Research driven quantitative analysis
We generate risk mitigated trading formulas for use on global stock market indexes. Our input is data, our output is predictability.
Harvest Stock Index Data
We have a global compute platform to store and process per second price point data from the Dow Jones Industrial Index. Once stored, that data is fed into a trading simulator that utilises millions of data points to mitigate risk and hedge positions. Our analysis gives no credence to the price orientation of markets.
Simulate Trading Formulas
Our trading simulator allows us to implement trading formulas across vast periods of time with per second accuracy and millions of data points. We are constantly evolving our formulas. We utilise artificial intelligence to add refinements and simulate infinite formula variations at the click of a button.
Mitigate Risk Through Research
More data provides clearer results through simulations. As we collect more data we may witness scenarios that require micro level adjustments to our formulas. This could result in the modification of micro parameters already codified, or the coding of new signals and actions for our simulators to perform.
Implement Test Trades
Once installed, new directives are simulated across quantitative time frames before real world testing. We use regulated trading platforms to execute automated trades and compare them to simulations. This is an integral part of our approach to ensure that our formulas become acquisition ready.
Working with machines to solve complex problems.
A single trade at absolute QUANTS is the product of people and machines in collaboration. The lines between research, technology and trading are intentionally porous, in both simulated and real world testing environments. Our trading formula enhancements depend on a blend of artificial intelligence, sophisticated mathematics and large scale data analysis.