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Algorithmic hedge, pairs ("Quantsys EA" prototype)1-10 Employees
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Algorithmic hedge, pairs ("Quantsys EA" prototype)
Spearson is algorithm based on statistical Arbitrage concept to 100% automate trading on Forex, Equity and Commodity markets allowing to receive sustained results long-term

The edge:
1. Controlled risk, market-neutral strategy
-- doesn't depend on the market going a certain direction - achievable by "hedging" nature of simultaneous BUY & SELL based on Pearson correlation (measures the strength and direction of relationship between any two variables)

2. Low costs
-- inexpensive platforms setup, combined with automation and access to liquidity

The challenge:
1. Markets/correlations may shift or change for good
2. Pairs/instruments may never mean-revert

Core idea:
-- Scans one-by-one all instruments in "MarketWatch" and detects short-term (15-20h) high spread of Pearson correlation (reconfirmed on 2 weeks interval)

-- Active Signal strikes when <Spread> has narrowed by predefined percentage

linkedin.com/in/oleksandr-medviediev-079891104
mql5.com/en/market/product/12891
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Oleksandr Medviediev
Avatar for Oleksandr Medviediev
Founder Spearson • Worked at @Pratt & Whitney • Studied at @George Washington University
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