Summary

Prolific Capital Markets is a short-term systematic trader that aims to capture pricing inefficiencies introduced by market participants’ behavioral biases. These biases are triggered by volatility; thus, the strategy is inherently long volatility. We employ models designed to capitalize across a three-dimensional spectrum of behaviors in global markets: Anticipatory Momentum, Crisis Alpha and Conditional Mean-Reversion. Our algorithms generate return streams that are uncorrelated to the CTA and Hedge Fund indices. We trade the most liquid and diverse markets, with the lowest implementation costs, and best asymmetric return profiles. Prolific aims to generate non-correlated, attractive risk-adjusted returns, and first responder crisis alpha.