Chronos Invest
A dynamic quantitative systems lab

Building dynamic quantitative systems for investment firms

Chronos Invest is a quantitative systems lab specialising in the research, development and licensing of systematic algorithmic portfolios for investment firms.

Free. No commercial commitment. 30-day proof of concept window.

150+
Strategy pool
Algorithms developed and validated in constant evolution
15+ Years
Historical depth
Years of market data tested per model since Jan 2010
6 Layers
Validation rigour
Independent stress gates including walk-forward & Monte Carlo
100%
Transparency
Documented and fully auditable Blueprint report with skin in the game
CME GLOBEX EXECUTION: <8.4ms / E-MINI NASDAQ-100 (NQ) / 150+ STRATEGY POOL IN RESERVE / WTI CRUDE OIL (CL) / 100% PROPRIETARY DESK CAPITAL TRADED / HENRY HUB NATURAL GAS (NG) / SEAT-BASED LICENCE — ZERO PERFORMANCE FEES / MONTHLY AUTOMATED STRATEGY ROTATION / MULTICHARTS & TRADESTATION (.PLA) NATIVE / 15+ YRS WALK-FORWARD OUT-OF-SAMPLE / CLIENT HOLDS 100% CAPITAL AT BROKER
About Us

Since our founding, we have been at the forefront of quantitative systems development, combining technological agility with deployment flexibility. We build and license high-performance algorithmic portfolios for investment firms operating in futures markets.

·
01 / DYNAMIC POOL

Strategy pool

Algorithms developed and validated across equity indices & physical commodities. CME deep-liquidity futures in constant evolution.

150+ Models Active
02 / ROBUSTNESS

Historical depth

Years of tick & bar data tested per model since January 2010. Multi-regime walk-forward validated with zero data-mining bias.

15+ Years Out-of-Sample
03 / GATING CRITERIA

Validation rigour

Independent validation layers per strategy: quantitative hypothesis testing, Monte Carlo dislocation stress tests, and strict lockout.

6 Stress Gates
04 / ALIGNMENT

Transparency & Skin

Full auditable Blueprint report with zero discretionary overrides. Every licensed strategy is traded simultaneously on proprietary capital.

100% Proprietary Execution
CME GLOBEX EXECUTION: <8.4ms / ZERO CURVE-FITTING TOLERANCE / 150+ STRATEGY POOL IN RESERVE / MONTHLY AUTOMATED STRATEGY ROTATION / 100% PROPRIETARY DESK CAPITAL TRADED / MULTICHARTS & TRADESTATION (.PLA) NATIVE / WALK-FORWARD EFFICIENCY RATIO > 70%
Solutions Architecture

We build algorithmic trading systems

We design bespoke algorithmic portfolios built around your firm's specific margin capacity, technical infrastructure, and trading objectives. Each system is assembled from rigorously validated strategies, diversified across futures markets.

Solutions · 01 / 04

Systematic seat configuration and operational continuity

We assemble a cohesive strategy architecture tailored to your firm's technical setup and risk boundaries. Deployed software slots are mapped to your exact margin capacity, ensuring structural diversification and cross-market synergy.

Solutions · 02 / 04

Strategy documentation and blueprint report

You require full transparency before deployment. Every system we deliver is accompanied by a comprehensive Blueprint report covering 15+ years of historical backtests, walk-forward optimization, out-of-sample validation, and Monte Carlo stress testing across multiple market regimes.

Solutions · 03 / 04

Algorithm licensing

Our proprietary algorithmic systems are made accessible to investment firms through a structured, seat-based licence framework designed to integrate seamlessly into your existing execution infrastructure. Zero profit sharing, zero lock-ins, complete capital autonomy.

Solutions · 04 / 04

Ongoing monitoring and monthly rotation

Markets evolve. So does your portfolio. All licensed systems benefit from continuous performance monitoring, rollover alerts, and a monthly rotation protocol governed by objective quantitative thresholds. Decaying alpha is systematically replaced.

