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A NANO EDGE

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"Markets are never wrong – opinions often are."

Jesse Livermore
Overview
SMALL EDGE, SIZEABLE GAINS //

Nano parameters give our models edge

We code, model, execute, rinse, repeat.
We don’t seek investors or clients of any sort.
We are a private retail fund and sell no products or services.
We don’t trade any stocks/equities or options.
All charts only help confirm and visualize underlying math.
Positive expectancy across market conditions is our main goal.

Whether a buy protocol or a sell protocol is activated,
our algorithmic processes find edge in operational ranges.

Through continuous development and calibration, our dynamic algorithmic processes work as tools within the larger environment of the NanoBrink Small Edge Market Model to help determine where the most exploitable operational areas lie and act on them in adherence to our risk models. We set conditions using strict parameters to provide a framework for positioning and managing entries and exits to the highest degree of favorability and it all gets calculated using the real underlying math that makes up current market structures. Discretionary execution is only allowed to take place once the machines have given the all-clear and the model works around capturing the “safest” number of points within actionable ranges that have been further distilled to reduce risk within favorable percentages. Buying protocols are continuously weighed against selling protocols in real time through probabilistic/odds-based analysis of current market data, with the algorithms adhering to clear checklists and assigning odds and/or probabilities as the case may be. In terms of odds, probability, likelihood, our model determines which relationships make the most sense depending on whether a strategy requires dealing with discrete or continuous random variables. More examples of actual processes below…

Overview
Sample
Sample NanoBrink Algorithm //

Simplified Algo

Skeleton sample of possible NanoBrink algorithmic sequence within larger model

Start

Nano parameters set

Required conditions set,
Operational range identified

False

Conditions Unmet

Do nothing
Entry not permitted within parameters

True

Conditions Met

Parameters allow execution in operational range

True

Execution

Order executed,
Exit orders + hedge set

In operational range

Position Management

Conditions remain checked,
Nano parameters monitored,
Position allowed to advance towards target (dynamic process)

Range traversed and/or exited

Exit

Target hit: True (take profit), False (do nothing),
Range exited/hedge/stop: True (flatten),
Conditions change: True (flatten)

Review

Revision and Calibration

Results documented,
Logs parsed,
Parameters calibrated

Sample
Model
Current Model Structure // Jan-Mar 2021

Monthly Allocations & Contracts Traded

PREVIOUS MONTH: January 2021 asset class activities report

  • Asset Class

    FUTURES

  • Total Contracts Traded

    440

  • Sell Side

    43.4%

  • Buy Side

    56.6%

model structure
00.00

Nasdaq

216 contracts
00.00

S&P500

104 contracts
0

Russell 2000

2 contracts
0.00

Gold

16 contracts
0

Silver

0 contracts
00.00

Soybean futures

102 contracts
  • Indices

    73.18%|322

  • Precious Metals

    3.64%|16

  • Commodities

    23.18%|102

model structure
Model
Algo Tools
NanoBrink Code//

Algorithmic Toolkit

Some of our proprietary apps in use or development within the Small Edge Market Model.

Algo Tools
Videos
Videos
Financial Modelling //

Our models live on data

Through dynamic development and execution, we’re continuously
operating within fluid processes and tight feedback loops.

Data + Math + Coding

Modelling and algorithmic deployment are enabled by Python 3, statistics, probability, market structure analysis, and a lot of hard work to keep things boring, the way market participation should be.

Sharp Processes

We establish and adhere to strict parameters, following protocols based on current conditions and what boxes are checked at the moment.

team
NanoBrink Team //

R&D + Execution Team

We’re a nano-sized team with gigantic goals.

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1608858673409

Sebastián

Private Fund Manager - Execution Lead

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1612552714275 - Copy

Rajnish

Technology Lead

team
FAQ
NanoBrink FAQ //

Frequently Asked Questions

Some more information about NanoBrink. Hint: we don’t trade stocks, we’re not a fund and we don’t sell any of our code or any services.

What is NanoBrink's mission?

Exploiting edge in specific markets, for profit.

What financial instruments are traded in the NanoBrink Small Edge Market Model?

No stocks, no options (except hedges). We operate exclusively in:

Index Futures:

Nasdaq 100, S&P500, Russell 2000

Commodities:

Soybeans, Corn, Coffee (Seasonally)

Precious Metals:

Gold, Silver

Do you have losses?

Absolutely! The cost of doing business in global financial markets can be high, more so than other businesses, so the trick is to keep costs low by taking small, calculated losses quickly. We focus on liquid products that can be hedged and allow for rapid exits, keeping losses minute. An active risk management model as well as trade management protocols are in place precisely to keep us within the limits. Establishing the maximum cost of each trade and strict adherence to exit protocols are non-negotiable.

Does NanoBrink trade stocks? Why (not)?

No, NanoBrink doesn’t trade stocks. Our models and overall strategies are based on global markets with solid underlying math, and structures that are by design likely to move in a repetitive manner. Our focus is on maintaining a sustainable, positive expectancy machine. So we operate within a select few categories. Diversified enough, but also focused, we exploit market structure factors such as imbalances, options data, relevant fundamental conditions, etc., which can be put together consistently to provide data that suggests a measurable probabilistic and statistical edge. Most equities/stocks are more opportunistic, volatile (risky) and just don’t provide the consistency in structure that our laser-focused basket requires. Stick to what you know.

Does NanoBrink sell any products or services? Why (not)?

No. Our code is ours, for our use for our own profit. We sell no products or services, nor are we a fund and we don’t want any investors, clients or customers. When someone has a truly profitable model, they execute it without giving their edge or secrets away. Beware fraudulent course-sellers, self-proclaimed oracles and overall snake oil salesmen.

Why the name NanoBrink?

A small edge can put you on the brink of larger calculated moves. Our nano parameters help us etch out that small operational edge.
FAQ
Updates
NANOBRINK REPORTS //

Data and updates

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Updates