EPQRG currently engages in a quant research and developemt of quants trading currencies in the interbank (“spot”) markets and options on futures.

Currency Quants Trading Program are 100% systematic and are based on quantitative analysis – a statistical concept. It is 50% statistical arbitrage and 50% position size management. No classical technical or fundamental analysis is used, no pattern recognition techniques and no trading rules based on trader’s experience (discretionary trading). Unlike most trading systems, which attempt to predict market direction, EPQRGs trading model reacts to price action and makes trading decisions.

This particular research is rooted in the notion that guessing market direction is impossible, as proven by many academic studies.

The primary focus in this research help overcome the obstacle many quantitative research groups face of having to translate code from the development environment to the trading environment. These groups are often vulnerable to possible errors in the code translation as well as delays that can render a winning strategy obsolete before it goes into production.

Through EPQRG, our clients can manage the whole strategy life cycle within one integrated platform and also automate execution across a range of asset classes and markets on multiple continents. For firms already able to develop and trade in the same environment, the new quant vastly increases the markets on which they can capture opportunities.