Quant Trade, LLC

Quant Trade Technologies has developed algorithmic systems by which it tries to predict the high and low of the next trading time frame. The systems automatically place entry and exit orders accordingly; “Buying Low” and “Selling High” in whatever time frame is being analyzed. The fully automated, systematic methodology also automatically places a stop loss order for every trade. The Fractal Finance program borrows from the modern science of Chaos theory, Complexity theory, Fractals and Bi-variate statistics. These modern theories have been refined into a trading methodology tempered by real world trading experience in electronic markets. The program is completely statistical and quantitative. Trading parameters are adaptive and respond automatically to changes in market conditions. It utilizes a library of proprietary market predictors that forecast one step into the future. Essentially the predictor acts as a measurable attractor (from Chaos theory) of market price. Trades are executed when deviation is highest as the market price will eventually be attracted to the predictor. Because the predictor adapts to market conditions, overall performance is based on the accuracy of the predictor and how well the predictor attracts price.