At QCAlpha we seek to transform stock market volatility into opportunities for our Clients. QCAlpha develops proprietary quantitative and statistical models to trade directional and non-directional volatility on various asset classes under various trading environments.
QCAlpha is a financial technologies firm focussed on building market volatility trading models.
QCAlpha strategies are designed to exploit non – linear payoffs, by leveraging the convexity of liquid index Options, to access the fat tail return distribution.
The strategy matrix at QCAlpha is non-correlated and designed over multiple time frames, using extensive backtesting and stress testing under various volatility environments.
All strategies at QCAlpha are automated end to end, from data ingestion, signal generation, smart order execution to risk management.
We build our algorithms keeping the asymmetry of risk/reward in our favour. Optimal position sizing is determined across our suite of strategies using extensive simulations of the efficient frontier to maximize the MAR of the portfolio.