QM. Fin

Intelligent, Self sustained and Evolving Framework

Simple , Robust , Powerful , Extensive , Scalable
Designed by Quants for Quants..

Key features:

• Portfolio Manager:

  • Capable of handling multiple portfolios running various strategies simultaneously
  • Automatic accounting of trades and real time monitoring of P&L
  • Capable of handling different rules related to re-balancing and frequency of strategies

• Execution Engine:

  • Easy integration of any third party API for data-feeds and order execution (e.g. Interactive Brokers,Trading Technologies, Symphony FinTech etc.) or use with your in-house gateways
  • Execute trades via any broker having direct market access on any market and any asset class worldwide in full automation
  • Advanced algorithms to get best execution with minimum impact cost

• Strategy Builder:

  • Build any sort of trading/investment strategy using our AI/Mathematics/Statistics toolbox
  • Just override the signal methods and start live on the platform using your own custom strategy in less than 15 min!
  • Run most realistic back-test with confidence

• AI/Maths/Stats Library:

  • Artificial intelligence : Machine learning made easy!. Build your Neural Networks and Bayesian networks in less than a day!
  • Library with variety of statistical, mathematical functions, noise filters and probability distribution functions*

• Data Manager & Time Series Builder:

  • Build any financial time-series for any role schedule with ease.
  • Analyze open interest across maturities to understand the flow of money
  • Compatible with any data vendor
  • Our Database is designed to scale.Our code is optimized to process gigabytes of data in no time

• Risk Manager / Risk Analytics:

  • Apply various constraints (e.g. Max exposure, Max NetPos, Max orders, Max leverage, Stoploss etc.) to control and mitigate risk
  • Measure Value-at-Risk (V-a-R) in real time*
  • Advanced risk forecasting algorithms to efficiently manage stoploss*

• Advanced Trade Analytics / Portfolio Analytics:

  • Get deep insights into your trading
  • Performance attribution, V-a-R attribution
  • Alpha and beta drivers, Risk drivers

• Data Visualisation:

  • Visualize your trading history / back-tests to improve the strategy
  • Support of 3-D plots and several 2-D types of charts with full user interactivity

• Client/Server Architecture:

  • Efficiently manage your IP
  • Ability to host strategies on single server with multiple client machines running algorithms in parallel

Our proprietary Alpha Strategies built on QM.FIN Framework:

• Artificial Intelligence:

  We are investing significant resources in Artificial Intelligence for Investing. We believe that with ever increasing use of technology in financial markets, more and more market participants are empowered with plenty of information.
  
  It is humanly extremely difficult, if not impossible, to digest vast amount of information to have statistically significant forecasts. Over a period of time, we have built our expertise in AI for investing.

• Market Neutral Strategies:

  We have developed a variety of proprietary algorithms which are market neutral in nature and attempt to derive alpha irrespective of market movement.
  
  While some of our models have holding period less than a second to extract momentarily arbitrage opportunities, some models have holding period as long as 6 months and are able to extract alpha from markets due to sustained statistical inefficiencies.

• Directional Strategies:

  We have developed a variety of directional models, which can take positions in the direction of the market trend or the counter-trend, based on statistical inferences and forecasts of the models. Models are the combination of Adaptive strategies (forecast error is used to adjust the model positioning) and Predictive strategies (market direction is predicted to stay ahead of the crowd).