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Institutional strategies
High-frequency and systematic trading solutions for funds, asset managers and institutional investors, delivered with the research, the software and the order routing.
Creating value from the relationship between prices.
What the strategies we work on have in common is that they rely on a mathematical relationship between instruments rather than a view on direction. These relationships are exact in theory; in practice, value depends on how well you manage costs, latency and risk.
Illustrative simulation: the basis between futures and equity, fair basis and cost band; a two-legged trade when the band is breached, closed as the basis reverts. Not real market data.
Strategy families
Delta-one strategies
Index and basket tracking, futures–cash position management and index rebalancing, reaching the target with the lowest tracking error and cost.
ETF basket arbitrage
Monitoring and closing the gap between an exchange-traded fund's price and the live value of its underlying basket.
Cash–futures arbitrage
Trading the basis between the spot price of equities and indices and their futures, net of cost of carry and transaction costs.
Warrant and options market making
Volatility surface modelling, real-time sensitivities (delta, gamma, vega) and dynamic hedging in the underlying.
How we work
In your account, at your discretion.
Strategies run in the client's own account and under the client's own decision-making authority. TurQuant provides the research, the model, the software and the order-routing infrastructure; we set the risk limits and operating parameters together.
Before going live, every strategy goes through historical testing, cost and slippage analysis and a staged rollout.
Note: TurQuant does not provide portfolio management or investment advisory services. The solutions described on this page are software, research and technology services that run in the client's own account and under the client's own decision-making authority.
Let's talk about your strategy.
Tell us which instruments you want to trade and within what risk framework.