Algorithmic Trading

Algorithmic Trading builds rules and conditions for your strategies

What is Algorithmic Trading?

Backtest and pretrade your investment strategies.to learn about your P&L and errors

Create the optimal scientific model based on model portfolios. Enable investment professionals to connect trading strategies to their deal brokerages such as Interactive Brokers’s trading platform TWS.

How can Synertree help me?

Convert your trading orders to learning experiences. Continuously update and revise your strategies and improve your results.

Initiate or improve your quant based investing algorithms. Build hedging strategies.

Algorithmic Trading

Back to Portfolio Management

Quantitative Analysis
Price securities and derivatives using CAPM and BSM models.
Risk Management
Manage model risk by calibrating the distribution of loss frequency and severity.
Portfolio Optimization
Structure a trading strategy with the objective to optimize model risk adjusted returns.

Variables in CAPM = r = rf +rM − rf(σM/σ)

Variables for a call option=C = S0e−δtN(d1) − Ke−αtN(d2)

105

Pairs of correlation coefficeint based on 15 securites

99.9%

Confidence Level Required to model the Tail Risk

Mean Reversion

Build mean reversion trading algorithms.

Risk Controlled

Monte Carlo risk simulations.

Momentum Strategy

Build trading algorithms based on momentum.

Get Started

We Will Get You There Faster than You Think

Algorithmic Trading

Backtest and pretrade your investment strategies.to learn about your P&L and errors

Convert your trading orders to learning experiences. Continuously update and revise your strategies and improve your results.

Algorithmic Trading

Quantitative Analysis

Risk Management

Portfolio Optimization

Mean Reversion

Risk Controlled

Momentum Strategy

About Synertree CMS Inc.

Contact

Address

News