Private Equity Portfolios

Quantfish diversified & leveraged private equity funds (Portfolios are auto-updated twice daily)

Alpha fund

A diversified portfolio of securities containing at least 3 major indices from US & European markets and 2 forex pairs or commodities. Securities are selected with the least amount of correlation to ensure optimum diversification within each fund.

Trading strategies are optimized to perform well in bull and bear markets and make use of a variety of trend following, breakout and mean reversion principles.

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Lambda fund

A diversified portfolio of securities containing at least 3 major indices from US & European markets and 2 forex pairs or commodities. Securities are selected with the least amount of correlation to ensure optimum diversification within each fund.

Trading strategies are optimized to perform well in bull and bear markets and make use of a variety of trend following, breakout and mean reversion principles.

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Sigma fund

A diversified portfolio of securities containing at least 3 major indices from US, European and Asian markets and 2 forex pairs. Securities are carefully selected with the least amount of correlation to ensure optimum diversification within each fund.

Trading strategies are optimized to perform well in bull and bear markets and trade over a variety of different timeframes ranging from m15 to H1.

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QF CAPITAL

A combined portfolio of all our individual Quantfish private funds. At any given time QF Capital actively trades at least 15 securities from a variety of well diversified markets such as major world indices, forex and commodities five days per week.

Our propriety ML algorithms trade both long & short positions over a variety of short-term timeframes depending on prevailing market conditions.

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About Quantfish

The word ‘quant’ is derived from quantitative, which essentially means working with numbers, whereas ‘fish’ refers to the fishing for, or extracting of ‘alpha’ in the markets. Alpha (α) is a term used in investing to describe an investment strategy's ability to beat the market. At Quantfish we use mathematical modeling, measurement and research to forecast anticipated future market behavior with a statistically significant degree of confidence. By designing our own proprietary trading systems from the ground up, we endeavor to constantly capitalize on opportunities in the financial markets as and when they arise.

We do not utilize fundamental data, human discretion, or any non-quantifiable input to inform our trading models. Quantfish trading is purely data-driven and uses advanced statistical and mathematical models based on large sets of historic price data to establish the probability of certain future market movements. A lot of computational power and extensive research is required to design & develop successful models, and we use only state-of-the-art hardware and software to aid the process.

Quantitative Analysis and Algorithmic Trading

Quantitative analysis refers to the use of mathematical and statistical modelling, measurement and research to attempt to forecast anticipated future events with a certain degree of confidence. Quantitative analysis can be well applied to analyse trading & investment opportunities, such as when to purchase or sell securities.

Algorithmic or ‘system’ trading refers to the use of QA and computer algorithms to automate trading decisions. Mathematical models are built that monitor market sentiment, price action and trade activities in real-time to detect any factors that can force security prices to rise or fall. The models or ‘strategies’ can be designed with a predetermined set of instructions, or dynamic machine learning models on various parameters such as timing, price, volatility, volume and various other factors for placing trades without the trader’s active involvement.