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ALGORITHMIC TRADING of Quantitative Investing

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ALGORITHMIC TRADING of Quantitative Investing The Brand New World of Quantitative Investing www.tokens.quantor.co The Brand New World ALGORITHMIC TRADING of Quantitative Investing Algorithmic trading is a method of executing orders on financial markets by using automated TECHNOLOGIES pre-programmed trading algorithms in order to generate profits. CHANGING Trading algorithms are created by developers and THE INVESTMENT used for analyzing financial data and executing orders according to defined instructions in trading strategy. INDUSTRY The biggest investing companies employ trading algorithms every day. www.tokens.quantor.co 2 The Brand New World ALGORITHMIC TRADING IN VOLUMES of Quantitative Investing Volumes of trading generated by Foreign exchange futures volumes 80% algorithmic trading systems in different US financial markets For example, 67% of trading Interest rates futures volumes 67% volumes with interest rates futures in the US was generated by using trading algorithms in Equity futures volumes 62% 2014 Energy resources futures 47% Agricultural futures 38% Source: CFTC 2015 www.tokens.quantor.co 3 The Brand New World TRENDS IN ALGORITHMIC TRADING of Quantitative Investing $2.2 trn Assets under management of algorithmic hedge funds; According to McKinsey forecasts, the total amount of assets managed by funds using $879 bln trading algorithms can reach $2.2 trn by 2020; $408 bln $140 bln Source: AT Kearney/My private Banking/ KPMG/McKinsey 2000 2009 2016 2020* www.tokens.quantor.co 4 The Brand New World ALGORITHMIC HEDGE FUND vs CLASSIC INVESTMENT FUND of Quantitative Investing Renaissance Technologies Berkshire Hathaway Comparison of annual 100% performance of the best algorithmic hedge fund 75% Renaissance Technologies vs Berkshire Hathaway investment 50% company run by Warren Buffett * The biggest investing companies 25% employ algorithms every day. 0% Source: Harvard Business School -25% 1990 1995 2000 2005 2010 2015 www.tokens.quantor.co 5 The Brand New World ALGORITHMIC TRADING of Quantitative Investing Existing problems ● It's complicated for investors to develop profitable trading algorithm for personal asset management because it requires appropriate background and skills. ● Transparency of algorithm's is also a big challenge which can be solved by the use of blockchain technology. ● A risk that profitable algorithm can stop working profitably. In this case, developer is required to develop another algorithm. It takes significant amount of time and efforts. ● Smart developers from across the globe are seeking for funding and mentorship; www.tokens.quantor.co 6 The Brand New World QUANTOR PLATFORM SOLUTIONS of Quantitative Investing QUANTOR is a blockchain-powered ecosystem that brings together tech savvy developers and researchers with PhD students from research institutions to develop cutting edge trading solutions - trading algorithms for managing investors capital. Solutions for Investors Marketplace of trading Verification of trading algorithms for cryptocurrency algorithm’s performance in investors a blockchain Solutions for Developers Platform for developing Online courses from Mentorship support and trading algorithms, data and well-known universities research insights for required infrastructure and industry experts developers www.tokens.quantor.co 7 The Brand New World QUANTOR ECOSYSTEM of Quantitative Investing For Investors Investors can choose a trading algorithm or portfolio of algorithms on the marketplace for investing. Trading algorithms are placed on the marketplace once they passed all stages: development, testing on history, testing against live market conditions. QUANTOR Marketplace Portfolio of Trading Trading Algorithm Trading Algorithm Trading Algorithm Algorithms Retail Investors Family Offices Institutional Investors 8 The Brand New World QUANTOR ECOSYSTEM of Quantitative Investing For Developers Developers have access to variety of online courses and workshops from well-known experts and practitioners in algorithmic trading industry. The more developers and required information available on the platform, the more chances to create new profitable trading algorithms in the ecosystem. Developers PhD students Traders Research laboratories Academy Online Courses Workshops Mentorship Testing Platform 9 The Brand New World QUANTOR ECOSYSTEM of Quantitative Investing For Developers Testing platform allows to test trading strategies in web browser. Access to variety of trading tools and data for testing algorithms in historical retrospective. Developers are motivated to create profitable trading algorithms by getting share of success fee of using their algorithms in managing funds of investors on the platform. Developers PhD students Traders Research laboratories Testing Platform Backtesting Access to Crypto Historical Data Trading Platform Environment Exchanges 10 The Brand New World APPLICATION OF BLOCKCHAIN of Quantitative Investing Available information of Trading Algorithms Information trading algorithm is stored in a blockchain. Background of developer; Live-trading performance; Investors can have an access Back-testing performance; Initial deposit size; to required information about particular trading algorithm on marketplace. Front-testing performance; The history of algorithm modifications. No external audit for verifying Paper-trading performance; trading performance is required. www.tokens.quantor.co 11 The Brand New World BUSINESS MODEL of Quantitative Investing Success fee distribution The performance-fee business model will be used as a main business model on the platform. ● Profitable trading algorithms on the platform are used to manage investor's capital; ● Once algorithm has positive performance, investors pay success fee; ● We share success fee between platform and developer who's algorithm was used in management; Investors share of profit Platform’s share of profit 70% 10% 20% Developer’s share of profit www.tokens.quantor.co 12 The Brand New World TEAM AND ADVISORS OF QUANTOR of Quantitative Investing Serge Bolshakov Vlad Buchnev Ernest Chan Haksun Li Co-founder Co-founder Adviser Adviser Joseph Wang Kirill Illinski Mike van Rossum Adviser Adviser Adviser www.tokens.quantor.co 13 The Brand New World of Quantitative Investing Serge Bolshakov Vlad Buchnev [email protected] [email protected] QUANTOR LIMITED East Gate Office, School Street, Msida, MSD1613, Malta www.tokens.quantor.co www.alpha.quantor.co.
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