Find unique alpha via systematic, quantitative strategies
Research historical tick data using common sense and market wisdom
Craft algorithms based on careful statistical testing and analysis
Develop short-to-mid horizon strategies for equities and futures
Sweet spot for return and risk. Sharpe Ratios > 2
Unlike high-frequency trading, alpha-driven models are not a pure technology race
Use as many sources of quantitative data as possible
Reduce market risks by:
Trading a broad set of stocks across multiple Asia-Pacific exchanges
Maintaining low exposure to unwanted risk factors such as market,
sector, size, and volatility
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