This title slide welcomes viewers to Quantglobal. It subtitles the firm as a proprietary trading specialist in U.S. markets, using data-driven strategies for superior returns.

Welcome to Quantglobal

Proprietary trading firm specializing in U.S. markets with data-driven strategies for superior returns.

Source: Proprietary trading firm specializing in U.S. markets. Innovating with data-driven strategies for superior returns.

This slide outlines the presentation agenda with eight key topics. They include Company Overview, Trading Philosophy, Recruitment, Risk Management, Portfolio Approach, Technology, Performance, and Contact.

Presentation Agenda

1. Company Overview
2. Trading Philosophy
3. Recruitment
4. Risk Management
5. Portfolio Approach
6. Technology
7. Performance
8. Contact

Source: Quantglobal

The company is a leading proprietary trading firm in U.S. markets, specializing in equities, options, and futures. It boasts over 10 years of experience, a team of 50+ quants and traders, and a commitment to innovation and integrity.

Company Overview

• Leading proprietary trading firm in U.S. markets
• Specializing in equities, options, and futures
• Over 10 years of proven experience
• Team of 50+ quants and traders
• Committed to innovation and integrity

The "Trading Philosophy" slide features a quote prioritizing data and discipline in trading. Dr. Elena Vasquez of Quantglobal explains using quantitative models, rigorous backtesting, and adaptive strategies to capture alpha in dynamic U.S. markets.

Trading Philosophy

> Data first, discipline always. We harness quantitative models, rigorous backtesting, and adaptive strategies to capture alpha in dynamic U.S. markets.

— Dr. Elena Vasquez, Chief Quantitative Strategist, Quantglobal

Source: Quantglobal

The slide's recruitment strategy targets top STEM graduates and PhDs in quantitative finance from elite universities to build a deep pool of exceptional candidates. It employs a rigorous selection process with multi-stage interviews, advanced coding challenges, and competitive internships to cultivate an elite talent pipeline.

Recruitment Strategy

The Risk Management workflow slide outlines five key risk layers in a table: real-time monitoring, position limits, stress testing, hedging protocols, and daily reviews. Each includes a specific control mechanism and frequency, from real-time/continuous to daily or as needed.

Risk Management

{ "headers": [ "Risk Layer", "Control Mechanism", "Frequency" ], "rows": [ [ "Real-time Monitoring", "Continuous surveillance of market positions and exposures", "Real-time" ], [ "Position Limits", "Enforce predefined maximum exposure per asset/strategy", "Continuous" ], [ "Stress Testing", "Simulate extreme market scenarios to assess potential losses", "Daily" ], [ "Hedging Protocols", "Automated and manual strategies to mitigate identified risks", "As needed" ], [ "Daily Reviews", "Comprehensive end-of-day review of positions, P&L, and adjustments", "Daily" ] ] }

Source: Quantglobal Risk Management Workflow

The Portfolio Management Approach slide features a grid of five key strategies: diversified stat arb and ML signals, dynamic real-time allocation, low-correlation assets, Sharpe ratio optimization, and ML predictive integration. These elements focus on balancing returns, minimizing risk, and maximizing risk-adjusted performance across market conditions.

Portfolio Management Approach

{ "features": [ { "icon": "🎯", "heading": "Diversified Strategies", "description": "Stat arb, market making, ML signals for balanced returns." }, { "icon": "🔄", "heading": "Dynamic Allocation", "description": "Real-time adjustments to optimize across market conditions." }, { "icon": "🛡️", "heading": "Low Correlation Assets", "description": "Uncorrelated investments to minimize portfolio risk effectively." }, { "icon": "📈", "heading": "Sharpe Ratio Optimization", "description": "Maximize risk-adjusted performance with precise tuning." }, { "icon": "🤖", "heading": "ML Signal Integration", "description": "Machine learning edges for predictive trading signals." } ] }

The Technology Infrastructure slide highlights ultra-low 500ns average execution latency for sub-microsecond HFT trades and 99.999% platform uptime. It also features 200+ custom algorithms on AWS/GCP/FPGA and 50+ low-latency feeds for real-time U.S. market data.

Technology Infrastructure

• 500ns: Avg Execution Latency

Sub-microsecond HFT trades

• 99.999%: Platform Uptime

Five nines reliability guaranteed

• 200+: Custom Algorithms

AWS/GCP and FPGA deployed

• 50+: Low-Latency Feeds

Real-time U.S. market data

The Performance Highlights timeline marks 25% returns in 2015, a 40% peak in 2018, and 30% average returns by 2023 with a Sharpe ratio over 2.0. It also notes consistent 15% annual outperformance of the S&P 500 from 2015-2023.

Performance Highlights

2015: 25% Annual Returns Achieved 25% returns in inaugural performance year, exceeding benchmarks. 2018: 40% Peak Performance Reached peak returns of 40%, showcasing strategy peak efficacy. 2023: 30% Average Returns Delivered 30% average returns with Sharpe ratio greater than 2.0. 2015-2023: S&P Outperformance Consistently outperformed S&P 500 by 15% annually over the period.

The "Contact Us" conclusion slide provides contact details including email (info@quantglobal.com), LinkedIn (Quantglobal), and NYC headquarters, while inviting viewers to join their journey. It ends with "Thank you!" and a call-to-action to connect for exploring opportunities today.

Contact Us

Join our journey!

Email: info@quantglobal.com LinkedIn: Quantglobal NYC Headquarters

Closing: Let's trade the future together.

Call-to-action: Connect with us to explore opportunities today.

Thank you!

Source: Quantglobal Presentation