Systematic Investing

About Us

Leibniz Group is a Multi Strategy Asset Management company with a focus on systematic and machine learning driven investment strategies.

The company was incorporated in 2012. As of today, 7 Portfolio Managers in an investment team of twelve people oversee the 10+ award winning and capacity constraint systematic investment strategies of the firm, ranging from low to high frequency.

The Leibniz Group companies are regulated in Switzerland, the US and the BVI.

We were named after Gottfried Wilhelm von Leibniz, sometimes called the last universal genius, a German polymath and philosopher, who made deep and important contributions to physics, technology, philosophy, probability, theory, biology, geology, psychology, linguistics and computer science, who developed calculus independently of and earlier than Isaac Newton.


Our Awards

HFM Awards

Winner Newcomer CTA

Hedge Funds Review

European Performance Awards 2017, Winner

HFM Week

European Hedge Fund Performance Awards 2017, Winner

The hedgefund journal

Best Performing Fund over 5 years (2018)

Quotes we like

In economics, things take longer to happen than you think they will, and then happen faster than you thought they could.

Rudiger Dornbusch

If you can’t explain something simply, you don’t really understand it.

Bill Gates

Alles Fertige wird angestaunt, alles Werdende wird unterschätzt.

Friedrich Nietzsche

The Market has no memory – and neither do buyers.

A client

Prepare for the unknown by studying how others in the past have coped with the unforeseeable and the unpredictable.

George S. Patton

Live Strategies

Systematic Intelligence

2011 to present

The Systematic Intelligence Program (SI) is a fully systematic and globally diversified investment strategy. The strategy deploys assets globally by investing in 80 different equity, currency, commodity, interest rate and volatility markets via highly liquid instruments to maximize diversification and limit volatility.

Average holding periods range from 3-40 days per sub-strategy. Risk Exposures are adjusted daily and are reduced within 1-2 days in trend reversals. SI consists of 3 Sub-Strategies which are dynamically weighted, allowing complete de-allocation from an asset class and avoiding over fitting and a pre-established bias.


2015 to present

The SWARM Program (SWARM) is a fully systematic investment strategy based entirely on machine learning approaches. The strategy screens 400 assets globally and then builds positions via 25+ FX spot pairs on average. Various sub-strategies diversify trading approaches and contribute their inputs to their respective regularized neural networks.

The execution of the strategy is systematic, and all facets of the models, risk management and trade allocation are fully automated. Average holding periods approx. 1 day with the shortest average holding periods for pairs being less than 4 hours.


2015 to present

The capacity constraint REGIMENT investment program is a fully automated volatility harvesting strategy which aims to profit from idiosyncrasies in medium, short and ultra-short volatility environments via directional and mean-reverting approaches in FX markets. REGIMENT aims to algorithmically emulate the inverse behavior of loss-making FX market participants and employs numerous disciplines as well as quantitative analysis, order routing algorithms, low latency tech and liquidity management to capture its trading edge. REGIMENT consists of a diverse range of trading and hedging strategies which detect market-, correlation- and volatility-regimes, to adjust their trading and interconnections accordingly. The master risk layer executes 1000s of concurrent computations per second.


2016 to present

GRAB utilises a swing and trend focused trading methodology with a focus on elliptical cycles in financial markets. The algorithm detects tradeable patterns across 30 markets and trades them in the most suitable sub-strategy based on daily observations. The strategy makes use of entry and exit algorithms to detect regimes and employs an active drawdown limiting system.

The GRAB strategy was developed in 2013 and ongoing research has lead to further improvement implementations as recent as March 2019, leading to GRAB+


2016 to present

The EVEREST Program is a fully systematic, diversified trading strategy which was designed to achieve superior risk-adjusted returns regardless of overall market direction. It is live since March 2016 and has achieved a double digit annualized net return with a controlled level of volatility.

EVEREST is active in foreign exchange and precious metals markets employing a blend of complimentary market timing methodologies in order to diversify trading risk.


2017 to present

The JET investment program exploits trigger events created by Central Bank meetings, key economic releases and geo-political events. JET is a systematic cross-market investment strategy focused on mean reversion and co-integration trade opportunities in Fixed Income Futures and Currency Spot markets. It is designed to achieve superior risk-adjusted returns and is not correlated to the direction of the broader market.

In Incubation


2021 to present

The BLUESTAR investment program is run by a former BlueCrest Executive and employs a diverse and growing set of low frequency multi-model, multi-indicator and multi-timescale sub-strategies. BLUESTAR strategies exploit market effects with systematic macro, fundamental and technical approaches in Futures and Spot FX markets. The strategies systematically interpret and position around short- & long-term interest rates as well as commodities markets. Short-term liquidity provisions, medium-term technical factors and longer-term fundamental effects define how the strategy adapts to changing market conditions continuously. The foundations of some of the strategies go back more than 20 years.


2019 to present

AUXENTA is a systematic all-weather strategy with the ability to sustain shocks similar to auxentic materials. It consists of complementary medium frequency sub-strategies which digest data every millisecond.

The strategy does not solely rely on trend following components but rather reacts to short term market behavior via its adaptive hierarchical machine learning algorithms and risk models.

AUXENTA development started in 2016 with the initial strategy going live in June 2019.


2019 to present

ROCKET is a systematic high-to-medium-frequency algorithmic program that trades US futures on the main market indices. It tracks the instant changes of the available liquidity and reaction to these changes, to take advantage of either an excess of liquidity supplied by buyers or liquidity excess, supplied by sellers.

ROCKET focuses on market microstructure and liquidity changes caused by either recurring or unexpected liquidity events and utilizes holding periods ranging from 1 second to tens of minutes. The mathematical foundation of the ROCKET infrastructure consists of a series of specially developed data transformation mathematical algorithms, that take into account the non-ergodic character of the traded instrument dynamics (“memory”).


Average Holding Periods of the Leibniz Investment Strategies

16 days
Pattern Recognition
3 days
Volatility Arbitrage
40 days
1 day
10 days
5 days
4 days
1 day
4 days
1 day
1 day


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  • Strategy Overviews
  • Risk Statistics
  • Return Reports
  • Performance Statistics
  • Performance Breakdowns


Contact us to learn more about the Leibniz Group Team and Investment Strategies


None of the services or other matters described here should be taken as an offer or solicitation of those services or other matters. The value of an investment may go down as well as up. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Leibniz Group LLC is registered with the US Commodity Futures Trading Commission ("CFTC") as a commodity trading advisor and is a member of the National Futures Association ("NFA") (NFA ID # 0507378). Leibniz Group Corporation is registered with the US Commodity Futures Trading Commission ("CFTC") as a commodity trading advisor and is a member of the National Futures Association ("NFA") (NFA ID # 0543711). Such registration and membership do not imply that the CFTC or the NFA have endorsed Leibniz Group's qualifications to provide the advisory services set forth herein. This information is intended only for the benefit of selected and qualified investors as defined by FINMA or other applicable regulatory agency. In the U.S., Leibniz Group LLC and Leibniz Group Corporation only offers its services for the benefit of selected “Qualified Eligible Persons” (as such term is defined in U.S. Commodity Futures Trading Commission Reg.4.7). THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THE TRADING PROGRAMS OR THIS WEBSITE. Leibniz Group Corporation is regulated by the Financial Services Commission (FSC) in the British Virgin Islands. Leibniz Group Services LLC is registered with the Eidgenössische Finanzmarktaufsicht FINMA in Switzerland as Financial Advisor.