OUR STRATEGY

The QUANT ALGO DTST DIVERSIFIED PROGRAM is a quantitative trading systems portfolio. Market Trading Algorithms are combined together in a portfolio using quantitative analysis. The strategies take advantage of day-trade (90-100%) and short-term swing trade (0-10%) market fluctuations including trend, countertrend, and mean reversion price movements in a diverse group of liquid futures markets.

 

The Portfolio is a unique asset class, actively managed as an alternative investment for our clients. Proprietary algorithms have been tested and developed into fully automated trading systems. Trades are entered and exited using a 100% systematic approach.

 

Market Portfolios are developed using our own Portfolio Characterization Matrix to combine a wide range of diverse trading systems using diverse methodologies. Quantitative metrics are used to measure the level of diversity in the portfolio. The goal of the trading program is to capture optimal risk adjusted returns in any type of market environment. The Portfolios are developed to trade bull markets, bear markets, different cycles of volatility, as well as a range of economic conditions including changes in inflation and variable interest rates.