keyZERØ Systems

http://www.keyzer0.com/assets/logo.jpg

keyZERØ SYSTEMS

ABOUT
keyZERØ SYSTEMS focuses on the development of sophisticated, mathematical trading strategies and risk management approaches for alternative investments, offering an easy, affordable and practical way to trade the most liquid US stock markets, i.e. S&P-100 and NASDAQ-100 index components, and the most liquid EUROPEAN stock markets, i.e. FTSE-100, DAX, and FTSE-MIB index components, and the currency markets, i.e. FOREX.

Change remains the only consistent trend in the markets today. Downturns, volatility, black-swans in the world equity markets create growing uncertainty thus compelling institutional and individual investors to rethink strategies.

Asset management protection has replaced asset appreciation in the mind of most investors.

Indeed, technology has also changed not only the way we live but also how we invest. Technological advances have created fast changing environments with little or no time to adjust accordingly. Decisions now must be made instantly for proper wealth management. This has led to alternative investment strategies such as hedge-funds as mainstream products that exploit leading edge technologies to survive and profit in these rapidly adapting times.

In many cases, a quantitative and robust approach can reduce risk and volatility in a traditional investment portfolio.

keyZERØ SYSTEMS has developed and utilizes technology that successfully navigates world financial markets though a proprietary, non-discretionary, and fully automatic trading system.

Our systems provide high and reliable returns in all portfolios, and have been consistently profitable since their inception through all market conditions, with positive results for our clients.

keyZERØ SYSTEMS uses the internet in providing ultimate investment strategies plus accurate trading signals: our clients are empowered in the manner of a robust hedge-fund simply by following our proprietary trading suggestions and more importantly maintaining direct control over their money.

MAIN SITE:
http://www.keyzer0.com/assets/k0SSFORUM/SS2.jpg

FOREX PORT. EQUITY:
http://www.keyzer0.com/assets/k0SSFORUM/SS9.jpg

S&P-100 PORT. EQUITY:
http://www.keyzer0.com/assets/k0SSFORUM/SS109.jpg
VIDEO DEMO:
http://www.keyzer0.com/assets/youTubeScreenShot.jpg

STRATEGY
Our approach of conducting extensive research of a range of market conditions together with a high degree of diversification provides a solid foundation for risk control.

A range of in-house risk monitoring systems ensures that risk is effectively managed at the market and the portfolio level.

A key aspect of the strategy is a scientific and mathematical approach to investment. We believe that the behaviour of the international markets is not 100 % random and that there are statistically predictable movements which can be identified.

Central to identifying these movements is rigorous research.

By crosschecking multiple data feeds, keyZERØ SYSTEMS has established an extensive database of prices for the major international securities and currency markets, the major international indexes and macroeconomic time series, and has tested its trading theories using proprietary technology and statistical and mathematical research processes.

Quick and dirty research or minor insights about transient mispricing do not interest us. A 'keyZERØ system' is a medium to long term, quantitative, non-discretionary, long-short fund strategy with a net long or net short bias determined by the overall level of the market. We strive to achieve high absolute returns in all markets, measuring ourselves on the ability to make profitable investments on both sides of the market, long and short. The system's careful selection process identifies only the best signals, which are then used to establish a position.

The generation of a signal follows a rigorous quantitative analysis that considers trend and volatility of markets, momentum, noise analysis, noise reduction, macroeconomic models, and risk of loss ( details ). These factors attempt to ensure synergy at the portfolio level while limiting financial risk by maintaining diversification.

No derivative trading operations are involved.

Computational analysis is fundamental to the research. keyZERØ SYSTEMS developed proprietary programs capable of providing fast, robust solutions to the problem of the analysis needed to verify the models, as well as in-house implementations of standard statistical methods and proprietary algorithms in order to perform these analyses.

The complex nature of the models developed has necessitated the creation of a front-end software, i.e. the web application, in order to allow the client to follow the precepts of our trading strategy. All clients have integrated real-time feeds into their account linked to a user-friendly front-end that informs the client of the state of his/her portfolios ( i.e. current holdings, asset allocation pie-charts, equity chart, current risk and statistical measures, trades distribution chart, etc. ) and of what actions need to be taken at any given time ( i.e. detailed list of trading signals and messages ).

Analysis of new data in financial series and generation of new signals are scheduled daily allowing our clients to check their account just prior to markets open.

