RobinAlpha Capital
RobinAlpha Capital International Investment Co., Ltd. (referred to as "RobinAlpha") is a global quantitative investment firm headquartered in Washington, D.C., USA. It specializes in providing scientific and low-risk global asset allocation solutions for institutional clients and high-net-worth investors through AI-driven high-frequency trading (HFT), statistical arbitrage, and multi-factor Alpha strategies. By integrating top Wall Street quantitative models with localized insights from the Asia-Pacific market, RobinAlpha aims to continuously capture excess returns (Alpha) in the US stock market, Hong Kong stock market, cryptocurrency, and derivatives markets.
Compliance Qualification
Licensed as an Investment Adviser (RIA) of the US Securities and Exchange Commission (SEC), operating in compliance with MiFID II and the regulatory framework of the SFC.
Real-time risk monitoring platform "AlphaSentry" dynamically controls portfolio retracements (target Sharpe ratio> 2.5)
Brand Concept
“From Data to Alpha”
"Robin" (the robin) symbolizes a keen insight into market opportunities and agile execution.
"Alpha" represents our commitment to outperform benchmarks, scientifically removing market noise and locking in sustainable returns for our clients.
Our Vision
To build a quantitative asset management platform led by science and technology and coordinated across markets, leading the global financial industry towards intelligence, transparency and sustainable growth.
From Data to Alpha —— Identify real opportunities from complex data and extract sustainable returns with the power of technology.
Our High Frequency Quantitative Trading Advantage
Cutting Edge Quantization Technology
RobinAlpha Capital has industry-leading cutting-edge quantitative technology, which is based on its own AI-Algo trading system. The system integrates machine learning (ML), natural language processing (NLP) and ultra-low latency execution architecture, enabling dynamic optimization of high-frequency trading strategies in the US stock market at the millisecond level, achieving a double breakthrough in strategy adaptability and execution efficiency.
Multi-dimensional Data Processing System
In addition, we have built a multi-dimensional data processing system that integrates alternative data sources such as satellite images, supply chain tracking data and social media sentiment analysis in addition to traditional financial data to capture potential market signals from a broader perspective and provide more forward-looking support for strategy modeling.
Successful Experiences
In the U.S. stock market, we focus on the SP 500 components and the Nasdaq technology sector, capturing high-frequency arbitrage and liquidity mismatch opportunities through in-depth modeling of micro-market structures. In the Asia-Pacific market, we deepen our expertise in the interconnectivity mechanisms between Hong Kong and A-shares, using statistical arbitrage models to accurately identify structural profit opportunities arising from cross-border capital flows and pricing discrepancies.
Trading Strategy
Global Strategic Layout
Start with data and use technology to find excess returns.
Our Partners
