AlphaGo Capital
About
Who we are
AlphaGo Capital is a quantitative research team currently in paper-account validation — not yet a registered manager and not soliciting capital. We combine academic momentum research, reinforcement-learning portfolio construction and engineering-grade execution/audit so that every strategy can be audited like an institutional product.
Three strategies
| Fund | Approach | Paper size |
|---|---|---|
| AlphaGo US Momentum I | S&P500∪NDX∪Dow30 universe · 12-1 momentum Top10 · SAC ensemble weights · SPY tail hedge | $400,000 |
| AlphaGo US Balanced I | 50% equal-weight 12-1 momentum Top10 + 50% defensive sleeve (TLT/GLD/SHY) · monthly rebalance · LEAN engine audit (IBKR fees, daily DD) OOS CAGR 18.9% MaxDD -19.5% Sharpe 0.57 · full window 13.2%/-23.5% · conservative 35/65 verified: 10.6%/-18.7% · live IBKR paper fills since 2026-10-12 | $400,000 |
| AlphaGo HK Barbell | 50% dividend-quality leg (TTM-yield top6, stable payers, above 200dma) + 50% CTH momentum leg (63d/252d close-to-high top10), long-only monthly rebalance · point-in-time universe: OOS CAGR 18.9% MaxDD -30.5% Sharpe 0.86 · full window 14.3%/-32.1% vs 2800.HK 6.3%/-49.4% · live IBKR paper fills since 2026-10-12 | HK$1,560,000 |
Engineering & transparency
- Point-in-time index universes — no survivorship bias
- Realistic costs — commissions, slippage and liquidity modeled; execution quality disclosed per fill
- Daily Merkle + Ed25519 commitment over NAV — independently verifiable at /verify
- Real IBKR paper fills attributed per order — no screenshots, no hand-entered figures
Contact
This portal is invite-only for institutional recipients. For access, submit Request Access on the login page; data or collaboration inquiries go through the same channel.