Algodeal

WEB SITE USER AGREEMENT

On this web site, you, the user, are going to read about the Algodeal Backtesting System. It is important that you understand that all results reported by the Algodeal Backtesting System may not reflect the performance of a strategy once it is put in production.

Backtesting has many inherent limitations, including the testing hypotheses used for running the backtest. A backtest that demonstrates high returns may have sharply different results once the corresponding strategy is used on the live market, including lost profits.

IN NO EVENT SHALL ALGODEAL, TECH4QUANT, OR ANY OF THEIR PARTNERS HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES (INCLUDING LOST PROFITS), EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.

By closing this window, you acknowledge that you have read and understand this warning.

Authoring quant strategies with Algodeal

Algodeal offers a complete infrastructure for designing, backtesting and analyzing quant strategies.

The following slides will introduce you to our system.

Designing with QuantMinder

QuantMinder is a development environment that helps you write systematic quant strategies.

Get started with the samples provided. Then write your own.

Understanding market data

We provide historical market data so that you backtest your strategies in realistic conditions.

Market data is constantly updated and enriched on our system. We have over ten years of futures data. Cleaned, rolled and adjusted. Other asset classes are coming soon.

Simulating on our grid

With the push of a button, run your strategy on our grid of servers. It will be backtested against historical market data and its performance evaluated.

We offer the unique capability of running your strategy with dozens of combinations of parameters. The corresponding backtests will be massively parallelized on hundreds of CPUs.

Benchmarking your strategies

A number of metrics are computed after each backtest of your strategies. They are aggregated for you in a detailed scorecard.

Tune your strategies, make sure they are resilient... Algodeal will allocate money to the best strategies!

Author

Design

Feed

Simulate

Benchmark

Understanding how profit sharing works

What if you could turn your efforts into money, with a little help from us? Yes, we will share the returns of the investments made with your algorithm.

Your strategy is selected? We will enter in a contract where we have exclusive use of the strategy for an agreed set of time. We do not own the strategy, you do. We simply invest on it. Once the contract expires, we will stop using the strategy and you can use it elsewhere.

Sharing our profits with you

We are in a position to raise substantial amounts of money from institutional investors. If selected, the initial allocation to your strategy would range between $100K and $10M. This allocation will often be increased if the strategy is proven solid.

Your cut of profits will be 10%. We get paid by charging a fee on top of your cut to investors, with the vast majority of the performance being returned to them.

Estimating your share: an example

Matt is a quant that has fine-tuned one of the best strategies on Algodeal's system.

After discussing with Matt, Algodeal decides to allocate $1 million on it to start with. At the end of the first year, the return is a solid $100,000. 10% of the profits are given to Matt: $10,000.

Because the strategy has been proven reliable, Algodeal invests $10 millions the following year. The return this time is $1,200,000. Matt gets the same portion of these higher profits: $120,000.

(figures and rates are not contractual and are subject to change without prior notice)