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Global Statistical Arbitrage 4x

  • CTA Name : Quantam SA
  • Program Name : Global Statistical Arbitrage 4x
  • Start Date : 2006-11-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : -
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : -

Quantam SA

Global Statistical Arbitrage 4x

There is no performance data for this program

A high frequency (tick by tick data) systematic program managed through automats supervised by their experienced managers, applying simultaneously more than 600 systematic strategies. These strategies are based on the statistically-proven persistent existence of very short term behaviors in market prices. The automats take mainly long & short positions on the most liquid electronic "future" contracts in worldwide markets. Recent electronization allows ultra fast intervention through computerized automats with lower brokerage costs, on a huge quantity of contracts, with no human emotional bias. Core expertise due to the knowledge of complex financial instruments, technical analysis, trading system design, and quantitative management. Ability to apply the latest "state of the art" scientific innovations in artificial intelligence, chaos theory, advanced statistical modeling, and supervised numeric learning. Quantum is diversified across many markets and seeks absolute performance with both low volatility and correlation.

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