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Quantitative Signal Generation

Quantitative Signal Generation

Our proprietary algorithms scan 600+ stocks per day, passing each through a rigorous signal processing protocol that refines entire indices into only the most technically attractive trade opportunities. Our signals come in 4 types and 3 varying degrees.

To achieve this refinement, we sort securities based upon their volatility profiles and store them in a series of progressively shorter watchlists, with each carrying tighter requirements than the last. After our 4-step signal analysis process, we align signals within the sector profile, ensuring sector/security symmetry. We look at each through 12 different time frames as part of our stringent signal engagement protocol. Our multiple time frame analysis allows us to downtime the weekly and daily signals into windows as small as 36-72 minutes in most cases.

Our proprietary algorithms scan 500-600 stocks a day and we have a very rigorous signal processing protocol that goes into our daily selection process. We process signals of 2 different types and 3 varying degrees.

We then sort these securities based upon their volatility profile and drop them into a radar screen for further analysis. Next we categorize them based upon volatility types, narrowing the selection field further. After we refine our list, we align the signals within the sector profile insuring sector/security symmetry. Our multiple time frame analysis allows us to then down time daily buy/sell signals to within a 36-72 minute timing window in most cases.

For those signals that meet both our and our clients’ criteria in every regard, we then generate an e-mail. Each allocation e-mail takes the form:

[Date] [Time] Trade Allocation :[Ticker] (Long/Short) [Entry Price], [Stop(s)], [Target(s)], [Time Stop], [Time Frame], [Sector], [Volatility Type].

and represents an algorithmic calculation for the optimal allocation of capital based on portfolio size and volatility characteristics.

*see DTA Customized Signal-Trade Generation Program

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