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, which display regular trend movements, in which the direction of the trend plays no particular role.
Financial engineering and computational finance concern the development of trading systems and the composition of portfolios. It is a relatively young field of research, aiming to apply technological and mathematical models to financial markets. The last two decades the rapid development of information technology has brought up new opportunities for researching and simulating financial markets and economic systems.
In this context, JRC uses automated trading systems. Our reputation and our expertise in this area is the result of 15 years of research. This makes the company one of the most successful and innovative providers in the market.