„DEEP UNDERSTANDING BEATS COMPUTATIONAL POWER“
Although the overwhelming set of various data feeds, we firmly believe in simplifications, and deep understanding beat computational power. Based on more than five years of active team-research experience, we profile ourselves as a purely idea-driven research shop backed with our technology tailored to our needs. We use various mathematical and statistical methods to prove that our thinking is valid and robust across all kinds of market cycles.
QuantOn is a research-driven company. Despite the complex and sophisticated process, our works consist of three major steps:
We are gathering different streams of data, cleaning them, preparing them for one goal – testing their ability to have a sustainable impact on the price movements.
Finding patterns/signals, recurring situations in the noise in the markets which can lead to the essence of trading strategy.
Designing the trading strategy, monitoring, active risk management.
Systematic Asset Management
Various approaches seek to achieve respectable returns in investment advisory and asset management while protecting the client’s capital from irreversible drawdowns. The mainstream course focuses on the fundamental analysis of particular asset classes and allocates capital to areas with the best potential based on discretionary valuation metrics. However, portfolio managers or teams of PMs responsible for asset allocation are facing various headwinds.
PMs are prone to powerful behavioral biases and the high complexity of the global economy and geopolitics, leading to the
subjective interpretation of data and events. The discretionary approach also very often suffers from questionable risk management. Systematic approaches are generally about finding reasonably tradable market patterns. It is more team-centric work, where the biggest challenge is to extract meaningful information from the overwhelming amount of data.
Systematic execution of trading strategies developed during the sophisticated research process addresses the headwinds above and thus provides a valuable edge. It is fair to say that the scientific approach is objective and non-biased, consistent and robust due to portfolio effect, and most importantly, works within pre-determined risk parameters.
Based on our knowledge and experience, we created two independent, uncorrelated, systematic, and highly liquid return streams Diversified Futures Program and Market Neutral Equity Program.
„EXTRACTING MARKET DIRECTION“
Market Data Analysis
One of the current problems of the financial industry is the overpressure of data lacking information value. In addition, this volume is constantly expanding rapidly. Current technologies allow easy, fast, and relatively cheap access to various analyses for professional allocators and the general investor public. The classical fundamental macroanalysis is thus more and more prone to the so-called noise. It is increasingly difficult to answer a simple question in a confusing tangle of seemingly different or similar data flows: What variables move the market and influence price movements?
Another category is the so-called price action, which, especially in external cases, unexpected shocks (reports) cause abnormal price movements of various assets. After +5 years of active team development, we created a solution addressing data overpressure issues, helping investors distinguish trading opportunities between the noise. We call it Market Drivers.