jueves, 20 de septiembre de 2018

AUTOMATED TRADING STRATEGIES


Quantitative Finance was established in 2016 by quantitative trading professionals from different backgrounds in economics, computing, finance, and commodities. 


We focus our efforts on developing the best risk-reward automated trading strategies. Our algorithms are 100% fully automated. 

Automated trading systems minimize emotions, by keeping the trading rules in check. Backtesting allows us to evaluate the performance of a trading idea before risking our money in live trading. 

Automated Trading industry (CTA managers) has shown a good performance during high volatility markets. 

 OUR VALUES

• Discipline, minimizes emotions. 
• Researching, using the scientific method  
• Sophisticated trading algorithms 
• Testing and dynamic control of the strategies
• Combining multiple uncorrelated trading strategies on a unique automated trading system.
• Robust backtesting tests over a long period of time. Back testing since 2008 (at least)
• Forward-tested 
• Real money fills
• Take benefits from market volatility
• Fastest and most fair execution, improved order entry speed


With an automated trading system, we can define specific trading rules for execute entries and exits market orders. The program sends orders direct to the various futures exchanges within milliseconds after a trading system has generated a signal, running the trading algorithms on the same servers as the order routing technology to remove the latency which comes from building charts or running system code on a remote machine which then must transmit orders to another machine. 

We believe to be the fastest and most fair execution available. 

Our results are audited and monitored by external companies that have more than 10 years of experience in the trading sector. The available systems can be subscribe through the brokers connected to the platform. 

link  → Available Brokers


All our Automated Trading Systems share the main characteristics:


  • Using dinamics Stop-Losses orders
  • Long volatility correlation, benefits when market volatility increases
  • Combining Trend Following, mean reversion, and Seasonal patterns
  • Employing multiple strategies on a unique automated trading system
  • Hedge funtion
  • Using advance quantitative financial theory
  • Fastest and most fair execution, improved order entry speed. 
  • Low cost execution. 
  • Robust backtest since 2008 (at least 10 years)
  • Intraday system type. Low capital required. 
  • Low Drawdowns
  • Audited results 
  • Only trading high liquidity product.











RANKING & SELECTION OF STRATEGIES



Automated Trading Systems avaliable

Crude Oil Advance Multistrategy


Mini Crude Oil Advance Multistrategy



DAX Multifactor Advance


Nasdaq Counter-Trend



Emini DAX Multifactor Advance


  

Brent Advance Multifactor



SP500 Trend&Counter



Nasdaq Trend&Counter



Gold Advance Multifactor




Dax Advance Cycle



S&P500 Mean Reversión



Mini Brent Multifactor Advance



EuroFX Advance Multifactor



Russell Trend&Counter



Gold Quantitative Advance



IBEX Quantitative Hedge



Nasdaq Quantitative Advance 



FTSE Quantitative Hedge 



SP500 Risk Management






Risk disclosure: 

The information contained in this website is intended only for informational purposes. It should not be considered as a recommendation for referral systems or the developer. Automated Trading Systems operate on derivative financial products. Options, futures and other derivative products have been classified by the European Directive 2004/39 / EC Markets in Financial Instruments (MiFID) as complex products. Operational in such a products carries the risk of substantial loss. These products may not be suitable for all investors, therefore seek independent advice if necessary. Past returns do not guarantee future returns. 







RESEARCH 



→"Quantitative methods for detecting mean reversion"

First of all, I wish congratulate the article “Momentum Strategies across Asset Classes” by Marko Kolanovic and Zhen Wei; It is one of the most complete that I could read.
I would like to explain how I treat the problem of increasing risk on trend following strategies, when a mean reversion phase starts, and how identify it, on a quantitative way.


→"WHY PURE QUANTS DO NOT BELIEVE IN TECHNICAL ANALYSIS" ?

Quantitative traders look for the underlying distribution that generates prices, technical traders seek to analyze only one of the possible realizations of the stochastic process, that is, the graphic that is seen It’s just one of the infinities that could have been”.




→"HEDGING TRADING SYSTEMS"

The Quantitative Hedge product range is a new modality of automatic trading systems designed to perform a low cost risk-hedging solution, when combined with the purchase of European shares. For that purpose hedging trading systems used only short positions on the most liquid futures contracts of each respective financial market, to minimize transaction costs in asset management. The range is designed to cover 90% of the European market.

DAX Quantitative Hedge

https://www.tradingmotion.com/explore/System/PerformanceSheet?Id=21038

FTSE Quantitative Hedge

https://www.tradingmotion.com/explore/System/PerformanceSheet?Id=21037


IBEX Quantitative Hedge

https://www.tradingmotion.com/explore/System/PerformanceSheet?Id=17597

CAC Quantitative Hedge

https://www.tradingmotion.com/explore/System/PerformanceSheet?Id=21036

The Quantitative Hedge product range is a new modality of automatic trading systems designed to perform a low cost risk-hedging solution, when combined with the purchase of European shares. For that purpose hedging trading systems used only short positions on the most liquid futures contracts of each respective financial market, to minimize transaction costs in asset management. The range is designed to cover 90% of the European market