Benefits:
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One-stop solution for handling of all quantitative trading
needs.
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Customizable and integrable modules, saving thousands of
hours in development and research.
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Reduced infrastructure/costs for new clients (automated
back, middle, and front-office).
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Ability to review trading activity from anywhere (phone,
tablet, desktop, etc).
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Advanced reporting on slippage, trades analysis, and
strategies live performance.
Benefits:
-
Recommendation system for helping quants improve their
strategies’ performance.
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Proprietary technology: algorithms not available in
scientific literature. Research developed by a team of
experts in Statistics, Finance, & Machine Learning.
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No advanced Mathematics degree or PhD required to use
these tools.
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Gives an edge over traditional techniques (e.g. choosing
the strategy with even the best parameters statistically
brings sub-par returns).
Benefits:
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Automated download, clean-up, and reconciliation of
historical data across multiple sources.
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Automated errors detection and correction algorithms.
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Tools for reviewing and correcting errors manually.
- Data distributed as analytics via cloud.
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Supports stocks, etfs, futures, options, and currencies.
Benefits:
-
Library for backtesting quantitative strategies in
parallel on the cloud or in calc-farms.
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The strategies simulator handles daily, minute, and second
data. Interface in python and implementation in c++.
- Portfolio and risk-analysis tools.
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Proprietary reports to analyze trading strategies:
- Sensitivity analysis
- Costs analysis
- Parameters & overfitting analysis
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Analysis by long/short, instrument type, sector, etc.
