Leibniz

LeibnizGroup

Systematic Investing

About Us

Leibniz Group is an award winning alternative investment company focused on the development and trading of systematic and machine learning driven strategies.

The company was incorporated in 2012 and is based in Lucerne, Switzerland.

We were named after Gottfried Wilhelm von Leibniz, sometimes called the last universal genius, a German polymath and philosopher, who made deep and important contributions to physics, technology, philosophy, probability, theory, biology, geology, psychology, linguistics and computer science, who developed calculus independently of and earlier than Isaac Newton.

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Our Awards

HFM Awards

Winner Newcomer CTA

Hedge Funds Review

European Performance Awards 2017, Winner

HFM Week

European Hedge Fund Performance Awards 2017, Winner

The hedgefund journal

Best Performing Fund over 5 years (2018)


Quotes we like

In economics, things take longer to happen than you think they will, and then happen faster than you thought they could.

Rudiger Dornbusch

If you can’t explain something simply, you don’t really understand it.

Bill Gates

Alles Fertige wird angestaunt, alles Werdende wird unterschätzt.

Friedrich Nietzsche

The Market has no memory – and neither do buyers.

A client

Live Strategies

Systematic Intelligence

2011 to present

The Systematic Intelligence Program (SI) is a fully systematic and globally diversified investment strategy. The strategy deploys assets globally by investing in 80 different equity, currency, commodity, interest rate and volatility markets via highly liquid instruments to maximize diversification and limit volatility.

Average holding periods range from 3-40 days per sub-strategy. Risk Exposures are adjusted daily and are reduced within 1-2 days in trend reversals. SI consists of 3 Sub-Strategies which are dynamically weighted, allowing complete de-allocation from an asset class and avoiding over fitting and a pre-established bias.

SWARM

2015 to present

The SWARM Program (SWARM) is a fully systematic investment strategy based entirely on machine learning approaches. The strategy screens 400 assets globally and then builds positions via 25+ FX spot pairs on average. Various sub-strategies diversify trading approaches and contribute their inputs to their respective regularized neural networks.

The execution of the strategy is systematic, and all facets of the models, risk management and trade allocation are fully automated. Average holding periods approx. 1 day with the shortest average holding periods for pairs being less than 4 hours.

Grab+

2016 to present

GRAB utilises a swing and trend focused trading methodology with a focus on elliptical cycles in financial markets. The algorithm detects tradeable patterns across 30 markets and trades them in the most suitable sub-strategy based on daily observations. The strategy makes use of entry and exit algorithms to detect regimes and employs an active drawdown limiting system.

The GRAB strategy was developed in 2013 and ongoing research has lead to further improvement implementations as recent as March 2019, leading to GRAB+

Everest

2016 to present

The EVEREST Program is a fully systematic, diversified trading strategy which was designed to achieve superior risk-adjusted returns regardless of overall market direction. It is live since March 2016 and has achieved a double digit annualized net return with a controlled level of volatility.

EVEREST is active in foreign exchange and precious metals markets employing a blend of complimentary market timing methodologies in order to diversify trading risk.


In Incubation

VIKING

2014 to present

VIKING is a systematic macro strategy employing macro and sentiment variables to assess the level of financial market risk on multiple time horizons and has been live since 2014.

The strategy does not aim to forecast a specific trigger for a market drawdown (or rally). Rather, it forecasts the market sensitivity to such triggers, at a certain point in time.

VIKING is non-linear and asymmetric with a specific design to handle and pierce through the highly noisy nature of economic and financial data sets. The strategy does not rely on trend following / mean-reversal type of price pattern variables driving the returns.

AUXENTA

2019 to present

AUXENTA is a systematic all-weather strategy with the ability to sustain shocks similar to auxentic materials. It consists of complementary medium frequency sub-strategies which digest data every millisecond.

The strategy does not solely rely on trend following components but rather reacts to short term market behavior via its adaptive hierarchical machine learning algorithms and risk models.

AUXENTA development started in 2016 with the initial strategy going live in June 2019.

ROCKET

2019 to present

ROCKET is a systematic high-to-medium-frequency algorithmic program that trades US futures on the main market indices. It tracks the instant changes of the available liquidity and reaction to these changes, to take advantage of either an excess of liquidity supplied by buyers or liquidity excess, supplied by sellers.

ROCKET focuses on market microstructure and liquidity changes caused by either recurring or unexpected liquidity events and utilizes holding periods ranging from 1 second to tens of minutes. The mathematical foundation of the ROCKET infrastructure consists of a series of specially developed data transformation mathematical algorithms, that take into account the non-ergodic character of the traded instrument dynamics (“memory”).


Speed

Average Holding Periods of the Leibniz Investment Strategies

Momentum
16 days
Pattern Recognition
3 days
Volatility Arbitrage
40 days
SWARM
1 day
Grab+
10 days
EVEREST
5 days
VIKING
15 days
AUXENTA
1 day
ROCKET
1 day

Database

Request login for our proprietary database tool in order to review strategy factsheets and build bespoke portfolios here.

  • Strategy Overviews
  • Risk Statistics
  • Return Reports
  • Performance Statistics
  • Performance Breakdowns

CONTACT

Contact us to learn more about the Leibniz Group Team and Investment Strategies

 

None of the services or other matters described here should be taken as an offer or solicitation of those services or other matters. The value of an investment may go down as well as up. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Leibniz Group LLC is registered with the US Commodity Futures Trading Commission ("CFTC") as a commodity trading advisor and is a member of the National Futures Association ("NFA") (NFA ID # 0507378). Such registration and membership do not imply that the CFTC or the NFA have endorsed Leibniz Group's qualifications to provide the advisory services set forth herein. This information is intended only for the benefit of selected and qualified investors as defined by FINMA or other applicable regulatory agency. In the U.S., Leibniz Group LLC only offers its services for the benefit of selected “Qualified Eligible Persons” (as such term is defined in U.S. Commodity Futures Trading Commission Reg.4.7). THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THE TRADING PROGRAMS OR THIS WEBSITE.