AlgosWorks AI is a quantitative research and portfolio management firm working on fully automated, mid-frequency systematic strategies across futures, FX, equity indices and volatility derivatives — from signal research through to execution and portfolio-level risk.
Mid-frequency automated strategies on futures, FX, equities and options — built on econometric modelling, machine learning and genetic algorithms, and validated with deflated performance metrics before they earn capital.
Strategy validation, allocation methods, market-regime detection and multi-strategy portfolio construction — delivered as defined-scope research engagements.
Modular framework components for quantitative trading platforms: portfolio construction, volatility targeting, risk controls, execution and reconciliation.
Luigi Piva, CQF — founder. Fifteen-plus years building and running fully automated systematic trading strategies across futures, FX and volatility derivatives, spanning hedge funds, proprietary trading firms and bank trading desks in London.
Certificate in Quantitative Finance (CQF, Fitch Learning); degree in Economics and Statistics, University of Bologna. Author of a book on systematic trading (Experta, 2004) and invited speaker at the Italian Stock Exchange on market microstructure and quantitative commodity trading.
Research is published openly through Quanthedge AI, the firm's research arm — including the monthly Market Regime Note on regimes, volatility and correlations across major futures markets.
For consulting engagements, research mandates and portfolio management discussions: