Systras

SysTraS is a research firm that specialises in systematic trading strategies and historical replication analysis applied to financial markets. SysTraS’ methodology relies on the leader’s theory. The approach is designed to identify global changes occurring amongst a group of currencies so called “the leaders”. These interactions generate frictions and ultimately spread price modifications throughout other groups of currencies called “the followers”. The wave of motion initiated by the leaders culminates by a contagion effect producing a direct relationship between “the leaders” and “the followers”. These exchanges are stressed out via an additional category of currencies named “the collaterals”.