Quantum Forecasting LLC : Quantuno Program

Summary

QUANTUM FORECASTING LLC is a CTA that utilizes proprietary quantitative self-adapting data driven alpha models to analyze real-time market data and predict market direction and calculate target prices. The manager then create operational trading orders which aim to capitalize on movement, regardless of market direction. The original theoretical research began over 18 years ago initially for general purpose classification & forecasting then proven in numerous applications. R&D for use in financial trading systems has been ongoing since 2001 and live systematic trading on prop accounts in 2006. The forecaster, trading engine and OMS was internally developed, resulting in a high performance platform which applies concepts adapted principally from physics, mathematics & cybernetics. The manager provide security and transparency by entrusting all fund, custody, and account management to reputable FCM clearinghouses. KPMG audits the firm's track record and the underlying systematic trading platform is certified ISO 9001:2008. The manager trade highly liquid futures markets which allows for accurate daily valuation accounting and reduces liquidity risk. All accounts are individually managed with daily liquidity and outstanding transparency. Trading is high frequency & short term, mostly intraday, and generally uses less than 25% of margin equity to keep leverage within acceptable levels. The trading strategy is systematic, but all trading activity is constantly supervised to permit, if necessary all operations to be cancelled or offset within seconds. Discretionary intervention has historically been less than 1%.