JUSTMAE
Approach

A closed loop from data to decision

Robustness comes from process. Every strategy that reaches live trading must pass through the same disciplined research pipeline.

  • Data governance
  • Factor research
  • Model construction
  • Rigorous backtesting

Research funnel

  • Research ideas1,240
    —
  • Factors registered318
    26%
  • Backtests passed86
    27%
  • Paper traded24
    28%
  • Live9
    38%
Illustrative filtering from research idea to live trading over a year.
  1. 01

    Data governance

    Cleaning, alignment and quality control of market, fundamental and industry data.

  2. 02

    Factor research

    Explainable spread and relationship factors, with no tolerance for illogical overfitting.

  3. 03

    Model construction

    Statistical methods and machine learning in balance; robustness before in-sample fit.

  4. 04

    Rigorous backtesting

    Out-of-sample and rolling validation including slippage, impact cost and capacity.

  5. 05

    Portfolio optimisation

    Weight allocation under a risk budget, with correlation between strategies controlled.

  6. 06

    Execution

    Algorithmic order slicing and liquidity timing to compress frictional cost.

  7. 07

    Live risk control

    Pre-trade limits, in-trade monitoring and post-trade attribution form a triple loop.

Risk

Risk budget before return target

At JUSTMAE, risk is not an appendix to the strategy — it is where strategy design begins. Position size and leverage are derived from tolerable drawdown, never the other way around.

Pre-trade

Hard limits on strategy allocation, single-product exposure and leverage.

In-trade

Real-time monitoring, circuit breakers and automatic deleveraging.

Post-trade

Performance attribution, stress testing and extreme scenario reviews.

Continuous

Active-active redundancy for data and trading systems, with regular failover drills.

Drawdown discipline

Alert threshold0
Illustrative drawdown control under a risk budget: reaching the threshold triggers automatic deleveraging.

Execution path timing

  • Feed handling34%
  • Signal computation28%
  • Risk checks21%
  • Order dispatch17%
Illustrative breakdown of the path from market data to order dispatch.
Infrastructure

The engineering behind the research

Systems set the ceiling for strategies. Data, backtesting and execution share one proprietary architecture.

Low-latency market data

Direct multi-venue feeds, clock synchronisation and anomaly filtering.

Distributed backtest cluster

Parallel parameter search and rolling-window validation shorten research cycles.

Real-time risk engine

Exposure, limit and compliance checks complete before an order leaves the system.

Unified data lake

Market, fundamental, industrial and trade data governed and versioned in one place.

Active-active resilience

Trading and data systems across sites, with regular failover drills.

End-to-end observability

Monitoring and alerting from feed latency through to order acknowledgement.

Compliance and boundaries

  • We provide strategy research, model development and technology consulting; we do not raise public funds or manage client accounts on a discretionary basis.
  • Every chart published here is an illustration of methodology and represents neither historical performance nor any promise of return.
  • Cross-border operations follow foreign exchange, customs and anti-money-laundering regulations.

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