“Uncertainty is an uncomfortable position.
Text
- Voltaire
But certainty is an absurd one."
At TMQR we design algorithms...
algorithms to power trading, investment and hedging.
Algorithms are sets of rules used to solve some problem...
Our focus is detecting profitable trading opportunities in global financial markets.
Investment algorithms monitor financial market data in real time, primarily related to price and market conditions.
The goal of algorithm development is to power the decisions of :
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what to buy or sell,
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what quantity and
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when.
while minimizing the typical behavioral biases linked to emotional decision making.
Many of the concepts that underpin TMQR research were inspired by the Austrian School of Economics and the work of Nassim Taleb.
The Austrian School advocates a view that price contains and disseminates relatively all important infomation about a commodity.
Taleb's influential contributions include the concepts of the
"Black Swan"
and "Anti-fragility".
The "Black Swan" is the concept that low frequency, high impact events shape much of history and are particularly ubiquitous in financial markets.
"Anti-fragility" is a design goal for trading, investment or hedging. It is the opposite of post traumatic decline. An anti-fragile strategy or portfolio gains when Black Swan events occur.
The concept of the "Black Swan" and evidence for the phenomena suggests that it is irrational to engage in risk taking in financial markets if you are unhedged.
If your investment, trading or hedging strategy is unhedged, over a long enough time horizon, the effects of the "Black Swan" are certain to result in inferior return outcomes.
Hedging your investment, trading or hedging strategy is not free...
TMQR's research and trading platform was purpose built to balance the rational need for risk limited or hedged strategies with requirement to control the cost of the hedging experience.
TMQR Value Proposition
Value proposition : a data driven technology platform that facilitates :
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the rapid research,
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development,
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testing and
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deployment of both prefabricated and custom made risk limited trading, investment and hedging strategies.
These dual goals of return enhancement ("Anti-fragility") and risk limitation ("Black Swan" ) are only possible with the judicious use of options strategies.
The TMQR EXO Indexes and the Commoditized Alpha Project drive research into uncharted areas...
The TMQR EXO Indexes and the Commoditized Alpha Project drive research into uncharted areas...
The EXO Indexes are benchmarks for commonly used options strategies. The EXOs highlight and allow the standardization of anti-fragile and risk limited investment themes on any exchange traded market where futures and options exist.
The TMQR EXO Indexes and the Commoditized Alpha Project drive research into uncharted areas...
The Commoditized Alpha Project transform active trading strategies into transparent indexes expressing such alpha seeking themes as Trend Following, Mean Reversion, Volatility Harvesting, ....
On all the exchange traded market complexes:
- Equity Index
- Interest Rates
- FX
- Energy
- Agricultural
- Volatility
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By nikolasjoyce
