R-50 is Ridge Capital Solutions’ premier product, offering extensive diversification across assets, subsystems, and trading styles. With a robust foundation of 22 distinct subsystems, it strategically allocates risk with an impressive average maximum risk of just ~2.8% per subsystem.
At its core, R-50 features a sophisticated trading system that optimizes investment strategies through advanced correlation analysis, leveraging genetic algorithms and ensembled filtering with machine learning. As the fourth and latest addition to Ridge’s R-series systems, it incorporates an NSGA-II genetic algorithm-based allocation module. This module dynamically allocates capital across the 22 subsystems, trading both FX and commodities. It determines optimal allocations by analyzing risk-adjusted return metrics such as Smart Sharpe and Sortino ratios, alongside portfolio variance and advanced correlation data. The system further enhances diversification and risk stability through a proprietary scoring framework that evaluates subsystem performance. On average, R-50 holds trades for 24 hours and executes approximately 1,000 positions per month.