About us

About Monblard Analytics / Financial, economic & trading data analysis, indicators & models

Behind the company Monblard analytics is a team of developers who have been developing digital signal processing software for more than 19 years. (They develop hardware and software synthesizers, VST plug-in processors for recording studios, etc. and have cooperated with companies such as G-Sonique, Acoustica audio Inc USA., XChange Canada, Ampethron and others, their products are used by thousands of customers all over the world (including Grammy award winners)

Market data is also a defacto signal and we have more than 2 decades of experience in digital / quantitative signal processing. Financial markets have long been very complex and more than 70% of trading volume is performed by algorithms, not humans at the moment. The world is more complicated and the amount of data is increasing. Most hedge funds are switching to so-called quantitative trading and investing as reaction to changing environment. Knowing your way around the jungle of information and ever-changing numbers is very challenging. At the same time, computers still cannot fully think and react, which is why almost all algo trading companies have a constantly deployed team of people who supervise the functioning of algorithms, react in critical moments, constantly adapt their risk profiles/models and fine-tune system parameters. After years of experience, we believe that the best way to survive in today’s financial markets is a combination of man + machine (a machine can process and clean thousands of data flawlessly, infallibly without prejudices, emotions, on the contrary, a person can combine and evaluate different levels of information and think independently, however, he is burdened by emotions, ideas, prejudices to act). Although machines are very fast, efficient and accurate, there is still human person behind each algorithm. Therefore, we develop quantitative systems based on data, scientific approach, statistics, quantitative analysis and digital signal processing, which should significantly contribute and make it easier for investors/traders to understand the complex but beautiful chaos that the everyday world brings. Although the future cannot be predicted 100%, just as casinos or insurance companies have based their billion-dollar business on statistical and data analysis, we are convinced that investing and successful trading must be based on a similar approach.

Our story:

We originally started as fundamental investors of our own funds, but over time we noticed that markets do not always behave rationally and companies that achieve excellent results can fall by 70% just because they were pulled down by short-term panic in the macro environment, or vice versa companies which have a p/e ratio of 1000+ can grow by hundreds of percent further only thanks to investors’ expectations or marketing hype. We also detected various correlations between instruments, correlations and anti-correlations between data, etc. Since we are rather developers and data analysts, we started to look at investing / trading on the stock exchange through a different lens.

Gradually, as we delved deeper into the issue, we discovered that many of the most successful funds now (https://en.wikipedia.org/wiki/Quantitative_fund) use mathematical calculations, quantitative strategies, signal processing and advanced algorithms to achieve astronomical returns. They employ almost no economists, but programmers, physicists, mathematicians, data analysts. This inspired us and we decided to use our many years of experience in this area. Also, many important technical analysts come from the same environment – from the development of DSP algorithms, for example John Ehlers or Mark Jurik who worked for NASA or in the aeronautical industry.

Thus, we embarked on a long-term development and research in which we read dozens of books and tried thousands of freely available indicators and strategies, only to find out over time that most of them are almost useless. We approached data analysis from an economic, fundamental, but also a purely technical/quantitative point of view.

After years of wading through books, theories, research, data, indicators, and approaches, we’ve largely been able to weed out the wheat from the weeds (and probably saved our clients years of headache, testing, and trial. In fact, many successful traders say they’ve read hundreds often even thousands of books, indicators and strategies and in reality maybe 5-10 of them work, most courses or books are actually selling dreams, not reality, but people often and like to repeat the same mistakes and bewitched by illusions of easy money, expensive sports cars, not long-term hard work and a boring scientific approach. Unfortunately, nothing in the world exists without hard work, and that’s probably why less than 2% of people succeed in any field) It’s the same with freely available indicators, capitalism follows certain rules and nothing of high quality simply cannot be free “There’s No Such Thing As a Free Lunch” as famous economist and Nobel laureate Milton Friedman said, if something is free such as search engines, e-mails or social networks, you pay with all your privacy and personal data that are subsequently used and sold to companies that deliver advertising to you based on your psychological profile.


Many retail traders approach trading/investing with voodoo systems, but unfortunately, the human brain works in such a way that it sees (imagines) patterns even where they do not exist, has prejudices, or allows itself to be controlled by irrational fear. Computers that do not have emotions excel in this. Based on our experience and personal setting, we prefer an exclusively scientific approach, so we need to have all our strategies and findings also measured and tested, ideally on tens of years of data. Although the future can never be predicted, even a casino or an insurance company can have a very profitable and billion-dollar business based solely on statistics. We do not prefer purely mechanical approaches because, despite AI, computers still cannot think as complexly and at the same levels as a human. Many indicators and strategies look great when looking to the left of the chart to the past, not to the future, or they repaint or are drawn only after the candles are finished. Over time, many developers find that most strategies cannot be fully transferred into a simple mechanical code, and they cannot calculate and react correctly in critical situations according to strictly mechanical rules. AI / Neural networks, on the other hand, are black boxes where even their author often cannot say with certainty how they will behave. Nevertheless, the statistical evaluation of data is a very important part for us, and although we recommend combining quantitative approaches with a human approach to investing, we want to have every single one of our indicators statistically tested both mechanically and manually in practice, so that in itself it represents a significant statistical edge on long-term data ( ideally every model/indicator had a 65%+ winrate at RR 1:1+ and together with the combination of several indicators and models together with an experienced trader created a strong combo). Although investing and trading is partly also about talent, psychology, statistical and scientific approach is necessary, otherwise it is gambling. Our goal is to develop systems that will facilitate the work of us, retail and institutional investors/traders. We try to develop complex mathematical and statistical algorithms and indicators based not only on a single source of data (most of the available indicators work on a very simple price prediction system based on the price, but this is insufficient or faulty in many cases) but on sophisticated approaches to data processing, often from a wider spectrum of sources, correlated data, macroeconomic data, fundamental data etc. We look at models and indicators in the same way as various measuring and navigation devices in commercial aircraft. Thanks to it, the pilot knows exactly where he is, the devices show him the map, altitude, weather and storm clouds, other planes, possible threats, the state of the plane, and although part of the flight can turn on the autopilot in critical situations, human intervention and control is necessary, just like in during the most difficult phases of the flight, during takeoff and landing, the pilot grabs the control levers and the huge plane navigates by itself and manually, of course with the help of instruments. We developed strategies and systems primarily for ourselves, we decided to use the long-term development not only in our own investing, but also to provide them to a limited number of users so that they could not influence the market prices of large cap stocks. In this way, we will ensure that our own funds can be compounded with the effect of compound interest without having to withdraw them, and the funds from the sale of the systems will provide us with further development and research.

Read more about Our Investing / Trading Approach