Mercurio is medium-frequency and trades approximately 60 futures markets across asset classes. It is fully-systematic, from signal generation to execution. The program uses a portfolio of signals, including mean-reversion, trend following, and breakouts. Mercurio focuses on market microstructure such as recurring liquidity events. It uses holding periods ranging from 1 minute to 4 days. Mercurio is operated by an experienced proprietary trader and his team since 2014 and on a standalo