In the U.S. stock market and many other developed financial markets, more than 50% of overall trading volume is generated through algorithmic trading. This trend will continue in the future because rule based trading strategies will always outperform strategies, which are solely based on uninformed opinions, moods or "gut feeling".
At Quant Sigma we are leveraging more than 40 years of professional experience in market making, brokerage and algo system design tools for quantitative trading strategies development and automation for financial institutions. Our emphasis is on the development of medium frequency (MFT) and high frequency trading (HFT) strategies.
We offer the whole development cycle to our institutional clients, from market analysis to strategies development, backtesting and strategy execution.
We build multiple low latency strategies which can trade a vast amount of instruments.
At Quant Sigma we are leveraging more than 40 years of professional experience in market making, brokerage and algo system design tools for quantitative trading strategies development and automation for financial institutions. Our emphasis is on the development of medium frequency (MFT) and high frequency trading (HFT) strategies.
We offer the whole development cycle to our institutional clients, from market analysis to strategies development, backtesting and strategy execution.
We build multiple low latency strategies which can trade a vast amount of instruments.
Market AnalysisIn today's financial markets there is an increasing data overload and a vast amount of market opinions. Anybody can have an (educated) opinion or guess about the future direction of financial markets. At Quant Sigma we filter out the high probability signals from the masses of data.
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Development/BacktestingThe founders of Quant Sigma have been developing algo trading strategies for more than 30 years with a strong focus on MFT and HFT trading strategies. Developing and creating trading strategies that work is an art and a passion. All of our trading strategies are subject to rigorous backtesting.
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Strategy ExecutionOnce our strategies have achieved the desired risk-reward profile and passed the necessary backtesting the resulting market orders can be electronically executed through a number of tested partners of Quant Sigma. Our strategy execution services include API connections, colocation etc.
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