Quant Trade, LLC : Fractal Finance - Proprietary Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Since8/2011 Fractal Finance - Proprietary -2.86 - - - - - -2.86 -2.86 S&P 500 -5.68 - - - - - 7.52 268.46 +/- S&P 500 2.82 - - - - - -10.38 -271.32 Strategy Description SummaryQuant 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% Composition Interest Rates 34.00% Currency Futures 33.00% Stock Indices 33.00% SummaryQuant 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 StrategyThe 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 ManagementIn the event QT encounters some unpredictable deviation (eg economic numbers, current events, spurious market activity) QT utilizes an outlier stop. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: 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 Show More Consecutive Gains Run-up Length (Mos.) Start End Show More Consecutive Losses Run-up Length (Mos.) Start End -2.86 1 8/1/2011 8/1/2011 Show More 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. x {{title}} x {{title}} Add Cancel