Quantitative Strategies for Institutional Investors

    Systematic SolutionsFor Public Markets

    SINTRO is a financial technology company that employs quantitative strategies for listed assets.

    What is a Systematic-Traded Fund?
    About SINTRO

    Scientific and Data-Driven Investing

    SINTRO develops Systematic-Traded Funds (STFs) for institutional investors, combining quantitative research, algorithmic execution and rigorous risk control.

    Our Approach

    Rigorous research and proprietary infrastructure support a systematic, risk-controlled investment process.

    Learn more – Our Approach

    Our Mindset

    Our team combines quantitative finance, software engineering and academic research, with continuous learning from market feedback.

    Learn more – Our Mindset

    Our Values

    Trust, transparency and long-term partnerships: rooted in Frankfurt, serving investors across borders.

    Learn more – Our Values
    Years Combined Experience
    0+
    Live track record since
    2000
    Algorithmic Decision-Making
    0%
    Market Monitoring
    0/7

    Partners that power our Growth

    • Goethe Universität
    • Plug and Play
    • TechQuartier
    • House of Finance & Tech
    • Land Hessen
    • EIC
    • Arcvesta
    Finding Signal in the Noise

    Inside the engine

    A fully automated decision and execution pipeline. Market data streams into quantitative factors, a risk management overlay can overrule them, and the resulting target is executed algorithmically. Every step is code: transparent, efficient and auditable.

    1 / 4: Market Data
    01 / 04 · MARKET DATAIllustrative example
    DATA FEEDt + 1d
    • Close (indexed)96.04
    • Daily volatility0.72%
    • Distance to 200-day high-5.4%
    Close, indexedMA 50MA 200
    200-day high-5.4%
    Systematic Solutions

    Systematic-Traded Funds

    Autonomously managed strategies designed for institutional investors seeking to limit volatility and avoid drawdowns.

    1 / 7|SPY3 STF
    Live since September 2023

    SPY3 STF

    A systematic long-only multi-asset strategy targeting consistent risk-adjusted returns through quantitative signal generation and disciplined real-time execution.

    Objective: Generate equity-like returns with lower drawdowns and volatility through systematic decision-making and execution.

    Tail-Hedging: Rigorous risk management through a Daily 99%-VaR-Model.

    RiskMomentumMean-Reversion
    Request FactsheetWhitepaper

    Asset Class

    US Multi-Asset Large Cap

    Benchmark

    S&P500 Index

    Strategy Type

    Systematic Long-Only

    Liquidity

    Daily

    SPY3 vs. S&P 500

    +58.2%

    0%20%40%60%
    Aug 31, 2023Nov 06, 2026

    Drawdown phase

    From Feb 19, 2025 to Apr 08, 2025 the S&P 500 fell by 19.0%, while SPY3 fell by 8.3%. From Apr 02, 2025 it was invested in short-term treasuries (SHY).

    SPY3

    +58.2%

    S&P 500

    +63.3%

    Max drawdown

    -10.0% / -19.0%

    As of Nov 09, 2026. Past performance is not a reliable indicator of future results.

    Track Record

    Performance at a Glance

    Key metrics highlighting consistent alpha generation and disciplined risk management

    0%
    Return p.a.
    Since inception, before fees
    0
    Sharpe Ratio
    Risk-adjusted performance
    -0%
    Max Drawdown
    Maximum peak-to-trough decline
    0%
    Alpha
    Excess return vs. S&P 500
    0
    Beta
    Market sensitivity coefficient

    Past performance is not indicative of future results. This strategy is available exclusively to professional investors meeting eligibility criteria under MiFID II.

    Get In Touch

    Let's Discuss Your Investment Goals

    If you are interested in learning more about SINTRO, please inquire here:

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