About Us

Whether it is for retirement or investment, to grow your hard earned money in the financial market has become more complex. While traders and investors are often brimming with promising ideas, they frequently lack the requisite expertise and knowledge to seamlessly transition from conceptualization to implementation. Our services bridge this gap, offering comprehensive planning, testing, optimization, and execution services. Don't let valuable ideas slip through – seize the advantage!

With over a decade of expertise, MVM is your partner in crafting tailored investment strategies, optimizing portfolios, and creating sophisticated trading solutions. Our proficiency spans stocks, ETPs, volatility products, options, and futures, utilizing Excel, VBA, Matlab, and Python. Our prowess extends to cutting-edge domains – AI, Machine Learning, plus linear and non-linear optimization. Join us in sculpting your financial success story.

​​We serve both retail and professional customers. If you are new to investing and you would like to learn more, we also provide one to one coaching sessions.

Our Services

Financial Planning and Consulting

After understanding the customer's financial targets and situation, we develop a tailored plan and actions to help achieve their goals. Our offering includes two investment vehicles dedicated to driving progress towards these objectives.

Investment Strategies Development

Imagine you have a desired return on your investment and a given risk tolerance but you do not know how and in what to invest your capital to reach your goal. We will develop one or more strategies to suit your needs. We will backtest it, optimize it and provide you with the guidelines for a successful implementation.

Investment Strategies Backtesting and Optimization

If you have an investment or trading idea and you would like to assess whether it works in real life, we can help you by building a backtest for you. Over time we have developed a methodology to avoid overfitting historical data and provide the customer with a higher degree of certainty on the strategy performance. Once the strategy has been verified, by using advanced computer algorithms, we are able to fine tune all the strategy's variables to achieve even better results. 

Portfolio Optimization

When having a bucket of investment/trading strategies or a favorite list of investment products, from time to time it might be hard to decide how to allocate capital to each of them. Classical methodologies include: risk parity, efficient frontier,... These methods, often, do not provide the best trade-off between the two most sensitive parameters for the vast majority of the investors: annualized return and maximum drawdown. We use non-linear optimization algorithms (genetic algorithm, pareto search, particle swarm,...) to identify the most appropriate allocation among sub-strategies and investment instruments. The customer decides: 1- what to optimize (max return, minimum volatility,...) 2- the boundaries (e.g. max tolerable drawdown) and these algorithms will provide the most appropriate capital allocation.

Automated Trading Software and Bots

Some applications for bots and automated trading software are (but not limited to):

1. Money managers that would like to replicate the same trade in different sub-accounts. Copy-trading software will provide: faster execution, reduce the performance difference among subaccounts, minimize the risk of implementation errors.
2. Implement complex strategies. A portfolio could be made of several sub-strategies and each of them might have several entry/exit rules. A manual implementation might be time consuming and overwhelming. This could lead to implementation errors. A trading software will analyze the signals and perform the trades while overcoming the intrinsic human's setbacks. 
3. Overcome the lack of time. We do not always have the time to be in front of the screen to look at how the market moves and eventually place a trade. Bots can be used to look at what the market does and perform the trade on our behalf.
4. Overcome emotional bias. When we are in front of the screen to perform a trade sometimes we try to get the best execution price. Sometimes we do and often sometimes we do not because of the expectation of a future better price. When we do not, often we get frustrated from a few hours to days. By having an automatic trading software, orders can be placed at a pre determined time thus eliminating the frustration linked to the trade execution.

When developing these type of software we use Excel (or Excel VBA UI) as interface while VBA or Python are running in the background to monitor signals and execute instructions. We have experience mostly with the following brokers: Exante and Interactive Brokers.

Model Development

Models can be used e.g. to spot opportunities or perform forecasts. We have experience in developing the mathematical linkage in between independent variables and output predictions. We develop both regressive as well as physics based models.

Training Sessions

If you are new to investing/trading and you would like to learn more or expand your knowledge in the fields we are familiar with, let's set up a call. We are also here to transfer knowledge while providing you with a down to earth view of what it can be realistically achieved through investing in the financial markets.