Chronos Invest is a quantitative systems lab specialising in the research, development and licensing of systematic algorithmic portfolios for investment firms.
Free. No commercial commitment. 30-day proof of concept window.
Algorithms developed and validated across equity indices & physical commodities. CME deep-liquidity futures in constant evolution.
150+ Models ActiveYears of tick & bar data tested per model since January 2010. Multi-regime walk-forward validated with zero data-mining bias.
15+ Years Out-of-SampleIndependent validation layers per strategy: quantitative hypothesis testing, Monte Carlo dislocation stress tests, and strict lockout.
6 Stress GatesFull auditable Blueprint report with zero discretionary overrides. Every licensed strategy is traded simultaneously on proprietary capital.
100% Proprietary ExecutionWe design bespoke algorithmic portfolios built around your firm's specific margin capacity, technical infrastructure, and trading objectives. Each system is assembled from rigorously validated strategies, diversified across futures markets.
From quantitative research and multi-layer validation to live monitoring and systematic risk containment. Six integrated capabilities form the operational architecture behind every portfolio we license.
Hypothesis-driven research grounded in structural market anomalies, not data mining, forged through live futures operation across equity indices and physical commodities.
Independent stress gates including walk-forward parameter stability, out-of-sample lockout, and Monte Carlo trade scrambling. Failure at any layer triggers immediate decommissioning.
Architecture engineered for deep-liquidity CME futures, with secure VPS blueprints and operational continuity for seamless live execution natively on MultiCharts or FIX.
Dedicated technical oversight with real-time integrity checks, stability monitoring, data-feed health, and direct-access desk support alongside every deployment.
Decaying models are systematically suspended and replaced from the validated reserve as market regimes shift. Alpha is perishable; systematic rotation is permanent.
Predefined mathematical kill-switches at strategy and portfolio level, enforcing a bounded risk profile with zero discretionary override or emotional intervention.
Explore verified configurations assembled from live algorithmic models, diversified across uncorrelated futures markets and timeframes. Each curve reflects real tick-by-tick fills, transaction friction, and disciplined risk limits.
We work closely with you to understand your objectives and technical setup. From there, we design and test a personalised algorithmic system built around your specific requirements.
This step lays the foundation for a licence configuration truly aligned with your setup and objectives. We analyze existing portfolio correlation and test mathematical synergy.
30-Day EvaluationYour seats are configured around your margin capacity, followed by a full system review and quantitative Q&A session with our lead research engineers.
Seat AllocationYou receive an initial Blueprint report detailing historical backtests and risk metrics, which is systematically re-issued at every monthly rotation for continuous compliance.
Blueprint ReportUnderperforming models are systematically rotated out per our quantitative protocol, accompanied by an updated Blueprint report. Dedicated technical support 7 days a week.
Continuous RotationBefore any licence is issued, we run a structured validation process. Three phases designed to confirm, with data, that working together makes mathematical sense for both parties.
Quantitative assessment conducted via public benchmarks or anonymized daily returns under mutual NDA. We compute correlation metrics and deliver a concise impact report, providing clear visibility on expected decorrelation and drawdown impact prior to deployment.
Simultaneous infrastructure setup and live validation window. You observe execution quality, slippage, latency, and strategy rotation in real-time under live market conditions on a dedicated account, with zero commercial commitment required.
Once execution integrity and performance metrics are verified, the commercial licence is activated. Allocation, strategy slots, and rotation schedules are fully scaled with zero downtime or re-integration delays.
Avoiding over-optimisation is not a single decision, it is the result of an architecture designed at every level to prevent it. Each step is structured to surface curve-fitting before it reaches production.
Our approach combines rigorous strategy design, diversified system architecture, and adaptive monthly rotation. The goal: a transparent and disciplined framework that stays aligned with market cycles and is built for structural robustness over time.
Principal & Lead Quantitative Researcher
Martin leads the quantitative research studio specialising in the design and licensing of systematic trading frameworks for institutional futures markets. With direct market exposure across multiple volatility regimes, he directs the development and lifecycle governance of Chronos Invest's algorithmic strategies.
He oversees a proprietary reserve of 150+ validated models for CME equity indices and commodity futures, built on microstructural price action, macro nowcasting, and CFTC flow modeling.
Each system is validated through strict walk-forward analysis, Monte Carlo trade-scrambling, and multi-layer stress gates. Every single licensed strategy is deployed simultaneously on Chronos Invest's proprietary capital.
Direct, transparent clarity regarding our licensing model, custody, and deployment architecture.
Every engagement begins with a consultation. We take the time to understand your infrastructure, objectives, and margin capacity before configuring any system.
"Alpha is perishable. Architecture is permanent."
DIRECT DESK: contact@chronosinvest.com
Direct access to lead quantitative desk. Response under 4 hours.