Quantitative investment strategies
Every decision, by rule.
RCR Capital designs and runs 100% quantitative investment strategies. Proprietary machine-learning models turn market data into a daily portfolio, and the whole process runs without manual intervention, from the first data point to the last order, supported by AI agents. The firm was founded by partners who built their careers at leading international banks.
Four markets, four closing auctions
Hours in your time zone, Europe/Berlin
Trading sessions of the four markets of Athena RCR on a 24-hour axis, with the closing auctions at 16:00 New York, 17:00 São Paulo, 17:30 Madrid and 17:30 Stockholm, local time.
Athena RCR, simulated model results
The same model in four markets.
Athena RCR keeps the same structure and the same logic in every market. Choose a market to see its simulated results against the local index.
Markets
The same model in every market. Each market is measured against its local index.
Equities US.
Simulated growth of 100 from the last close of 2016, in the Athena RCR model and in the SPY ETF, with the drawdown of each. Traded on NYSE and Nasdaq.
Drawdown from the previous peak
These are simulated model results. They are not client account results. They show what the Athena RCR model portfolio returned over the period in a back-test and a theoretical account, net of costs. They are not a guarantee or a forecast of what any investor will earn, and past performance, simulated or real, is not a reliable indicator of future results.
Equities Brazil.
Simulated growth of 100 from the last close of 2019, in the Athena RCR model and in the Ibovespa, through the BOVA11 ETF, with the drawdown of each. Traded on B3, São Paulo.
Drawdown from the previous peak
These are simulated model results. They are not client account results. They show what the Athena RCR model portfolio returned over the period in a back-test and a theoretical account, net of costs. They are not a guarantee or a forecast of what any investor will earn, and past performance, simulated or real, is not a reliable indicator of future results.
Equities Spain.
Simulated growth of 100 from the last close of 2017, in the Athena RCR model and in the IBEX 35, through the LYXIB ETF, with the drawdown of each. Traded on BME, Madrid.
Drawdown from the previous peak
These are simulated model results. They are not client account results. They show what the Athena RCR model portfolio returned over the period in a back-test and a theoretical account, net of costs. They are not a guarantee or a forecast of what any investor will earn, and past performance, simulated or real, is not a reliable indicator of future results.
Equities Sweden.
Simulated growth of 100 from the last close of 2017, in the Athena RCR model and in the OMX Stockholm 30, through the XACT OMXS30 ETF, with the drawdown of each. Traded on Nasdaq Stockholm.
Drawdown from the previous peak
These are simulated model results. They are not client account results. They show what the Athena RCR model portfolio returned over the period in a back-test and a theoretical account, net of costs. They are not a guarantee or a forecast of what any investor will earn, and past performance, simulated or real, is not a reliable indicator of future results.
Why RCR
Six things that define the firm.
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Banking experience
Founded by executives whose careers at Merrill Lynch, Deutsche Bank, Santander, Itaú, Unibanco and Safra were built in Brazil and in Spain.
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Institutional risk management
Independent limits on every position and on the whole portfolio, set before the trade. Rules defined in advance, a reproducible monthly recalibration and a daily reconciliation make the method auditable.
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Fully automated
The process runs without manual intervention, from the first data point to the last order. Eleven specialised AI agents support and control its nine daily steps. Our team monitors it every day and steps in only if something goes wrong.
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100% quantitative
Every investment decision comes from the model. The method is defined in advance and applied the same way every session, with no discretionary stock selection.
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Applicable to other markets
Athena RCR is applied to equities in the United States, Brazil, Spain and Sweden, with the same structure and logic. It can also be applied to other liquid asset classes.
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Diversification for active portfolios
Athena does not decide the way a discretionary manager does. In simulation, its daily returns have shown a low correlation with the S&P 500 ETF. It is designed as a complement to actively managed portfolios.
The model
Athena RCR
Athena RCR is the firm's flagship model. The same model, with the same structure and logic, is applied to equities in four markets: the United States, Brazil, Spain and Sweden. Every RCR strategy takes its name from a Greek deity, always followed by RCR, and Athena is the first.
- Athena RCR Equities US
- Athena RCR Equities Brazil
- Athena RCR Equities Spain
- Athena RCR Equities Sweden