A backtest is the beginning of the question.
What a historical result can tell us, what it leaves open and why the assumptions deserve as much attention as the curve.
Read the noteCMA PERSPECTIVES
The thinking
behind the systems.
Notes on quantitative research, portfolio risk and the engineering work between a trading idea and its implementation.
CMA TECHNOLOGIESRESEARCH / RISK / ENGINEERING
Risk lives in the whole portfolio.
Why realized profit, open positions and capital usage need to be read together.
Read the noteThe distance between a signal and a trade.
A trading decision becomes an operational process when it meets an exchange, an order and a real position.
Read the noteSTART A CONVERSATION
Good systems begin
with the right questions.
Talk to us about algorithmic systems, capital and risk modules, investor visibility or a tailored software product.