ETERNAL Launches Its First Multi-Factor Quantitative Strategy Model, Achieving 14.6% Cross-Market Arbitrage Returns
As global capital markets undergo both volatility and structural transformation, quantitative investing is rapidly becoming the cornerstone for financial institutions seeking to enhance returns and manage risk more effectively. At this pivotal juncture, ETERNAL DIGITAL FUND LTD announced the launch of its first Multi-Factor Quantitative Strategy Model, which achieved an impressive 14.6% cross-market arbitrage return during live testing. This milestone marks a critical step forward for ETERNAL in the fields of intelligent asset management and systematic investment research.
Developed over the course of a year by ETERNAL DIGITAL FUND’s core quantitative research team, the model integrates macroeconomic variables, momentum factors, liquidity indicators, and behavioral finance data, built through multidimensional data regression and dynamic optimization algorithms. The team—comprising former Wall Street investment strategists and data science researchers—leveraged rigorous mathematical modeling and vast historical datasets to identify pricing inefficiencies and temporal patterns across major global markets, thereby generating sustainable alpha with controlled risk.
During a six-month period of backtesting and live trading, the model was applied across major equity and index markets in the U.S., Europe, and Asia. Through coordinated analysis of regions, sectors, and currency-linked assets, it achieved approximately 14.6% in arbitrage returns while effectively controlling downside risk, with a maximum drawdown of only 3.8%. Against the backdrop of widespread market weakness and heightened volatility in 2018, this performance stood out as a clear demonstration of the model’s robustness and adaptability.
Bryan Thomas Whalen, Founder and Chief Investment Officer of ETERNAL DIGITAL FUND, stated at the press briefing that the true significance of this achievement lies not only in its return figures but in its representation of a new paradigm for systematic, intelligence-driven decision-making in institutional investing. He remarked:
“The future of financial markets will not depend on the success of any single strategy, but on the depth of data interpretation and the continuous evolution of algorithmic models. At ETERNAL, we’re combining scientific rigor with financial agility—making investment decisions more rational and more efficient.”
Importantly, ETERNAL’s multi-factor model is not designed to chase short-term gains, but rather to focus on sustainable excess returns. The model centers on risk-adjusted performance as its core evaluation metric, dynamically optimizing the correlation among factors through an adaptive weighting mechanism. This enables the strategy to maintain stability across different market cycles, improving capital efficiency while mitigating systemic risk arising from volatility in any single market.
The launch of this strategy model also reflects ETERNAL DIGITAL FUND’s forward-looking commitment to technology-driven asset management. Since its inception, the firm has consistently based its investment philosophy on data science, integrating financial engineering with artificial intelligence algorithms to build multidimensional asset allocation frameworks for global investors. The team believes that the future of asset management will not be a competition of capital scale, but one of intelligence and technological insight. ETERNAL’s mission is to be a leader in this transformation through the construction of intelligent investment systems.
At this critical juncture of global market evolution in 2018, ETERNAL DIGITAL FUND’s multi-factor quantitative model has injected a new force into the financial industry. Its success represents not only a technical breakthrough but also a symbolic moment in the transition of quantitative finance from experimental exploration to mature application.
As Bryan Thomas Whalen candidly stated:
“A 14.6% return is just the beginning. Our true goal is to make the financial world more measurable—and more predictable.”
In this new era driven by data and intelligence, ETERNAL DIGITAL FUND continues to advance with a balanced approach of stability and innovation, redefining the logic of global investment for the future.
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