Valeyre Research was set up in May 2020 and is based in Cannes, France. The company started by providing the most successful hedge funds with automatized and systematic signals used for mid-frequency trading in equities and cross-asset futures. Signals include both the short-term reversal strategies with a holding period of one week and the trend-following ones with a holding period of one month. They could be implemented into equity market neutral or CTA portfolios. The universe of trading includes 3,000 single stocks and 70 Futures on stock indexes, bonds, commodities and FX in Europe, the USA, and Asia.
The company also advises hedge-funds on portfolio management and quantitative research, also working on systematic macro strategies.
The company is also involved in data science and deep machine learning (neural networks, natural language processing, computer vision) with various applications.
valeyreresearch.com 