Quantam SA : Quantam GSA Multistrategy x1

Summary

Global Statistical Arbitrage (GSA) offered by Quantam is a high frequency systematic program managed through models supervised by their experienced managers, applying numerous systematic strategies. These strategies are based on the statistically proven persistent existence of very short term behaviours in market prices. The automats take long & short positions on the most liquid electronic futures contracts worldwide, sending numerous trading orders per day. Quantam has invested in an intense R&D program that constantly tracks new opportunities. Quantam’s GSA program is diversified across many markets (stocks, interest rates, forex and commodities), offers transparency, daily liquidity, and seeks for absolute performance (>5%) with both low volatility (<5%) and correlation.

Investment Strategy

Quantam’s strategy is to use advanced computing grids and numerical techniques to extract statistically relevant and tradable biases from the vast amount of information contained in the tick-by-tick data of the most liquid financial products. The underlying principles of the firm’s trading models rely on the existence and persistence of detectable statistical biases in financial markets, i.e. non-random predictable price behaviours. The techniques applied allow the discovery and precise definition of: - trend-following, - as well as mean-reverting patterns, - across all frequencies from intraday to several months, - across all liquid assets, including combinations thereof when correlations and other links between instruments are identifiable and quantifiable, - and taking into account the specific liquidity effects in each market. Quantam has built an industrial-strength architecture, hardware, software and connectivity to be able to automatically generate new strategies as new biases emerge and retire diminishing ones, allocate across asset classes and trading models, measure and manage risk in real-time, and execute at the lowest available latency in the markets.

Risk Management

Currently Quantam is not taking any new investors into this program, but will update accordingly.