Trading systems.
JRC Capital Management
Consultancy & Research GmbH
Consultancy & Research GmbH
RESEARCH
Years of experience in the field of trading systems
By combining years of research and trading experience, JRC Capital Management Consultancy & Research GmbH is able to develop practice-oriented and directly applicable models in the field of quantitative trading systems. The expansion of internal know-how through participation in scientific research projects also leads to in-house generated innovations in quantitative trading strategies.
Quantitative trading systems are software algorithms that generate buy and sell signals on the traded securities markets. They are particularly suitable for highly liquid markets that regularly show trend movements, whereby the direction of the trend is fundamentally irrelevant.
Financial engineering
Financial engineering or computational finance deals with the development of these trading systems and the portfolios composed of them. It is a relatively young research area that is geared towards applying mathematical and information technology models in the field of financial markets. It is thanks to the rapid development of information technology in the last two decades that many new possibilities for the investigation and simulation of financial markets and economic systems have opened up.
JRC Capital creates and uses automated trading systems for this. Our reputation and our know-how in this area are the result of over 20 years of research in this area. This makes the company one of the most successful and innovative players on the market.
functionality
Entry and exit signals are generated by analyzing extensive market data in real time in a highly secure external data center. Mostly quantitative methods are used for data analysis. For example, fractal patterns are searched in the market prices, which in the past clearly indicated trend continuation or trend reversal.
The patterns are linked to complex, market-specific indicators. Specially developed “momentum indicators” and “sentiment indicators” give, for example, indications of an increased likelihood of a trend continuation or a trend reversal.
The most liquid currency pairs are traded because these are where the trading systems can in principle best play to their strengths. This includes a number of major currency pairs like EURUSD, EURJPY, USDJPY, GBPUSD, AUDUSD and some crosses like EURNZD, EURAUD, GBPJPY.
Each individual system is adapted to the respective market by means of specific parameters and, taken on its own, is also acceptable in terms of risk behavior and profitable over different market phases.
The higher level of the trading systems is portfolio and risk management. Dynamic weighting models are used, which determine the selection of active trading systems and the position sizes.
systematic – algorithmic – quantitative
JRC Capital Management
Asset management in Berlin:
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