AlgoQuant is the core and foundation of all NM FinTech’s products. It is a large collection of modules that you can use to build your own trading strategies, bots and systems. AlgoQuant is built around a fast event driven simulator, on top of which we have developed many tools and quantitative models. There are tools to do data cleaning, backtesting, data analysis, strategy optimization, pretty reporting and etc.
AlgoQuant is a large Java library of financial analytics. You can call the APIs to build a trading system by, e.g. replacing the simulator with real exchange APIs. AlgoQuant comes also with source code so it is not a black box. You can be fully confident of the control and reliability of the software. You can modify the code to customize for your purposes.
AlgoQuant is an essential toolbox upon which you can leverage on to build your trading and trading research infrastructure. Not only does it greatly speed up your development, but you can be assured that your infrastructure is being looked after and maintained by an experienced and professional quant IT team.
Quantitative Trading Models
Every year the academic publishes a lot of articles on wealth management and trading. They are long term of life-time work of some very brightest minds in the field. Some ideas can be very useful in trading. Some prominent historical examples are: Markowitz portfolio optimization theory, cointegration. However, these papers are often inaccessible to practitioners. They are usually written for a small community for peer review, not for general public reading. Most traders do not have a Ph.D. to understand the doctoral or research-level very advanced mathematical theories. Even if they do, they often do not have the time to code and to reproduce the algorithms to try them on own data to verify the results and to assess the feasibility of applying the new theories on trade. Many of the otherwise profitable trading ideas are therefore gone unnoticed.
We survey a lot of literatures from top journal papers and code them up in AlgoQuant to add them to our library of financial analytics. Traders no longer needs to understand all the nitty-gritty of the mathematics. They just need to understand the introduction and conclusion of a paper. They can immediately call our library to apply the new and most advanced algorithms on their data and, if need, make modifications. Over years, we have collected a large number of financial algorithms, including, but not limited to, portfolio optimization/asset allocation, trend following and mean reverting strategies.
We have an extensive collection of algorithms to do portfolio optimization, way beyond the classical Markowitz theory. We have many different ways to estimate expected returns and covariance matrices. Our SOCP solver can handle millions of constraints in reasonable time. We can deal with inherent uncertainities in input parameters. We have models to deal with regime switch and extreme risk. All these make your portfolio construction and optimization more robust and higher expected return-to-risk ratio.
Trading in China
China is one of the fastest growing financial market. There are a lot of opportunities for those looking for alternative investment. However, foreigners often find it difficult to navigate thru a myriad of local challenges. With more than a decade of experience in the automatic trading business in China, we can help customers set up the local operations smoothly and swiftly. We can advise on areas such as regulations, trading rules, brokerage firms and best fees, data vendors, trading platform and API, co-location and fastest connection, connections with top traders.
Super Curve for China Bonds
Super Curve is probably the best China bond pricing system. Although, in China, the bond market is orders of magnitude bigger than the equity market and is the primary financial market, China bond market is still at its infancy. China fixed income IT and systems are rather primitive. There is no accurate enough bond pricing system that is publicly available.
Our Super Curve, with a core engine built on top of our proprietary zero-coupon yield curve construction, is arguably the most accurate yield curve for the Chinese market. We have tackled the problems unique to the Chinese market, such as illiquidity, bad data. Super Curve has the technology to provide real-time yield curve, which is the state-of-the-art technology in China if not the world.
NM FinTech's Other Products and Services
Starting with a one-man team coding a math library (now NM DEV) from a bedroom in London, NM FinTech now has a portfolio of products and services. Our team now consists of experienced PhDs and world-renowned professors. Our wide ranage of expertise and years of industrial experience can help you in many aspects of quantitative research: financial engineering, trading strategy, artificial intelligence, asset allocation (portfolio optimization), statistical modeling, High-Performance Computing (HPC).
Our experience in HPC architecture design, deployment and optimization helps clients to leverage on grids of our supercomputer infrastructure for strategy development, back-testing and trading. Our past cases include: high-dimensional strategy optimization, implied volatility surface pre-computation and high-frequency data processing.
We are also your one-stop-shop to set up a trading operation in China, in the areas of regulations, trading rules, brokerage firms and best fees, data vendors, trading platform and API, co-location and fastest connection, connections with top traders. Our all-in-one trading platform enables you to code up your strategies quickly to trade multiple products on multiple exchanges.