Quant. Microseconds against the market
HFT arbitrage and market-neutral models on crypto and futures. Maximum return potential — and maximum demands on your nerves.
Figures cover 36 months, net of fees. Past performance does not guarantee future results.
How Quant works
Latency Arbitrage
The algorithm captures price discrepancies between exchanges and closes them within milliseconds — thousands of micro-trades per day.
Futures hedge
Spot positions are hedged with perpetuals: the strategy earns from market inefficiencies, not from directional exposure.
Strict Risk Budget
Daily loss limit of 1.5%: when reached, trading halts until the next session. No exceptions.
Target portfolio allocation
Actual weights fluctuate within ±5 pp; auto-rebalancing returns the portfolio to its targets.
Terms
Questions & answers
Who is the Quant strategy suitable for?
Quant — an aggressive AI strategy with a risk level of 5 out of 5: suitable for experienced investors as a satellite allocation — no more than 10–15% of capital. Historical returns — +23.5% per annum with a maximum drawdown of −19.7%; minimum subscription €500.
What are the risks of the Quant strategy?
The primary risk is technology failures and rare but violent collapses in arbitrage spreads. The maximum historical drawdown was −19.7% at a volatility of 22.4%. The algorithm operates within strict limits: as the drawdown limit is approached, positions are reduced automatically, and the strategy can be stopped at any time.
What are the connection terms for Quant?
Minimum amount — €500, management fee — 0.80% p.a., performance fee — 10% of profit above the high-water mark. The strategy executes an average of 2,400 trades per month, each recorded on the public I-Trade Chain network.