Capabilities

How systems are built and supervised

From quantitative research and multi-layer validation to live monitoring and systematic risk containment. Six integrated capabilities form the operational architecture behind every portfolio we license.

Capabilities · 01 / 06

Quantitative research, development and models design

Hypothesis-driven research grounded in structural market anomalies, not data mining, forged through live futures operation across equity indices and physical commodities.

Capabilities · 02 / 06

Multi-layer statistical validation and stress testing

Independent stress gates including walk-forward parameter stability, out-of-sample lockout, and Monte Carlo trade scrambling. Failure at any layer triggers immediate decommissioning.

Capabilities · 03 / 06

Custom IT architecture and high-availability infrastructure

Architecture engineered for deep-liquidity CME futures, with secure VPS blueprints and operational continuity for seamless live execution natively on MultiCharts or FIX.

Capabilities · 04 / 06

Live production monitoring and system integrity oversight

Dedicated technical oversight with real-time integrity checks, stability monitoring, data-feed health, and direct-access desk support alongside every deployment.

Capabilities · 05 / 06

Dynamic regime governance and strategy rotation

Decaying models are systematically suspended and replaced from the validated reserve as market regimes shift. Alpha is perishable; systematic rotation is permanent.

Capabilities · 06 / 06

Systematic risk containment and portfolio kill-switches

Predefined mathematical kill-switches at strategy and portfolio level, enforcing a bounded risk profile with zero discretionary override or emotional intervention.

CME GLOBEX AUDITED FEED / SHARPE RATIO: 2.14 / RETURN / MAX DD: 4.18x / WINNING MONTHS: 84.2% / MAX HISTORICAL DRAWDOWN: -7.8% / ACTIVE ROTATION ALPHA DECAY FILTER: ACTIVE / 100% PROPRIETARY CAPITAL BACKED
Active Rotation Edge
40.6% avg. drawdown reduction

Active dual-filter rotation vs. static holding

The dual-filter rotation protocol reduces average portfolio drawdown by 40.6% compared to a static multi-asset holding, while retaining full upside P&L capture. Verified on 15+ years of out-of-sample data and institutional real-money execution.

Dual-Gate Statistical Trim Regime-Adaptive ✓
Skin In The Game Guarantee
100% proprietary capital exposure

Every strategy runs on our own capital

Each algorithm licensed to an investment firm is traded simultaneously on Chronos Invest's proprietary account. No theoretical advice, no simulated advisory distance. Full risk exposure, absolute alignment, and total operational accountability.

Execution Verification Direct Broker Statement ✓
Market Coverage

Deep-liquidity futures markets

Indices, energy, metals, fixed income, and commodities structurally diversified to minimise single-sector concentration risk.

150+ Validated Models in Reserve
Instrument & Sector

E-mini & Micro Nasdaq-100 (NQ / MNQ)

Equity Index Futures · CME / GLOBEX

Contract Dynamics

$20.00 / pt (NQ), $2.00 / pt (MNQ)

$1,800 - $18,500 maintenance margin

Portfolio Rotation Edge

Momentum breakout & intraday liquidity anchor

34 Validated Algorithms in Reserve
Live Performance & Analytics

From system design to live execution

Explore verified configurations assembled from live algorithmic models, diversified across uncorrelated futures markets and timeframes. Each curve reflects real tick-by-tick fills, transaction friction, and disciplined risk limits.

