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Strategies

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A systematic strategy designed to diversify a client’s portfolio by using non-correlated markets: Crude Oil, Dow, Wheat, Natural Gas, Currency, Gold and the Emini S&P 500. The objective is to cover in a systematic way all the different possible scenarios that could unfold during the month and the strategy is implemented only on the most liquid futures markets. The systems are conditioned by the lack of volatility and intraday range. All four systems are designed to work together to diversify a client’s portfolio by using non-correlated markets: Crude Oil, Dow, Natural Gas, Gold, Wheat, E-Mini S&P 500, and a currency like the Euro.

Overview of the Quantitative Strategies.

A systematic strategy is designed to diversify a client’s portfolio by using non-correlated markets and/or different time frames and trading logic (trend following, counter trend, day trading, swing trading, position etc.). Some of the markets used are: Crude Oil, Dow Jones, Nasdaq, Gold, Natural Gas, S&P500 etc. These strategies are implemented only on the most liquid financial markets in order to keep the slippage at minimum

The objective of the strategies is to cover in a systematic/mechanical way all the aspects of the trading activity: when to enter in position and when to exit (either at loss or at profit). Risk control and robustness is the main focus behind our strategies.

Quant Day Mini-DOW

The Quant Mini-DOW is a technical rule-based system that trades intraday. The system can go long and short on the Mini Dow Jones Futures contract.

The logic behind the systems is based primarily on pattern recognition (for example the relationship between day open and the close and cross above or below a daily low or high). The entries are usually at the market and the exits are either based on stop loss, a target or by the end of the day trading regular session. The trades are initiate between 3:00 AM NYT and 3:30 PM NYT.

The strategy tries to capture the underlying bullish or bearish bias of the stock market and it will trade a max of 2 times a day and on average around 20 times a month.

Quant Day Mini Crude

The logic behind the systems is based on pattern recognition (for example the relationship between day open and the close and cross above or below a previous daily or intraday low or high).

The strategy looks to a max of 2 trades per day and enters trades between 3 AM NYT and 2 PM NYT. It is a day trading strategy because all the trades will be closed by 2:50 PM NYT.

The strategy looks to enter in position with a buy or a sell stop. The strategy exits the open position by the end of the session or stopped out when certain conditions are met since the entry point. The exits for long and short positions adapt to the current market conditions and they usually exit at the market if in loss or at the end of the session with a win or a loss.

The strategy offers diversification with a commodity (crude light) that is not usually correlated to the stock market. The strategy tries to capture the overnight market activity of the crude light and it can enter at any time during the most active hours of the trading session.

Quant Day Mini Natural Gas

The logic behind the systems is based on pattern recognition (for example the relationship between day open and the close and cross above or below a previous daily or day low or high) plus the use of the Fast D Stochastic indicator.

The strategy looks to a max of 1 trade per day but it can occasionally carry the position overnight for a couple of days. The strategy is a mix of day trading and swing trading logics.

The strategy looks to enter in position with a buy or a sell stop or at the market. The exits for long and short positions adapt to the current market conditions and they usually exit at the market at specific time or stopped out with a stop loss.

The strategy offers diversification with a commodity (Natural Gas) that is not correlated to the stock market. The strategy tries to capture the full 24 hours market activity of the Nat Gas t and it can enter at any time during the trading session.

Quantitative Swing Mini NASDAQ

The Quant Swing NASDAQ strategy is a technical rule-based system that takes long and short positions on the Mini-Nasdaq 100 Futures contract.

The system looks is active during a 24 hours period, meaning that the system can long or short also after the regular trading session. The markets are globally interconnected and many trading opportunities are after or before Wall Street usual business hours.

The logic behind the systems is based primarily on pattern recognition (for example the relationship between day open and the close and cross above or below a daily low or high and the relationship with the True Range). The strategy looks to enter in position with a buy or a sell stops and it can enter with a breakout logic or enter in fade in a reversal or correction area.

The strategy tries to capture the underlying bullish bias of the tech stock market but it can also go short and it will trade a max of 2 times a day and on average around 25 times a month

To compliment this system, we look to pair with a commodity system (a Quant Crude Day or Swing or Quant Natural Gas system) or for a stock market portfolio with the Quantitative Day Dow.

Quant Swing Mini Crude

The Quant SWING CRUDE strategy is a technical rule-based system that takes long and short positions on the Crude Light Futures contract.

This strategy uses indicators such as Rate of Change, Adaptive Moving Average, ATR, and Zero Lag Trend. After extensive research, this indicates that for this market, the logic of the strategy and for this time frame these are the best indicators.

The strategy looks to enter in position with a buy or a sell stops either in breakout or after a correction. The strategy exits the open position by trailing the profits based on ATR or stopped out when certain conditions are met since the entry point. The exits for long and short positions adapt to the current market conditions.

The strategy offers diversification with a commodity (crude light) that is not usually correlated to the stock market. The strategy tries to capture the 24-hour market activity of the crude light and it can enter at any time during the session.

To compliment this system, we look to pair with the Quant Day Mini-DOW or one of the Quant Nasdaq systems.

Both systems together have the ability to capture the bearish and bullish trending markets on commodities and stocks.

Quant Day Mini Gold

The logic behind the systems is based on pattern recognition (for example the relationship between day open and the close and cross above or below a previous daily or intraday low or high).

To compliment this system, we look to pair with the Quantitative Day Mini Dow. Both systems together have the ability to capture the bearish and bullish trending markets on commodities and stocks.

The strategy looks to a max of 1 trade per day and enters trades between 3 AM NYT and 1 PM NYT. It is a day trading strategy because all the trades will be closed by 1:45 PM NYT.

The strategy looks to enter in position with a buy or a sell stop or at the market. The strategy exits the open position by the end of the session or stopped out when certain conditions are met since the entry point. The exits for long and short positions adapt to the current market conditions and they usually exit at the market if in loss or at the end of the session with a win or a loss.

The strategy offers diversification with a commodity that is not correlated to the stock market. The strategy tries to capture the overnight market activity of the gold and it can enter at any time during the most active hours of the trading session.

Quantitative Day Mini Nasdaq

The Quant Day Nasdaq is a technical rule-based system that looks for trades during a 24 hours period, meaning that the system can long or short after the classic regular trading session . The markets are globally interconnected, and many trading opportunities are after or before Wall Street usual business hours.

The logic behind the systems is based primarily on pattern recognition (for example the relationship between day open and the close and cross above or below a daily low or high and the relationship with the True Range). The entries are with buy and sell stop orders and the exits are at the market either with a profit or a loss.

The strategy tries to capture the underlying bullish bias of the tech stock market and it will trade a max of 2 times a day and on average around 6 times a month.