About Quantrade Ltd.
Quantrade Ltd. is we b developer, that also has 10 years of experience with quantitative trading. With this site we try to provide useful service both for our own needs to simplify portfolio creation process out from already profitable strategies, and also for our clients.
Notes, directions, assumptions
- All returns, except buy and hold include appropriate commission (for open and exit of positions, calculated on order open).
- All represented returns don't reinvest, so you can expect higher returns over time.
- All returns are Close to Close price based, USD denominated.
- Results are broker specific and strategies may work a bit differently on different brokers. If you want our signals for free, but can't find the broker you like, just tell us, we'll try to add them here.
- Sometimes currency calculations can fail, absolute figures wouldn't be correct, but will remain correct in relative terms.
- Signals are generated 1-2 hours before U.S. market close, but they are not finalized until next open. That means some signals will return to non-signal state if signal on true Close will disappear. This is done to catch overnight returns. On the other hand, if you like exact close signal, just wait for the open then.
- All statistics are 1 lot based. If you want to trade the minimum lot (0.01), just divide everything by 100.
- All strategies are without stop losses to represent full risk. You should decide on your own if you should use the SL. On the other hand, most of strategies are 1 period based, so in any way you have pseudo time-stop.
- Strategies can be used for binary options assuming, of course, all statistics and data, except win rates probably aren't applicable in such a case.
- Financing costs aren't calculated in. Financing varies by broker, from 2.5% to 5%, please consult with your broker.
- Rollovers aren't calculated in. Please refer to your broker on rollover dates. If you want to avoid rollover, just don't hold the position for that day.
- Correct portfolio construction should account for correlations between strategies for efficient diversification. Correlations aren't shown or implemented, currently it is left for the user's discretion, but usually if you receive signals from the different strategies same day, just don't trade them all thus increasing you risk, that's all.
- It is assumed all strategies are sized equally, i.e.. by 1 lot for everything. Minimum variance portfolio weights can be automatically calculated inside your portfolio page.
- We strive to create powerful and profitable for you service, so any suggestions and questions are highly welcome, but please understand that we are exceptionally busy people and will try to avoid most of non-electronic communications we can't control.