At Quantfish we use mathematical modeling, machine learning and extensive research to forecast anticipated future market behavior with a statistically significant degree of confidence. We design our own proprietary trading systems and endeavor to capitalize on opportunities in the financial markets as and when they arise.
Portfolios
Quantfish diversified & leveraged private equity funds (Portfolios are auto-updated twice daily)
Markets
Futures & Forex markets we actively trade (Trading performance are auto-updated twice daily)
Research Lab
A collection of quantitative research tools, Latest market analysis and Trading strategy optimizations
Expertise
Our skillset include Software development, Data science, Machine learning and Quantitative analysis
Why Quantfish?
The word ‘quant’ is derived from quantitative, which essentially means working with numbers, whereas ‘fish’ refers to the fishing for, or extracting of ‘alpha’ in the markets. Alpha (α) is a term used in investing to describe an investment strategy’s ability to beat the market.
We do not utilize fundamental data, market sentiment, or any non-quantifiable input to inform our trading models. Quantfish trading is purely data-driven and uses advanced statistical and mathematical models based on large sets of historic price data to establish the probability of certain future market movements. A lot of computational power and extensive research is required to design & develop successful models, and we use only state-of-the-art hardware and software to aid the process.
Our private equity portfolios consist of major indices as well as forex pairs combined with the least amount of correlation to ensure optimum diversification within each fund. To further enhance diversification to allow for smoother equity curves, our strategies are optimized to perform well in bull and bear markets and make use of trend following, breakout and mean reversion principles.
Testing and Trading Software
We do not utilize any 3rd party trading software to test or trade our strategies. Our proprietary system trading software (AlphaWOLF) has been meticulously developed ‘in-house’ from the ground up over several years. AlphaWOLF software connects directly with our broker’s API and allows us to easily design and deploy new strategies, as well as portfolio level backtesting, optimization, visualization and fully automated live trading.
Our software’s trading ‘engine’ is used for strategy testing, optimization as well as live trading. Using the exact same ‘engine’ for all these applications has many advantages. It reduces errors and discrepancies and replicates live trading as close as possible compared to historic test results. Spread variation and slippage during live trading might still slightly deviate from historic testing results, but these are simulated during testing and optimization to imitate live trading within a 3% margin of error. [ More Info ]