What we do
Flipsto designs, develops and operates systematic quantitative trading strategies across derivatives and futures markets. Our work is structured around a fully in-house research and trading pipeline, allowing us to maintain control, transparency and consistency at every stage of the process.
Strategies are developed with a strong emphasis on robustness, risk awareness and real-world tradability.
Strategy Development Lifecycle
Our work spans the full lifecycle of quantitative strategy development :
data acquisition, cleaning and validation
research and hypothesis formulation
backtesting and robustness analysis
production deployment and execution
continuous monitoring and post-trade evaluation
Each stage is governed by clearly defined processes designed to ensure reproducibility and to limit model and operational risks.
Our Focus
Our primary areas of expertise are volatility-related strategies and commodities futures markets.
Volatility strategies
Crafting robust models that adapt under different market conditions.
Commodities trading
Ground our strategies in a deep understanding of each commodity market.
Research and testing environment
We have developed our own research environment and testing framework to support systematic strategy development.
Research hypotheses are grounded in empirical evidence, economic intuition and, when relevant, documented academic research. Strategies are evaluated using extensive testing, including sensitivity analysis, regime analysis and stress scenarios, before being considered for production.
Our tooling allows us to iterate efficiently while maintaining strict standards on data quality, statistical validity and result interpretability.
Alpha Models
Developing predictive signals from market data.
Execution Algorithms
Designing robust and resilient strategies to optimize efficiency.
Risk Analytics
Quantifying portfolio risk with advanced statistical models and real-time stress testing.
Contact
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