Trading Systems
Our core competency is developing and implementing statistical forecasting systems; these are what our quantitative trading systems are based upon.
We develop tailor-made investing systems for customers based on their individual risk parameters. Value-at-risk (VAR) is an important metric for such systems.
It is used for example for the setting of stop-loss limits, and to estimate potential losses when investment horizon, confidence level and portfolio weighting are known.
Our quantitative trading systems are primarily designed for securities and currency portfolios.
We offer the following services:
- Development of automated quantitative trading systems
- Development and implementation of custom trading strategies
- Assessing trading system risk adjustment capability
- Consulting on quantitative systems
In the past our quantitative trading systems have generated average annual returns for customers ranging between 10 and 40 percent, varying based on assets traded and individual risk parameters.
Have we piqued your curiosity?
If you are interested in our products or services, we gladly advise you individually: