’t obey to conventional text book wisdoms and bell curve like distributions.
- Edges in the market(s) are inherently elusive - when they are not statistically ironclad, they will inevitably get shattered in the not so distant future - that is a circumstance one can indeed bet on.
- With our unique approach, the “impact of rolling the dice” is capped - which is more than almost any market participant is capable of doing - exceptions are extremely scarce, most participants are virtually "fooled by randomness".
- Modern technology (such as GPUs) and data-efficient number crunching (through advanced ML) takes a key part in this remarkable outcome of having a firm statistical grasp of volatility.
Like A. Elder put it so vividly, markets are the ultimate human challenge and struggle - let's say short of war (sadly present these days). The vast and overwhelming majority of traders of all walks of life simply crash & burn in the markets over time, since this game of liquidity is harder than almost any human endeavour.
Armed with both traditional & generative ML/AI methods and decent amounts of experience build up over time, DICE Capital takes a novel stab at the markets.
We are more than happy to work with selected partners and market afficionados on mutually elevating our level of insight into market structure and quantitative trading strategies.
Everyone, make sure the die is not cast for the last time yet! :)