Chronos Core Index · Live equity curve from January 2024

LIVE CME TRADED

EXECUTION VENUE: CME GLOBEX · 100% PROPRIETARY DESK TRADED CAPITAL

Returns / DD ratio
4.18
Sharpe ratio
2.14
Max Drawdown
-7.8%
Positive months
84.2%
Total trades
1,248
Volatility (ann.)
11.2%
Institutional Infrastructure & Risk Telemetry
Execution Co-location <8.4ms CME Aurora Equinix LD4 / NY4 FIX 4.4 routing
Friction & Fill Buffer 1.5 Ticks / Contract Modeled across all liquid futures
Margin Governor Cap 35% Overnight Cap Hard stop against margin calls
Walk-Forward Efficiency 72.4% OOS Ratio 15-year cross-validation stability
Performance expressed on one standard futures contract per market traded. Percentage figures use a $500,000 fixed notional capital (arithmetic cumulative %, no compounding). In % view, DBMF and S&P 500 (SPY) are scaled to match Chronos realized volatility for an indicative like-for-like risk comparison. This scaling is not a standardized or tradeable allocation. Absolute results remain available in USD. Past performance is not indicative of future results.
Process

The roadmap to your tailored infrastructure

We work closely with you to understand your objectives and technical setup. From there, we design and test a personalised algorithmic system built around your specific requirements.

STEP 01

Consultation and proof of concept

This step lays the foundation for a licence configuration truly aligned with your setup and objectives. We analyze existing portfolio correlation and test mathematical synergy.

30-Day Evaluation
STEP 02

Licence and seats configuration

Your seats are configured around your margin capacity, followed by a full system review and quantitative Q&A session with our lead research engineers.

Seat Allocation
STEP 03

Documentation and delivery

You receive an initial Blueprint report detailing historical backtests and risk metrics, which is systematically re-issued at every monthly rotation for continuous compliance.

Blueprint Report
STEP 04

Monitoring and rotation

Underperforming models are systematically rotated out per our quantitative protocol, accompanied by an updated Blueprint report. Dedicated technical support 7 days a week.

Continuous Rotation
Validation Protocol

Proof of concept and deployment

Before any licence is issued, we run a structured validation process. Three phases designed to confirm, with data, that working together makes mathematical sense for both parties.

PHASE 01 · 2 WEEKS

Due diligence and alignment

Quantitative assessment conducted via public benchmarks or anonymized daily returns under mutual NDA. We compute correlation metrics and deliver a concise impact report, providing clear visibility on expected decorrelation and drawdown impact prior to deployment.

Deliverable: Concise impact report (correlation metrics, combined drawdown profile, and risk-adjusted return simulation).
PHASE 02 · 30-DAY LIVE WINDOW

Live validation window

Simultaneous infrastructure setup and live validation window. You observe execution quality, slippage, latency, and strategy rotation in real-time under live market conditions on a dedicated account, with zero commercial commitment required.

Deliverable: 30 days of auditable live execution logs, strategy rotation updates, and system health telemetry.
PHASE 03 · PRODUCTION SCALING

Production deployment

Once execution integrity and performance metrics are verified, the commercial licence is activated. Allocation, strategy slots, and rotation schedules are fully scaled with zero downtime or re-integration delays.

Deliverable: Signed licence agreement, production configuration setup, and initial Blueprint report for active deployment.
PARAMETER PARSIMONY RULE: MAX 3 CORE VARIABLES / MONTE CARLO RANDOMIZED ORDER RESHUFFLING: 10,000 RUNS / REGIME DISLOCATION STRESS GATES: 2008, 2020, 2022 / ZERO DISCRETIONARY OVERRIDE EXCEPTION
Scientific Discipline

Structural edge and over-fit prevention

Avoiding over-optimisation is not a single decision, it is the result of an architecture designed at every level to prevent it. Each step is structured to surface curve-fitting before it reaches production.

01

Multi-layer validation gate

Every candidate must pass successive stress-test periods covering historical market dislocations, walk-forward parameter stability analysis, and mandatory out-of-sample validation. Each layer is independent, a model that fails any single checkpoint is immediately set aside. No discretionary overrides and no second chances within the same development cycle.

02

Parameter parsimony

Strategies are kept deliberately simple. The core objective is to identify a natural, structural market edge — one that exists because of genuine market behaviour, not because parameters have been fitted to historical data until the equity curve looks compelling. The fewer the parameters, the more transferable the logic across unseen regimes.

