TMQR Technology Services

Quant Strategy development workflow :

Data acquisition, data management and distribution.

Strategy dev(alpha), testing, deployment and monitoring.

Portfolio Management, risk targeting.

Automated or semi-automated trade execution.

Back office trade capture, reconciliation and return reporting.

The TMQR value proposition ...

A pre existing set of institutional quality quant tools and deeply experienced personnel

aimed at reducing project risk,

speeding the development time,

and reduce the startup costs of rules based trading, investment and hedging systems.

TMQR Technology Services brings an expert team with ...

Deep experience in quantitative risk management and trading strategy design and deployment.

Data management solutions to meet the needs of, investment advisers, hedgers, fund sponsors or proprietary trading groups.

Automated and semi-automated trade execution across asset classes.

The Birth of the McNugget

In the early 80's McDs wanted to offer a chicken based product but were concerned that rising chicken prices would force a choice between rising menu prices and squeezed margins .

There was no existing way to hedge chicken but chicken, from a financial point of view, is a combination of corn and soymeal since those are the feed ingredients of the chick.

The Birth of the McNugget

Both corn and soymeal are liquid, exchange traded derivatives products. So a consultant to McD's who specialized in risk consulting and concentrated on actively trading commodities, currencies and other markets suggested ....

the use of a synthetic future composed of corn and soymeal that would effectively hedge the producers exposure to price fluctations allowing them to quote a fixed price to McD's .

The synthetic future in the case above is what we call an EXO.

TMQR has been a pioneer in development of EXOs to solve risk challanges with a special concentration on exchange traded options

EXOs or Exotic Beta indexes represent an exposure in a particular market. The index can be designed to be long, short or neutral..

EXOs have been used create specialized benchmarks of unique mandates.

“Commoditized Alphas” are a special class of active indexes designed to replicate a particular trading style.

Some example trading styles we have "commoditized" include

- momentum,
- mean reversion,
- seasonality or
- volatility harvesting.

TMQR

www.tmqrexo.com

TMQR Key contact

Mr. Nikolas Joyce, head of research and trading, has twenty years experience trading financial markets and has worked as an associated person, registered investment advisor and Portfolio Manager for firms in both the futures and securities industry.

Mr. Joyce :

co-managed funds in excess of $350,000,000 in equities.
has for more than 10 years been an NFA member registered with the CFTC as a principal and registered CTA.
holds a degree in Finance from the University of British Columbia - School of Commerce.
As well as being a principal and director of Trend Management Limited.

najoyce@tml1.com