MVK Alpha Capital

Seeking Alpha Through Engineering

At MVK Alpha Capital, we transform quantitative research into actionable wealth strategies. Our expertise spans Financial Consulting & Portfolio Optimization, where we design goal-aligned portfolios with disciplined risk control; Tailored Quantitative Finance Solutions, delivering custom models, backtests, and trading systems; and exclusive access to Numericon Alpha, our suite of flagship strategies across volatility products, U.S. indexes, derivatives, cryptocurrencies and more.

Data-driven, risk-aware, and results-focused, we help investors build resilient portfolios and achieve lasting financial performance.

Optimize your portfolio, build a quant solution, or explore Numericon Alpha today.

Welcome to MVK Alpha Capital

Financial Consulting & Portfolio Optimization

Hedge Fund Strategy Optimization: As a member Calabash LLC, MVK helped optimize a long/short small-cap equity strategy, reducing drawdowns from 30% to below 10% while delivering a compounded annual growth rate (CAGR) above 20% and a Sharpe ratio exceeding 2. MVK also developed automation tools and trading bots to enhance portfolio execution and improve risk management.
Quantitative & Algorithmic Trading Solutions: MVK has designed and optimized backtesting frameworks and automated execution strategies tailored to client needs. Notably, he created a Long-Short Bitcoin & Ethereum strategy that achieved a remarkable CAGR of over 100%, with a controlled drawdown of only 20%.
Advisory Services: With expertise in wealth structuring, MVK has successfully developed long-term wealth management plans for high-net-worth individuals and private investors. One such client received strategic advice on building a stable monthly income, ensuring both capital preservation and consistent returns.

MVK Alpha Capital offers expert consulting services across a variety of financial domains, specializing in strategic advisory, portfolio optimization, and risk management. MVK Alpha Capital works with hedge funds, institutional investors, and high-net-worth individuals, delivering data-driven solutions designed to optimize returns and minimize risk.

Tailored Quantitative Finance Solutions

Automated Portfolio Management: By leveraging machine learning, statistical modeling, and algorithmic trading, MVK designs fully automated portfolio management systems. Its systems integrate directly with brokerage APIs to execute trades autonomously, ensuring optimal portfolio performance with minimal human intervention.
Backtesting & Strategy Development: MVK has designed robust backtesting frameworks that test strategies across different asset classes, optimizing trading bots to enhance performance under various market conditions.
Wealth & Investment Strategy: Specializing in both traditional and alternative assets, MVK helps clients create diversified portfolios designed to generate steady returns and manage risks. Whether advising on cryptocurrencies, stocks, or other assets, MVK strategies aim to outperform traditional market benchmarks.

MVK integrates advanced quantitative techniques and a data-driven approach to provide high-impact trading and investment solutions. Its expertise lies in transforming complex financial data into actionable strategies for maximizing returns while minimizing volatility.

MVK Flagship Portfolio: Numericon Alpha

Investment Approach
Numericon Alpha invests across various asset classes, utilizing statistical models to guide trading decisions. The portfolio includes:

Trading Long-Short Volatility Products: the strategy is designed to capitalize on the dynamic movements of the volatility of the US equity market. By trading instruments that exploit market volatility, we leverage statistically repeatable patterns to generate consistent returns. This approach allows us to navigate both rising and falling markets, providing a robust strategy that adapts to varying market conditions. Our sophisticated models and in-depth analysis ensure that we identify and act on the most promising opportunities, optimizing performance and managing risk effectively.

US Indexes Trading: focused on the S&P500, Nasdaq and Russell 2000, this strategy leverages a sophisticated analysis of volatility matrices within the US equity market. By aligning investment decisions with dynamic market conditions, it aims to maximize performance while minimizing risk. This long-only approach capitalizes on proven patterns, offering a disciplined and adaptive pathway to consistent returns in one of the world’s most vibrant financial landscapes.

Gold Trading: This strategy targets the gold ETPs through an integrated lens that combines signals from equity, bond, and derivatives markets. By interpreting intermarket dynamics, it identifies optimal inflection points for entry and risk management. The approach blends deep awareness of capital rotation, inflation expectations, and Treasury bind yield trends. Designed to thrive in both trending and uncertain environments, this strategy offers a disciplined framework for capturing asymmetric opportunities in one of the world’s most enduring and reactive asset classes.

Crypto Trading: this strategy is designed to capitalize on the momentum-driven price movements of Bitcoin. The strategy is long only and it taps into statistically reliable trends for consistent performance. Intraday tactical exit mechanisms enhance risk management, ensuring adaptability to market fluctuations. This robust, data-driven approach delivers a balanced and effective method for navigating the evolving cryptocurrency landscape while optimizing returns and mitigating risk.

Options Trading: our strategies are driven by proprietary quantitative models developed in-house. These models determine precise entry and exit points to maximize profitability and manage risk. We employ a variety of strategies, including vertical spreads, iron condors, cash-secured puts, diagonals, and calendar spreads. The instruments we typically trade include US indexes, metals, bonds, and volatility ETPs. This diversified approach allows us to exploit market inefficiencies and adapt to different market environments, ensuring robust performance across various asset classes.

Long-Term Treasury Bond Trading: This strategy focuses on capturing medium to long-term opportunities in the U.S. Treasury market by analyzing signals derived from the derivatives curve. Through careful monitoring of yield curve dynamics and implied volatility structures, we identify optimal entry and exit points that anticipate shifts in long dated interest rate expectations.

