Quant Trade, LLC : Fractal Finance - Proprietary

archived programs
Year-to-Date
N / A
Aug Performance
-2.86%
Min Investment
$ 25k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
-
Assets
$ 100k
Worst DD
-2.86
S&P Correlation
0.00

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Aug Qtr YTD 1yr 3yr 5yr 10yr Since
8/2011
Fractal Finance - Proprietary -2.86 - - - - - - -2.86
S&P 500 -5.68 - - - - - - 184.21
+/- S&P 500 2.82 - - - - - - -187.07

Strategy Description

Summary

Quant Trade Technologies has developed algorithmic systems by which it tries to predict the high and low of the next trading time frame. The systems automatically place entry and exit orders accordingly; “Buying Low” and “Selling High” in whatever time frame is being analyzed. The... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 25k
CTA Max Funding Factor 4.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $7.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 40000 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD -15.00%
Worst Peak-to-Trough -2.86%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 100.00%

Decision-Making

Discretionary 5.00%
Systematic 95.00%

Strategy

Technical
100.00%
Strategy Pie Chart

Composition

Interest Rates
34.00%
Currency Futures
33.00%
Stock Indices
33.00%
Composition Pie Chart

Summary

Quant Trade Technologies has developed algorithmic systems by which it tries to predict the high and low of the next trading time frame. The systems automatically place entry and exit orders accordingly; “Buying Low” and “Selling High” in whatever time frame is being analyzed. The fully automated, systematic methodology also automatically places a stop loss order for every trade.

Investment Strategy

The Fractal Finance program borrows from the modern science of Chaos theory, Complexity theory, Fractals and Bi-variate statistics. These modern theories have been refined into a trading methodology tempered by real world trading experience in electronic markets. The program is completely statistical and quantitative. Trading parameters are adaptive and respond automatically to changes in market conditions. It utilizes a library of proprietary market predictors that forecast one step into the future. Essentially the predictor acts as a measurable attractor (from Chaos theory) of market price. Trades are executed when deviation is highest as the market price will eventually be attracted to the predictor. Because the predictor adapts to market conditions, overall performance is based on the accuracy of the predictor and how well the predictor attracts price.

Risk Management

In the event QT encounters some unpredictable deviation (eg economic numbers, current events, spurious market activity) QT utilizes an outlier stop.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-2.86 -1 - 1/1/0001 8/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.86 1 8/1/2011 8/1/2011
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Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.