Approach

Auren Mori employs a disciplined, data-driven trading framework grounded in quantitative research and advanced statistical modelling. Our approach integrates multi-factor analysis, liquidity behaviour, and market microstructure dynamics to identify high-probability opportunities across global financial markets.

Investment Strategies

Auren Mori seeks to pursue a focused range of systematically driven trading strategies across select asset classes and global markets.

Systematic Index Trading

Short-Term Models

Diversified Execution

Capital Framework

We leverage a disciplined, data-driven framework to trade major equity indices globally. By combining quantitative models, volatility analysis, and intraday price-action, we target high-probability setups — deploying both proprietary capital and capital allocated via prop-firm mandates.

Our discretionary models are designed to capture short-term volatility spikes using session-based setups and order-flow insights. This allows us to format around rapid market moves while maintaining tight risk control and capital discipline.

Beyond core index exposure, Auren Mori opportunistically deploys across FX majors and high-liquidity assets when our quant or discretionary signals align. This adds tactical diversification and enhances our ability to adapt to evolving global market conditions.

We dynamically size positions according to volatility, correlation, and liquidity metrics to ensure consistent exposure and capital preservation under varying market regimes.