TRADE DIST.:
http://www.keyzer0.com/assets/k0SSFORUM/SS209.jpg

RISK REPORT:
http://www.keyzer0.com/assets/k0SSFORUM/SS5.jpg

PORT. HOLD. CHART:
http://www.keyzer0.com/assets/k0SSFORUM/SS7.jpg

SYSTEMS

https://www.keyzer0.com/assets/smallScheme2.jpg

The main scheme above gives an idea of how a 'keyZERØ system' works. Fed by a database of more than 600 time-series of prices for the major international securities, currency markets, major international indexes and macroeconomic time-series, the system filters input data, analyzes macroeconomic environment, produces a set of risk statistics, adapts its behavior in order to reduce portfolio risk, and outputs trading signals.

The analysis of new data in financial series and the release of new signals and messages are scheduled daily therefore our clients can check their account just prior to markets open.


DATABASE - Hundreds of financial time-series are updated daily into our database. The cross-checking of multiple data feeds provides a robust approach to maintain consistence and reliability. Data series are then examined one at a time in order to identify outliers that represent errors or misleading fast market spikes in transient mispricing.

The major international index component lists are regularly investigated and the list of time-series in our database updated accordingly. Old index components are never deleted, in order to perform further realistic historical analysis. We maintain information on when an index component has been inserted or removed.

The database also contains time-series of the most liquid ETFs, futures, currencies, and a set of macroeconomic time-series, including, but not limited to, intl. interest rates and T-Bond yields.

Stock time-series are adjusted accordingly to corporate actions, i.e. split, take over, rights issue, M&A, spin off. In case of a dividend payment the related portfolio report is adjusted only when dividend yield is considerably greater then the stock recent volatility or when a short position in that security is taken. A portfolio related message is sent to customers when these events occur with data and instructions on what actions need to be taken.

Please note that not accounting each dividend in equity report, even when long positions are in action in related security, could lead customers to achieve a more profitable equity than the one posted on the web site.

ADAPTIVE FILTERING - Security time-series are filtered in order to extract noise components, statistical measures, e.g. volatility ( long and medium term ), the measure of risk-adjusted performance, i.e. alpha, and other measures collected using physical and signal theory approach.

Identifying noise components is a key aspect in financial time-series analysis while noise reduction is a critical step in robust market behavior understanding. In-house filter implementation has been driven by physics and analysis of long term volatility, persistence and the statistical confidence of data.

Medium term volatility drives position size calculus while a proprietary technology analyzes the behavior of a specific security in respect of the whole market: elaborated alpha calculation, momentum persistence and mean-reverting behavior are the key inputs in investment selection.

Currency portfolio requires additional analysis, namely results investigation of advanced signal processing algorithms, e.g. instant phase.

MACROECONOMICS - Proprietary leading economic indicators describe overall economy status and measure trend strength, while the analysis of the dynamics of international interest rates is a key element in identifying turning points.

RISK - A high degree of diversification provides a solid foundation for the control of risk. Average percentage of equity invested in a single security is about 5 % in stock markets, and about 10 % in currencies, wherein trades have a shorter average length. Complex mathematical analysis of all the information provided by filters and models drives the selection process in identifying only profitable and low risk signals, targeting constant growth and minimizing draw downs and, as said above, medium term volatility drives position size calculus, in order to normalize profit vs. risk ratio over different securities.

Our customers rarely have 100 % of their portfolio invested. Average exposure in stock portfolios is about 50 %, while average exposure in FOREX portfolio, considering a required margin of 20 % per position, is about 30 %. Cash can earn interest in your bank or broker account, or can be invested in ’free’-risk assets, e.g. treasury bonds or money markets.

The sharpe ratio value is above the unit, while the maximum draw down suffered over the past ten years is comparable to the average yearly return of equity.

Historical equity performance is analyzed on a regular basis and, by the evaluation of current risk measures, the system adapts its behavior tuning sizing and timing in entering or exiting a position.

SIGNALS:
http://www.keyzer0.com/assets/k0SSFORUM/SS10.jpg

MESSAGES:
http://www.keyzer0.com/assets/k0SSFORUM/SS6.jpg

PORT. WEIGHT CHART:
http://www.keyzer0.com/assets/k0SSFORUM/SS11.jpg

START YOUR 30-DAY FREE TRIAL

MEMBERSHIP BENEFITS - Our customers trade using the keyZERØ SYSTEMS service to help them make decisions. Information is delivered to their desktops in whatever way they need it: anytime, anywhere.

Take a closer look at the powerful tools keyZERØ PREMIUM MEMBERSHIP delivers to professionals around the world:

ADVANCED TRADING STRATEGIES - Get sophisticated, mathematical trading strategies covering world stock markets and currency cross rates.

PORTFOLIO PROTECTION - Ensure your portfolio is diversified to meet your financial goals. Track all of our 6 portfolios: multiple investment vehicles (stocks, currencies – vertical diversification), robust approach with quantitative methods, 5 % average exposure per trade, 50 % average overall exposure, advanced risk adaptive monitoring, industrial and geographical diversification ( horizontal diversification ).

