„SYSTEMATIC, YET TRANSPARENT APPROACH“
Diversified futures program
Our goal?
Is to outperform and differentiate from our peers. Even though we are put in the brackets of „Systematic Diversified CTA trader, „we believe we can bring a new approach to the market. It originates from the fact that since the company’s inception in 2015, we have created several own methodologies and proprietary tools used in the research and implementation of our strategies. This result in the solution with high added value for its investors.
Added value:
Zero correlation to peers (SG CTA Index)
Attractive return stream
Diversifier of traditional portfolios and buy and hold strategies
Strict and systematic risk management
How does it work?
Is a diversified CTA strategy applied on four major asset classes – indices, commodities, interest rates, and currencies. DFP is futures centric, well-diversified investment program designed to meet two strategic goals – deliver attractive long-term risk-weighted return with the ability to stay market and peers uncorrelated.
Market Direction
Gathering large sets of different data streams to detect market direction on a certain level of probability.
Trading signals
Systematic detection of robust trading patterns in the market.
Systematic portfolio management
Application of strict risk management and portfolio management procedures.
Market neutral equity program
Our goal?
The goal of the QuantOns Market Neutral Equity Program is to produce an attractive and robust uncorrelated return stream. Using proprietary technology, trading on traditional assets.
Added value:
The uncorrelated attractive pure alpha return stream
Strict and systematic risk management
Proprietary technology
Long volatility character
Ability to deliver positive performance in all kinds of a market cycle
Time to diversify?
Equity Market Neutral is well know established alternative investment strategy. The particular investment logic should combine two core attributes – deliver positive performance without direct risk exposure to the equity market and its fluctuations. The market Neutral approach is usually applied as a portfolio diversifier to reduce the overall market exposure of institutional allocators. Returns are often considered as pure alpha with the ability to reduce volatility and increase returns.
How does it work?
The Market Neutral Equity Program aims to systematically capture positive returns from US equities, regardless of the current market environment and direction. The model’s logic consists of a set of rules, how to define and execute attractive non-directional trading opportunities in a market uncorrelated manner. We are using our own execution mechanism as well as our own backtesting engine which gives us a powerful edge. Since the inception of the systematic process, our philosophy is different from the majority of the industry.
A “traditional “market-neutral strategy explores market inefficiencies and simultaneously holds long and short equity portfolios. The usual approach aims to define the right companies to buy and select the correct titles to sell – to solve this task; there are various techniques and data feed used – from fundamental analysis to more technical approaches or the combination of them.
Market Screening
Selection of companies entering into our systematic solution.
Clustering
Clusters division based on our know-know.
trading signal
We generate large sets of trading signals daily. These signals are ranked based on our internal solution.
Portfolio Composition
Systematic portfolio composition and risk management.