Systemathics Quantitative Strategies
The Systemathics Quantitative Strategies are applied to different time horizons:
- Low Frequency Strategies based on a statistical approach combining fundamental and technical factors.
- High Frequency Strategies based on markets microstructure analysis.
High Frequency Models are used for two different purposes:
- Optimize the orders execution of the Low and Medium Frequency Strategies.
- Purely High Frequency Patterns; opportunistic models.
We propose a proof-of-concept implementation of our trading strategies.
Continuous quantitative research effort is ensured to develop additional alpha-generating strategies enhancing the portfolio risk/return.