OUTPERFORMING - Consistently long-term outperforming of market benchmarks focused on risk control.

TIMELY ALERTS - Timely and accurate Signals and Messages, key elements in portfolio tracking.

USER-FRIENDLY, INNOVATIVE WEB-APPLICATION - Integrated real-time feeds and customizable user-friendly interface: all the information you need about your portfolio in a dynamic graphical environment ( current holding table, asset allocation pie-charts, equity chart, current risk and statistical measures, trade distribution chart, etc. ).

YOUR SATISFACTION GUARANTEED - Cancel anytime during your 30-day trial and you will not be billed ( no Credit Card required ).

START YOUR 30-DAY FREE TRIAL

-
TODAY MESSAGES:
( more details on http://www.keyzer0.com/ )

TODAY SIGNALS:

FTSE100
ENTER LONG on ...

FTSE100
ENTER LONG on ...

GERMANY
ENTER LONG on ...

GERMANY
ENTER LONG on ...

look nice , at least in flash design

...cool

-
TODAY MESSAGES:
( more details on http://www.keyzer0.com/ )

SP100
WALGREEN
DIVIDEND
http://investor.walgreens.com/

NSD100
MICROSOFT CORP
DIVIDEND
http://www.microsoft.com/msft/default.mspx

SP100
MICROSOFT CORP
DIVIDEND
http://www.microsoft.com/msft/default.mspx

NSD100
MICROCHIP TECHNOLOGY
DIVIDEND
http://www.microchip.com/stellent/id...PAGE&nodeId=97

TODAY SIGNALS:

NSD100
EXIT LONG on ...

GERMANY
ENTER LONG on ...

NASDAQ PORTFOLIO @HISTORICAL MAX again -

TODAY SIGNALS:
( more details on http://www.keyzer0.com/ )

NSD100
ENTER LONG on ...

ITALY
ENTER LONG on ...

ITALY
EXIT LONG on ...

TODAY MESSAGES:

SP100
UNITED TECHNOLOGIES
DIVIDEND
http://utc.com/Investor+Relations

SP100
TARGET CORP
DIVIDEND
http://investors.target.com/phoenix....&p=irol-IRHome

SP100
3M
DIVIDEND
http://phx.corporate-ir.net/phoenix....&p=irol-irhome

SP100
HONEYWELL
DIVIDEND
http://phx.corporate-ir.net/phoenix....&p=irol-irhome

NSD100
ROSS STORES INC
DIVIDEND
http://phx.corporate-ir.net/phoenix....&p=irol-IRHome

NSD100
PACCAR INC
DIVIDEND
http://www.paccar.com/investors/inve...es_history.asp

NSD100
MAXIM INTEGRATED
DIVIDEND
http://www.maxim-ic.com/company/investor/

NSD100
BROADCOM CORPORATION
DIVIDEND
http://investor.broadcom.com/

FTSE100
SCOTTISH SOUTHERN ENERGY
DIVIDEND
http://investorcentre.scottish-southern.co.uk/

FTSE100
CARNIVAL
DIVIDEND
http://phx.corporate-ir.net/phoenix....&p=irol-irhome

FTSE100
BP
DIVIDEND
http://www.bp.com/investorhome.do?ca...tentId=2004195

-
TODAY SIGNALS:
( more details on http://www.keyzer0.com/ )

GERMANY
EXIT LONG on ...

GERMANY
EXIT LONG on ...

GERMANY
EXIT LONG on ...

ITALY
EXIT LONG on ...

TODAY MESSAGES:

SP100
CONOCOPHILLIPS
DIVIDEND
http://wh.conocophillips.com/investor/investor.asp

NSD100
ACTIVISION BLIZZARD
DIVIDEND
http://investor.activision.com/index.cfm

-
FOREX PORTFOLIO @HISTORICAL MAX

-
TODAY SIGNALS:
( more details on http://www.keyzer0.com/ )

NSD100
EXIT LONG on ...

TODAY MESSAGES:

SP100
JOHNSON AND JOHNSON
DIVIDEND
http://www.investor.jnj.com/investor-relations.cfm

SP100
AVON PRODUCTS
DIVIDEND
http://www.avoncompany.com/investor/

NSD100
TEVA PHARMACEUTICAL
DIVIDEND
http://www.tevapharm.com/financial/

oooo nice website good work

-
TODAY SIGNALS:
( more details on http://www.keyzer0.com/ )

GERMANY
EXIT LONG on ...

