AuroraQuantSystems operates a continuous research cycle across multiple systematic trading paradigms, with a primary focus on foreign exchange (FX) and major equity indices. Strategies progress from hypothesis definition to rolling validation and operational review before any production release is considered.
Sophie™ is a curated launch set of Expert Advisors engineered under consistent standards and conservative execution assumptions.
AQS strategies are developed within research domains that reflect distinct market behaviours and execution constraints. Not all research produces a published strategy; only approaches meeting robustness criteria are promoted to production.
AuroraQuantSystems operates a continuous research programme across multiple systematic trading paradigms. Strategies progress from hypothesis formulation through rolling validation, cross-window analysis, and operational review before any production release is considered.
Research is conducted primarily across liquid FX pairs and major equity indices to ensure sufficient depth, execution quality, and operational realism.
Research and validation are intentionally conducted under conservative execution assumptions, including high-spread environments, to reduce reliance on idealised backtest conditions.
Not all research results in a published strategy. Only approaches meeting predefined robustness, execution, and risk criteria are promoted to production.
Designed to capture volatility expansion following statistically identifiable consolidation phases, with filters for regime, session, spread, and execution constraints.
Built to exploit temporary price dislocations relative to dynamic or structural reference levels, with controlled exits and adverse-condition handling.
Research into systematic overnight exposure where carry, rollover dynamics, or time-of-day effects may be present. Deployment is conditional on robust validation and operational suitability.
Short-horizon strategies designed for controlled exposure where execution quality is critical. Research focuses on strict constraints, spread sensitivity, and operational safety.
Technical indicators are used as components in structured decision frameworks (not as standalone signals), with multi-condition confirmation and execution safeguards.
Strategies designed to align exposure with directional persistence while managing adverse regimes. Research emphasises filtering, stability, and disciplined exits.
Research into recurring temporal structure (hour-of-day, day-of-week, session effects) where market behaviour exhibits statistically observable patterns. Validation is performed with robust out-of-sample workflows.
The first production set emerging from our research programme. Click an EA to view its dedicated page.
Breakout framework around structured support/resistance with execution safeguards.
Synthetic breakout signal built from multi-condition confirmation logic.
Entries defined on repeated patterns across different market regimes.
Daily pivot level framework with controlled windows and defined reactions.
Trend-following structure using HMA smoothing with disciplined exits.
Mean reversion using linear regression anchoring and deviation control.
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