Register for FREE ACCESS to the CTA Database, Research Reports and In-Depth Qualitative Analysis

click here
Submit your Managed Futures program, update your monthly performance

click here

Index Program

  • CTA Name : Qualia Financial Services, LLC
  • Program Name : Index Program
  • Start Date : 2002-11-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : Yes
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Qualia Financial Services, LLC

Index Program

There is no performance data for this program

Qualia Financial has created three uncorrelated cognitive models that analyze live tick data from the E-mini Nasdaq 100 and E-mini S&P 500 futures markets and autonomously compute and execute intra-day trading decisions on that market. Qualia Financial's models can be defined as trend-followers and are intra-day, short-term, and medium-term in nature. Client accounts trade an equal number of contracts with each model, decreasing risk and smoothing volatility associated with trading a single model. By fully automating the trading decision and trading process, Qualia Financial has an architecture that enables trading of multiple models and contracts for multiple accounts with minimal transaction errors and without emotional intervention. Since the trading methods to be utilized by Qualia Financial are proprietary and confidential, the discussion that follows is of a general nature and not intended to be exhaustive. There can be no assurance that Qualia Financial's approach to trading will yield the same results as it has in the past. Qualia Financial is dedicated to achieving superior risk-adjusted returns by following a systematic trading strategy governed by proprietary technical models. Our models provide candidate trades to an intelligent overlay. The overlay then utilizes context information to accept or reject the candidate trades. Generally, the overlay reduces unprofitable trades and reduces overall trading costs. The Qualia Financial Index Program's returns typically demonstrate low to negative correlation with market indices and other trading programs. Qualia Financial's technical trading approach is designed to be purely mechanical. This reflects Qualia Financial's belief that emotional trading decisions can be detrimental to performance. It is the intention of Qualia Financial to maintain this philosophy and not to override the system. However, since it is impossible to envision all possible situations, Qualia Financial reserves the sole and exclusive right to exercise intervention if deemed necessary or desirable. A limitation inherent in trading approaches such as Qualia Financial's is the need for sufficient daily price movement that can be interpreted by the models as price trends sufficient to trigger an entry or exit decision. If there is not substantial price movement, or if a price movement is erratic or ill-defined, the trading method may not identify a trend to which it can react. Or, alternatively, the system may react to a minor price movement in establishing a position contrary to the overall market trend. In the past there have been periods in the market when the Nasdaq 100 futures contract has not experienced significant daily price movement or when price movement has been erratic or ill-defined, and such periods are likely to recur in the future. The E-mini S&P 500 model and the medium term E-mini Nasdaq 100 model are longer term in nature and will carry positions overnight. These models are not subject to the daily volatility limitation inherent in the intra-day E-mini Nasdaq 100 model. Qualia Financial's models seek to achieve not only high returns and the ability to trade in different market environments, but highly effective risk management as well.

Return to the Q Index Page

Return to the Info Index Page

Copyright 2004-2008 | Managed Account Research Inc. - All rights reserved
No part of this website may be copied or reproduced except for personal use without obtaining prior written permission from Managed Account Research, Inc.

Home | About Us | Services | Research | Investments | Resources | Risk & Policies | Login | Contact Us