TODAY MESSAGES:

ITALY
STMICROELECTRONICS
DIVIDEND
http://investors.st.com/phoenix.zhtm...&p=irol-IRHome

-
PORTFOLIOS UPDATE:
( more details on http://www.keyzer0.com/ )

FOREX: +240.90 %
FTSE100: +283.62 %
GERMANY: +434.70 %
ITALY: +475.86 %
NSD100: +884.97 %
SP100: +363.82 %

TODAY SIGNALS:

none.

TODAY MESSAGES:

NSD100
APPLIED MATERIALS
DIVIDEND
http://www.appliedmaterials.com/investors/

-
PORTFOLIOS UPDATE:
( more details on http://www.keyzer0.com/ )

FOREX: +240.90 %
FTSE100: +277.36 %
GERMANY: +430.16 %
ITALY: +469.28 %
NSD100: +884.97 %
SP100: +363.82 %

TODAY SIGNALS:

FTSE100
EXIT LONG on ...

TODAY MESSAGES:

none.

-
February 24, 2010 - 7:48 am

PORTFOLIOS UPDATE:
( more details on http://www.keyzer0.com/ )

FOREX: +240.90 %
FTSE100: +277.36 %
GERMANY: +430.16 %
ITALY: +469.28 %
NSD100: +874.92 %
SP100: +362.14 %

TODAY SIGNALS:

SP100
EXIT LONG on ...

NSD100
EXIT LONG on ...

TODAY MESSAGES:

none.

-
February 24, 2010 - 6:50 pm

PORTFOLIOS UPDATE:
( more details on http://www.keyzer0.com/ )

FOREX: +240.90 %
FTSE100: +278.57 %
GERMANY: +426.39 %
ITALY: +471.60 %
NSD100: +874.92 %
SP100: +362.14 %

TODAY SIGNALS:

ITALY
EXIT LONG on ...

TODAY MESSAGES:

FTSE100
RANDGOLD RESOURCES
DIVIDEND
http://www.randgoldresources.com/ran...ld/en/page5977

FTSE100
RIO TINTO
DIVIDEND
http://www.riotinto.com/index_shareholders.asp

FTSE100
RECKITT BENCKISER
DIVIDEND
http://www.rb.com/home

FTSE100
LAND SECURITIES
DIVIDEND
http://www.landsecurities.com/investors

FTSE100
BARCLAYS
DIVIDEND
http://group.barclays.com/Investor-Relations/

-
February 25, 2010 - 6:18 am

PORTFOLIOS UPDATE:
( more details on http://www.keyzer0.com/ )

FOREX: +240.90 %
FTSE100: +278.57 %
GERMANY: +426.39 %
ITALY: +471.60 %
NSD100: +881.16 %
SP100: +363.05 %

TODAY SIGNALS:

NSD100
EXIT LONG on ...

TODAY MESSAGES:

NSD100
QUALCOMM INC
DIVIDEND
http://investor.qualcomm.com/stockquote.cfm

SP100
QUALCOMM INC
DIVIDEND
http://investor.qualcomm.com/stockquote.cfm

SP100
TIME WARNER
DIVIDEND
http://ir.timewarner.com/phoenix.zht...&p=irol-irhome

NEWS:

SEC Approves Short Selling Restrictions
http://www.sec.gov/news/press/2010/2010-26.htm

-
February 25, 2010 - 7:33 pm

PORTFOLIOS UPDATE:
( more details on http://www.keyzer0.com/ )

FOREX: +240.90 %
FTSE100: +273.65 %
GERMANY: +418.72 %
ITALY: +463.86 %
NSD100: +881.16 %
SP100: +363.05 %

TODAY SIGNALS:

GERMANY
EXIT LONG on ...

TODAY MESSAGES:

none.

-
February 26, 2010 - 8:38 am

PORTFOLIOS UPDATE:
( more details on http://www.keyzer0.com/ )

FOREX: +240.90 %
FTSE100: +273.65 %
GERMANY: +418.72 %
ITALY: +463.86 %
NSD100: +890.05 %
SP100: +362.38 %

TODAY SIGNALS:

SP100
EXIT LONG on ...

SP100
EXIT LONG on ...

NSD100
EXIT LONG on ...

TODAY MESSAGES:

SP100
SARA LEE CORP
DIVIDEND
http://www.saralee.com/InvestorRelations.aspx

SP100
MCDONALDS CORP
DIVIDEND
http://www.aboutmcdonalds.com/mcd/investors.html

SP100
LOCKHEED MARTIN
DIVIDEND
http://phx.corporate-ir.net/phoenix....&p=irol-irhome

SP100
GENERAL ELECTRIC
DIVIDEND
http://www.ge.com/investors/index.html

NSD100
SIGMA ALDRICH CORP
DIVIDEND
http://investor.sigmaaldrich.com/