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A NEW DIMENSION!
We provide medium frequency, (short-term) and high frequency (very short-term) event forecasts in the capital and securities markets. At present we focus on the underlying equity and exchange-traded funds (ETFs) sectors to meet the needs of all who trade in the underlying and the equity derivatives sectors for the UK and US. For us, event forecasts include the mathematically derived prediction of price-returns, volatility measures and direction. Some solutions in our portfolio are yet to be launched.
Our forecasts are derived wholly from proven mathematical methodologies with a verifiable provenance. These are largely analytical and numerical recipes to ensure converged solutions within a reasonable timeframe but they may also include statistical analysis where necessary, for instance to assist with statistical arbitrage. Our works have been elaborated to run as parallel code and are elegantly scaleable.
We are a technically driven shop and use national and international data supplied by Morningstar. We do not use cloud-computing facilities and choose to contain and control our own servers within secure facilities. We believe this combination of resources and the use of a recognised supply-chain will promote confidence in the use of our solutions within all sectors of the markets.
We provide forecasts of returns with supporting statistical information to assist in implementing your trading strategies. This information is supplied in comma-separated format text reports (csv), known to be importable into all major systems and spreadsheets. These reports are sent to clients by email usually by 3am (exchange local time), typically 3am GMT and 3am EST. This supply is entirely configurable Future releases will provide intraday solutions including on-demand access and streaming via websockets.
We provide a report containing a 'Top 10' selection of equities and ETFs ranked by return and by correlaion. Reports are available for long or short positions. These report summaries of daily simulations preprocessed extractions of the most traded (by volume) and most volatile (by standard deviation) to provide maximum leverage. These prediction reports are valid for the next trading day. They are unlikely to be of value for trading activities extending beyond the end of the next trading day. Our forthcoming intraday release will provide on-demand solutions at frequencies harmonised to provide value for intraday trading yet below the highest frequencies where the volatility caused by High Frequency Trading cannot be modelled reliably. These High Frequency Forecast reports are likely to be of interest both to humans and also as direct feeds into an automated or machine-based service.
It is clear that our provisions can meet a variety of needs to enable efficient discovery of prices prior to credit valuation adjustment (CVA) and for those who trade on their own account.
We consider that we have optimised our solutions to help when the market is trading sideways and there are few clear opportunities to be of use in creating custom baskets of securities including more volatile stocks without increasing exposure to risk.
Our selections are certain to be of use for identifying opportunities to increase flow, for presenting new opportunities to clients and for those early mornings when position selection seems problematic. For individual traders a dimensional change in the provision of information unclouded by a trading strategy is timely when performance targets are becoming more challenging and when the market is starting to display signs of reduced volatility.
We believe our selections meet the needs of many of you, from flow and volatility traders to new generation market-makers, (prop and delta-one traders), to sales agents and interdealer brokers. If you feel there are opportunities for revision to enhance our deliverables or to assist other sectors please, do contact us...we'd be delighted to hear from you.
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