One model, one discipline.
Athena RCR is the flagship model of RCR Capital. It applies one set of rules to about 180 US-listed assets, every trading session, and sends its orders to the closing auction.
Assets analysed every session
About 180
US-listed
Families of forecasting models
2
Neural networks · random forests
Order execution
16:00 ET
Closing auction
Reporting
D+1
Daily closing report
Process
Six steps, the same every session.
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Research and data
Each session starts from official closing data. Price, volume, relative-strength, volatility and correlation measures are computed for each asset.
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Machine learning
Two families of models, neural networks and random forests, turn those measures into a forecast for each asset.
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Portfolio construction
The forecasts become a model portfolio: which assets to hold, and at what weight.
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Execution
Orders go to the closing auction of the exchange, at 16:00 Eastern Time.
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Risk management
Exposure is sized against a value-at-risk limit, with a portfolio-level stop and a drawdown brake.
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Monitoring
The system runs under automatic surveillance. Results are checked and reported the next day.
Responsible AI
Who decides what.
The model decides
Investment decisions come from the quantitative model, applied the same way every day.
People set the rules
The partners define the operating mode, follow every order submission and can stop orders from being sent at any moment.
AI explains
AI agents automate routine work and explain what the model did. They do not make investment decisions.
Request access.
Athena is available to funds, asset managers, family offices and advisers. Tell us who you are and a partner will reply.