Dear Darwinex Community,
we want to take the chance to introduce ourselves and our strategy in order for you to not just evaluate our QUA DARWIN by the numbers but also by who we are and what we do.
Who we are
Quantessence is a software company specialized in researching and developing algorithmic trading solutions. The company was founded by Tim Fass and Ole Fass. The heart of the company is our fascination for the technological and theoretical challenges that are met when modeling financial time series.
The strategy behind QUA
QUA is the result of a portfolio of proprietary quantitative trading systems. Each of these systems aim to capture the different characteristics of the financial markets while being uncorrelated to each other for reasons of diversification. The strategies apply basic indicators that capture trend, reversion and volatility in combination with pattern recognition techniques. The estimated risk is the result of extensive statistical observations with the objective to not just model the worst case, but the worst case of the worst case. All strategies are thoroughly tested for data mining bias.
Some advice to investors
Despite all the numbers there is still some unknown left if you decide to invest in a strategy. This becomes especially evident if a strategy goes into an extended drawdown period. The longer the drawdown the more one starts to question the decision of having invested in a strategy. Our strategy is no exception. According to our risk modeling and the past years of trading we know that our strategy enters drawdown phases of up to 6 months. For us these phases are easier to sustain because we can reassure ourselfs by confirming the models. Of course we will communicate this reassurance to you in times of drawdown. However you should be mentally prepared to invest your capital for a minimum of 6 months in order to not make the mistake of buying high and selling low.
If you have any other questions please just write them in this forum and we will be happy to answer.