Quantitative investing is investing based on mathematical models, data, patterns and clear rules. The approach is internationally recognised—algorithmic trading now accounts for more than 80% of all stock exchange transactions.
Beim quantitativen Investieren werden Kapitalmarktentscheidungen von Algorithmen getroffen, die auf statistischen Analysen, historischen Marktdaten und wissenschaftlich fundierten Modellen basieren. Jede Entscheidung folgt einem Regelwerk, das zuvor umfangreich getestet wurde – Emotionen, Tagesform oder Marktstimmung spielen keine Rolle.
The approach has long been recognised internationally as best practice: more than 80% of all stock exchange transactions are now executed algorithmically. Major quant firms such as Renaissance Technologies, D. E. Shaw and WorldQuant have worked this way for decades and generate consistent returns. European leaders such as Flow Traders and SSW-Trading (Hamburg) also rely on this strategy.
Since 2016, Alphawave has operated with its own infrastructure, proprietary models and a methodology built around a clear statistical edge: mean reversion.
Imagine a field: many points that follow a norm, with individual outliers in between that break from the pattern. These anomalies are price distortions—short-term deviations from a market’s statistically normal behaviour.
Alphawave identifiziert diese Ineffizienzen systematisch und handelt ihre Rückkehr zum Mittelwert. Im Podcast beschreibt das Team sich selbst als „Pfandsammler des Finanzmarkts”: viele kleine, wiederkehrende statistische Vorteile ergeben in Summe ein robustes Ergebnis – unabhängig von der Richtung der Aktienmärkte.
White points: normal behaviour. Yellow points: anomalies captured by Alphawave.
Why is this trading approach so robust?
Those who invest based on data do not invest on gut instinct and do not have to blindly ‘follow’ the market. This reduces the risk of simply being exposed to general market risk. Instead of betting on direction, the strategy exploits a statistical edge across thousands of trades.
The approach is reliable in normal market conditions—and especially effective when volatility rises and other market participants become cautious. It is precisely where traditional long-only strategies suffer that Alphawave finds the clearest statistical advantages.
In the first years after entering the market—following eight years of research and development—Alphawave generated 19.54% p.a. in 2024 and 2025, audited by an independent auditor. Performance in 2026 is so far developing in a comparable direction.
At moments of price distortion, Alphawave provides liquidity and thereby contributes to stabilising financial markets. We do not trade against the market, but towards equilibrium.
Returns without risk context are misleading. RoMaD (Return on Maximum Drawdown) relates the average annual return to the maximum historical loss, making the efficiency of an approach measurable.
In the weakest equity-market months since 2008, the market’s average return was only −8.9%. The Alphawave model outperformed the equity market in every one of those months—often by a wide margin, with alpha of up to +34%. The strategy is at its most effective precisely during periods of elevated volatility and market dislocation.
Backtest using the current NC6.1 model. Past performance is not a reliable indicator of future results.
Our models operate independently of market direction: they exploit statistical advantages in rising and sideways markets as well as in turbulent market phases. Since 2008, the model has generated an average annual return of around 28%.
This performance is confirmed by live trading: in 2024 and 2025, an audited annual return of 19.54% p.a. was achieved—independently verified by an auditor.
Based on the model results for 2008–2025 (backtest, NC6.1 model), the probability that an investment is in positive territory after a given holding period is very high—and rises significantly with the investment horizon.
Yes, our strategies are highly robust, which is also why Alphawave can trade on its own account. In all investment models, you invest in the company, because we carry all transactions on our own balance sheet and therefore bear the full risks ourselves. This is fundamentally different from actively or passively managed funds/ETFs, where managers profit when things go well but assume no risk when they do not. This commitment and skin in the game are highly valuable.
Figures such as a 28.0% average return p.a. with a maximum loss of only −23.8% over the entire 2008–2025 period may initially seem unrealistic compared with traditional equity funds. Even more remarkable: the average annual loss is only 11.64%—well below the equity market’s 20.83% (e.g. the DAX), which at the same time delivers a significantly lower average return p.a. The key point is that Alphawave operates in a different discipline—not on the basis of opinions or market forecasts, but through the high-frequency, systematic exploitation of real price inefficiencies.
Comparable approaches have existed for decades at firms such as Renaissance Technologies, Two Sigma and Citadel. They were simply reserved for institutional investors. What is new is not the method, but access to it.
In the United States, quantitative strategies have been established for decades and manage trillions in capital. In Europe, however, this approach is still scarcely taken seriously, even though its scientific foundation and results have long been demonstrated.
All the Information You Need to Make an Informed Decision
Through our fixed-rate bond, you participate in professional quant infrastructure—with a clearly defined term and interest rate.
