R-10 stands at the forefront of Ridge Capital Solutions’ product portfolio, boasting exceptional diversification across assets, subsystems, and trading styles. With a comprehensive base of 22 subsystems, it strategically allocates risk across numerous approaches, featuring an average maximum risk per subsystem of only 2.8%.
Central to R-10 is a sophisticated trading system that optimizes investment strategies through advanced correlation analysis, utilizing genetic algorithms and ensembled filtering with machine learning. This system integrates an NSGA-II genetic algorithm-based allocation module. It dynamically allocates capital across 22 subsystems, trading both FX and commodities. Optimal allocations are determined by evaluating risk-adjusted return metrics like Smart Sharpe and Sortino ratios, along with portfolio variance and advanced correlation data. R-10 employs a proprietary scoring framework to assess subsystem performance, ensuring enhanced diversification and risk stability. On average, it holds trades for 24 hours and executes approximately 1,000 positions per month.