AlgOrithm & strategies
Investment Goal
To maintain a positive return in the Bear market, while still beating market benchmarks (such as S&P and Nasdaq) in the Bull Market or the sideways market.
Markets Traded
San Francisco, CA
The Golden Stone Quant System uses the previous day closing price, historical statistics and profit probability, to calculate the second day LONG or SHORT position. Theoretically the result could be used to trade any NASDAQ INDEX related equities, such as Index ETF or Index Futures.
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Currently the NADSAQ-100 2 x ETF QLD/QID pairs are used as system performance benchmark. However, 1 x ETF could be traded as alternative for lower leverage. On the contrary, 3 x ETF could be traded for higher leverage.
Algorithm & Strategies
The Golden Stone Quant System’s investment philosophy is based on the idea to maintain positive return in Bear market, while still beating market benchmarks (such as S&P and Nasdaq) in the Bull Market or the sideways market. Another consideration is to maintain minimum number of trades as well as frequency of the trades such that the client doesn’t have to closely follow the market all the time. The beauty of this system is that it only needs to check the market price a few minutes prior to market close, then based on projected close price to decide to hold ( or change to) LONG or SHORT position.
The core of this system is based on systematically combining multiple and distinct investment strategies, including trend following and market timing, together with statistical techniques widely used in theoretical Physics, in order to create stable sources of return while maintaining a relative low level of risk.