Crude Oil Trading: This strategy targets price inefficiencies in the crude oil market by interpreting signals from the derivative market, such as term structure shifts. By integrating these indicators, we detect early signs of trend reversals and regime changes in crude oil pricing. The methodology is designed to capture asymmetric opportunities while maintaining strict risk parameters, offering diversification and performance resilience.

Short Term Treasury Bonds: Any cash remaining in the portfolio is efficiently utilized by investing in short-term treasury bonds. This strategy ensures that idle funds are actively contributing to the portfolio's overall return, providing a safe and liquid investment option that generates steady income while maintaining capital preservation.

Our portfolio avoids any undefined risk trades, maintaining a disciplined and risk-conscious approach. Numericon Alpha is dynamic and continuously evolving, reflecting our commitment to continuous improvement and adaptive strategy allocation based on market conditions.

Numericon Alpha is our premier portfolio, available through subscription and separately managed account services. Clients can choose to access the entire portfolio or select individual strategies based on their investment goals. The portfolio primarily focuses on volatility products, derivatives, US indexes, gold, crypto currencies and US Treasury bonds ensuring a diversified and robust investment portfolio.

Philosophy
We firmly believe in the power of statistics to enhance trading decisions. By analyzing data and identifying high-probability trade setups, we maximize the potential for success. This statistical approach underpins all our investment strategies, driving consistent and reliable results.

Continuous Innovation
Numericon Alpha is built on several uncorrelated strategies, each meticulously crafted to complement the others. We regularly adjust the allocation to each strategy based on our analysis and outlook on the US equity market, ensuring that our portfolio remains agile and responsive to changing market conditions.

Numericon Alpha with a Twist

Many customers prefer an investment approach that is less dynamic than a fully quantitative strategy. To meet this need, we have adapted Numericon Alpha into a set of model portfolios: Growth, Balanced, and Preservation, each tailored to different risk profiles. The chart illustrates a backtest of the performance of strategies currently implemented in Separately Managed Accounts (SMAs).

Each model follows a long-term, low-maintenance version of the core positions traded in Numericon Alpha. Downside risk is managed primarily through position sizing (in some cases using Married Puts), while equity exposure includes a tail-risk hedge ETF designed to protect against severe market drawdowns. Over the long run, the portfolios aim to achieve a CAGR-to-max-drawdown ratio close to 1, with indicative return targets of approximately 15% for Growth, 10% for Balanced, and 7% for Preservation.

The Balanced portfolio is actively implemented on Collective2. For reference, the S&P 500 Index has been included as a benchmark, enabling a direct comparison between the strategy’s results and broad equity market performance.

Access To Our Portfolio

Gain access to Numericon Alpha through our flexible subscriptions or separately managed accounts. Numericon can be accessed as: a buy-and-hold-oriented portfolio for long-term investors seeking stability (Numericon Growth, Balance or Preservation), and an actively traded portfolio designed to capture shorter-term market opportunities. Both are built on the same quantitative foundation, using data-driven insights to optimize performance and manage risk. Clients can choose the approach that best fits their objectives or tailor allocations to align with their individual risk profile and investment priorities.

Subscriptions: Get Our Models
Suitable for individuals that would like to implement the portfolio's strategies themselves in their brokerage account.
The subscription includes:

An Excel file with our powerful investment models embedded in it. The user simply input some parameters, and the model will automatically calculate optimal entry points, exit strategies, and allocations for each of our strategies.
User guide manual.

The subscription comes with a price tag of $2,400 USD/year.

Subscriptions: Get Our Bot
Suitable for individuals that would like to implement the portfolio's strategies themselves in their brokerage account (Interactive Brokers only).
The subscription includes:

A Python based bot with an Excel interface to control the Interactive Brokers account and automatically implement Numericon Alpha.
User guide manual.

The subscription comes with a price tag of $3,600 USD/year.

Separately Managed Accounts
Whether it is Numericon Alpha or its Growth, Balanced or Preservation version, this option is suitable for investors that would like MVK Alpha Capital to manage the asset on the client behalf.

Trades and performances are reported in real time, the client has the intraday liquidity, the funds are held with Interactive Brokers or Exante. There is no lock-up period.

Collective 2

Ideal for investors who prefer an accessible, low-commitment way to follow our buy-and-hold-oriented version of Numericon Alpha. The strategy is available directly on Collective2 (link here) for $50 USD per month (for now), allowing subscribers to track trades, monitor performance in real time, or automatically mirror the strategy in their own brokerage account.

This option offers a simple and transparent entry point into the Numericon framework, combining long-term portfolio construction with disciplined, data-driven management.

Feel free to reach out to us by clicking here if you're ready to dive in and join our services! We're here to help you achieve your financial goals with our expert guidance.

Client Experiences with MVK Alpha Capital

Let's Optimize Your Investments: Get in Touch

Whether you’re seeking financial consulting and portfolio optimization, tailored quantitative finance solutions, or access to our Numericon Alpha portfolios, MVK Alpha Capital is here to help. Our data-driven, risk-aware approach is designed to enhance performance, preserve capital, and align every decision with your long-term financial goals.

Contact us today to explore how we can optimize your portfolio and elevate your investment strategy.