Data analysis and decision platform
Jaugeon Metrics identifies and ranks the best performing algorithmic strategies, then allows you to follow them automatically, in copy-trading, to generate a passive return without following the markets on a daily basis.
The observation
The volume of market data available today far exceeds the manual analysis capacity of an individual investor. Jaugeon Metrics was designed to bridge this gap.
Without automated processing
With Jaugeon Metrics
Operation
The process remains simple from the user's perspective, even if the underlying infrastructure processes a large volume of data.
Market flows, macroeconomic indicators and historical data are continuously collected and normalized, then structured for analysis.
Each available strategy is rated according to its historical performance, its stability and its risk profile, before being proposed for monitoring.
Once the strategy is chosen, orders are automatically replicated in your account, according to the performance parameters you have defined.
The Gaugeon Metrics engine
Each component of the engine addresses a distinct dimension of risk and performance, without relying on a single metric.
Combines market data, transaction volumes and external data to build continuously updated return projections.
Each strategy is associated with a risk score recalculated for each significant variation in volatility, visible directly in your dashboard.
Signals are processed with ultra-low latency, allowing the system to adjust positions before a market movement propagates.
The calculation capacity adapts to the number of strategies followed, without degrading the processing time of users already connected.
Methodology
No strategy is proposed for monitoring without having gone through a structured validation process. The models are first tested on historical data covering several market cycles, including phases of high volatility.
Once this first step has been completed, each strategy is subject to out-of-sample validation: it is evaluated on data that it has never seen during its training, in order to verify that its performance does not result from a simple adjustment to past data.
Backtesting results are presented with their methodological limitations in your personal space, alongside common risk indicators, so that you have a complete reading before following a strategy.
Frequently asked questions
The questions below come up most often when getting started with the platform.
Your login data and account information is encrypted, both in transit and at rest. Access to execution systems is partitioned and subject to authentication controls separate from those used for viewing your dashboard.
The capital required depends on the selected strategy, as some rely on assets with different minimum position sizes. The required amount is clearly indicated on the form for each strategy before any activation.
You can stop following a strategy and initiate a withdrawal at any time from your personal space. The execution time depends on the positions open at the time of the request, and you are informed of this before any confirmation.
The dynamic risk score is continuously recalculated. When an increase in volatility is detected, the engine can automatically reduce a strategy's exposure, according to the risk management parameters specific to that strategy.