We spend our time at QuantLab pouring over mountains of research so that you don't have to. Leverage off our deep understanding of financial markets, statistics, the backtesting process, advanced computer programming and database management.
Combining qualitative and quantitative insights gained from experience and academic study, we've developed a rigorous testing framework that offers the highest probability of uncovering predictive patterns and tradeable edges in the equity markets. We believe that the most important statistic when evaluating a quantitative strategy is sample size. Patterns should repeat thousands, if not millions of times across all market environments including bear and bull markets and during periods of high and low volatility.
We went through great pains to hand-build our very own survivorship bias free JSE database to ensure the highest quality when researching new strategies. In addition, we test the robustness of our strategies by exposing them to more than 50 000 securities from the global financial markets.
QuantLab was built by traders for traders. Harnessing the same technology that we built and currently use in our hedge fund, clients gain access to advanced technology previously reserved for professional money managers. Our backtesting library has been built in C++, the same language used to build operating systems, providing us with tremendous speed, flexibility and power. We've built custom position sizing and money management algorithms that guarantee risk is kept within certain thresholds. Furthermore, advanced algorithms are used to isolate the very best trade candidates from a group of trade signals.
QuantLab is continuously engaged in research and releases new strategies that pass our rigorous testing periodically. We currently have a number of exciting strategies in development that will further increase capacity and enhance diversification capabilities including ETF's, momentum, trend-following and Top 40 rotational strategies.
QuantLab gives you access to your own professional quantitative research team. Let us handle complex technologies while you focus on becoming a successful trader.
- QuantLab is the culmination of over 20 000 hours of research
- Custom framework designed to produce strategies with a high level of statistical significance
- Robust patterns that have repeated millions of times in global markets
- Validated in all market environments (bull/bear markets and low/high volatility)
- Super clean survivorship bias free database for high quality testing
- Advanced custom testing infrastructure providing unsurpassed speed, flexibility and power
- Proprietary position sizing and money management algorithms
- Custom execution abilities through a leading global brokerage firm