Quantitative strategies

The fund`s Quantitative (systematic) strategies apply computer processes, mathematical and statistical models to determine trends of development in the prices of the underlying assets. The goal of this strategy group is to cover the short-term spectrum of the Fund`s operations.

The quantitative strategies are mainly aimed at:

  • Automated trading based on constructing own neuron networks and genetic algorithms
  • Development and application of own statistical models focused on analysis of the risk-potential ratio in the financial markets

With the aim to search for the opportunities and perspective anomalies in the financial markets, the computer models of the Slovak Hedge Fund analyze large amount of data regarding financial instruments from the whole world. If we find a mathematical-statistical model in the analysis process showing significant signs of systematic nature and predictability, the model is applied to the real market conditions with the use of automated trading systems. The systems are optimized and built on neuron networks and genetic algorithms in the real time and set on the lowest rate of risk against the potential return. Each model is constantly evaluated and in the case of lower efficiency substituted by a new one.