MM Systematic was founded by Marcello Maravolo, an engineer and systematic futures trader with a professional background in engineering development and technical systems.
The project grew from a simple problem: a strong backtest was not enough evidence to justify trusting a strategy with real capital.
That led to an engineering-led approach to strategy development. Strategies are researched and tested under a defined process, configurations are frozen before evaluation on unseen data, and development, out-of-sample, simulated and actual live results are kept clearly separated.
The same principle continues after deployment. Commercial release is not treated as the end of validation: strategy behaviour continues to be monitored through the MM Systematic Strategy Health framework, with strategies subject to review, suspension or retirement when the evidence requires it.
MM Systematic develops automated systematic futures strategies intended for controlled commercial release.
No guaranteed returns, no personalised investment advice, and no claim that automation removes market risk.
Initial products are designed for use with NinjaTrader Desktop 8.
Visit NinjaTrader →Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
CFTC Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.
NinjaTrader® trademark notice: NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. No NinjaTrader company has any affiliation with the owner, developer, or provider of the products or services described herein, or any interest, ownership or otherwise, in any such product or service, or endorses, recommends or approves any such product or service.