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Technical Trend not only in Asia

Technical Trend not only in Asia. David Dapeng Li CEO Global Financial Technology December 1, 2011 Singapore. Keyword Areas. QT SPECTRUM (QUANTITATIVE TRADING). Rules in theorem.

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Technical Trend not only in Asia

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  1. Technical Trend not only in Asia David Dapeng Li CEO Global Financial Technology December 1, 2011 Singapore

  2. Keyword Areas

  3. QT SPECTRUM (QUANTITATIVE TRADING) Global Financial Technology, 2011

  4. Rules in theorem Theorem 1: Capacity of algorithm decreases as speed increases. [capacity is the ratio of fund size to return percentage. Number of accounts involved is one of factors.] Theorem 2: The life cycle of a model depends on the set of parameters from lower part of the spectrum. Theorem 3: Models on the different sections of the spectrum not interfered each other when applied at the same moment. Theorem 4: Efficiency of lower frequency models could be increased through arbitrage with next higher frequency models. Global Financial Technology, 2011

  5. QToN briefing (1) Definition: From quantitative analysis of news, identify trading signals, execute orders automatically. Core Target: generate quantitative indicators from texture and numerical contents of news. Global Financial Technology, 2011

  6. Qton briefing (2) workflow • 分词 • 语义分析 • 统计合成 • 指标（矩阵）生成 • 指标矩阵处理 • 选择项生成（即损益评估、资产估值等） • 博弈策略/风险评估 • 执行策略制定 • 报单执行与管理 Parsing Semantic analyzing Statistical synthesis Indicator( matrix) generation Indices matrix processing Options array generate (i.e. P&L or A&M valuation) Gaming decision/risk evaluation Execution strategy generation Order execution and management Global Financial Technology, 2011

  7. QToN briefing (3) • 适用范围界定 – 模型选择(参考图表和公理2、4) • 规模监控（公理1） • 人工干预，作为特殊情况处理的机制 • Scope control - model selection (as listed in the table and theorem 2 & 4) • Size monitoring (theorem 1) • Human involvement – exception handling mechanism Global Financial Technology, 2011

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