Our proprietary machine learning algorithms analyze market microstructure to identify alpha opportunities across asset classes with institutional-grade backtesting.
Trusted by the world's leading financial institutions
Comprehensive suite of quantitative models designed to generate alpha across market conditions
Multi-factor equity model combining fundamental, technical and alternative data signals with machine learning integration.
High-frequency currency model analyzing order flow dynamics and macroeconomic catalysts across G10 and EM pairs.
Cross-asset commodity strategy incorporating futures term structure, inventory data and geopolitical risk factors.
Rates and credit model combining central bank policy analysis with deep learning yield curve forecasting.
Digital assets strategy analyzing blockchain data, exchange flows and market sentiment with machine learning.
Risk-managed portfolio construction system optimizing allocation across all Rayoux models and client holdings.
Our composite model has consistently delivered alpha through various market environments, with rigorous risk management protocols.
Our proprietary technology stack combines the latest advances in machine learning with decades of financial market expertise.
Neural networks trained on decades of market data to identify non-linear patterns and complex relationships.
Proprietary data pipelines processing satellite imagery, credit card transactions, and web traffic data.
Bank-level encryption and multi-factor authentication protecting all client data and proprietary models.
Discover how Rayoux's quantitative models can provide sustainable alpha generation for your portfolio with institutional-grade technology.