03

Selective optimisation

Structural and volatility filters are applied to exclude trades that are misaligned with the prevailing market environment. These are not added to improve backtest aesthetics — they are grounded in market microstructure logic. Optimisation is always a finishing layer applied to a model that already demonstrates a standalone edge.

Governance

Behind the strategies

Our approach combines rigorous strategy design, diversified system architecture, and adaptive monthly rotation. The goal: a transparent and disciplined framework that stays aligned with market cycles and is built for structural robustness over time.

Quantitative Research Leadership

Martin Lainé

Principal & Lead Quantitative Researcher

150+ CME Models Governed Proprietary Capital Allocated

Martin leads the quantitative research studio specialising in the design and licensing of systematic trading frameworks for institutional futures markets. With direct market exposure across multiple volatility regimes, he directs the development and lifecycle governance of Chronos Invest's algorithmic strategies.

He oversees a proprietary reserve of 150+ validated models for CME equity indices and commodity futures, built on microstructural price action, macro nowcasting, and CFTC flow modeling.

Each system is validated through strict walk-forward analysis, Monte Carlo trade-scrambling, and multi-layer stress gates. Every single licensed strategy is deployed simultaneously on Chronos Invest's proprietary capital.

ETHOS: "Zero advisory distance. Full mathematical transparency. 100% skin in the game."
Institutional FAQ

Frequently answered questions

Direct, transparent clarity regarding our licensing model, custody, and deployment architecture.

No. Chronos Invest operates strictly as a technology and intellectual property developer. We do not provide financial advisory, custodial services, or asset management. All capital execution, operational integration, and final risk parameters remain under the sole governance of the Chronos licensee.
Building and maintaining an institutional-grade quantitative infrastructure requires heavy fixed capital, continuous alternative data-feed overheads, and specialized engineering teams exposed to key-person risk. Licensing Chronos Invest replaces unpredictable fixed overhead with a transparent, predictable software expense, granting instant operational scale and access to a diversified pool of 150+ models continuously expanding while retaining 100% of your alpha with zero profit-sharing.
Portfolio diversification fails when internal research teams rely on identical data structures and factors. Chronos Invest's models are built completely independent of traditional internal multi-factor frameworks. By combining microstructural price action on deep-liquidity global futures with automated macro nowcasting, our framework captures distinct, non-correlated market edge that complements and diversifies existing institutional portfolios.
Each annual license includes full system deployment, monthly strategy rotation updates, standard monitoring, complete technical documentation and a dedicated technical service. Every deployment is accompanied by an initial Blueprint report detailing historical metrics and stress tests, which is systematically re-issued at every rotation for continuous risk compliance.
Alpha is a perishable asset. Rather than deploying static code that inevitably degrades when market structures shift, our engine continuously benchmarks active strategies against their historical statistical profiles. If a model exhibits regime drift or microstructural decay, we suspend it and deploy a qualified replacement strategy from our model reserve possessing the highest mathematical alignment with the current volatility cycle.
Chronos Invest operates strictly under a software delivery and architecture advisory model. We do not run, host, or execute live strategy sessions on our own servers for clients. All execution occurs within your own infrastructure (such as dedicated Windows VPS / MultiCharts, TradeStation, or direct broker FIX endpoints).
No. Chronos Invest operates strictly under a transparent, seat-based annual licensing structure with a clean tech-vendor model. We enforce zero profit-sharing, no discretionary control over your setup, and no capital lock-ins. This structure ensures our licensees retain 100% of their generated alpha while converting unpredictable operational infrastructure costs into a predictable software expense.
Professional and institutional clients only

Request an introductory call

Every engagement begins with a consultation. We take the time to understand your infrastructure, objectives, and margin capacity before configuring any system.

"Alpha is perishable. Architecture is permanent."

DIRECT DESK: contact@chronosinvest.com

Schedule Strategic Scoping

Direct access to lead quantitative desk. Response under 4 hours.