// Systematic Trading Since 2009
Quant Capital's management firmly believes that a qualitatively structured analysis, although vital, is not sufficient to develop strategies for unstable financial markets.
Efficient algorithmic modeling of specific alternative strategies, a flexible backtesting environment, low latency execution and quantitative measurement provides the competitive edge for understanding the risk and return attached to each position.
Read more about us →Advanced quantitative models built on rigorous mathematical frameworks for systematic trading strategies.
Flexible historical simulation environment to validate and optimize trading strategies before deployment.
Sub-millisecond trade execution infrastructure ensuring optimal entry and exit points.
Real-time risk measurement and position analysis for precise portfolio management.
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