[vc_row el_id=”TopHome”][vc_column][rev_slider_vc alias=”home-9″ el_class=”particles-on”][/vc_column][/vc_row][vc_row el_id=”Intro”][vc_column offset=”vc_col-lg-2 vc_col-md-1″][/vc_column][vc_column offset=”vc_col-lg-8 vc_col-md-10″][ultimate_spacer height=”70″ height_on_mob_landscape=”40″ height_on_mob=”40″][ult_animation_block animation=”zoomIn” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][arrowpress_heading small_heading_title=”Remove the Emotion” big_heading_title=”Only Trading the Data” tag_heading=”tag-h1″ animation_type=”zoomIn” animation_delay=”500″][/ult_animation_block][ultimate_spacer height=”19″ height_on_tabs_portrait=”0″ height_on_mob_landscape=”40″ height_on_mob=”40″][ult_animation_block animation=”fadeInDown” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][vc_column_text css=”.vc_custom_1551151093125{margin-top: 0px !important;margin-bottom: 0px !important;padding-top: 0px !important;padding-bottom: 0px !important;}”]

Quantitative methods and data science are the becoming the future of finance. By focusing on the math behind the models, we remove the human emotion and any possible misjudgment. Trading purely based on the data available allows sound and, most importantly, informed decisions to be executed instantly.

Using the Python programming language and its mathematical and statistical packages on large data sets, the algorithms are able to calculate the complex probability of an asset increasing or decreasing given specific conditions in the marketplace. These conditions are then combined with additional parameters and mathematical models to produce an actionable outcome; all within the fraction of a second. Although simplicity is key in an efficient algorithm, utilization of complex techniques such as machine learning, multivariate regression, and fundamental/technical analysis is imperative to asset trading success.

[/vc_column_text][/ult_animation_block][/vc_column][vc_column offset=”vc_col-lg-2 vc_col-md-1″][/vc_column][/vc_row][vc_row wrap_container=”yes” css=”.vc_custom_1549002988828{padding-right: 10px !important;padding-left: 10px !important;}”][vc_column][ultimate_spacer height=”70″ height_on_tabs=”0″ height_on_tabs_portrait=”0″ height_on_mob_landscape=”40″ height_on_mob=”40″][ult_animation_block animation=”zoomIn” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][arrowpress_heading small_heading_title=”How It Happens” big_heading_title=”The Methodology” tag_heading=”tag-h1″ animation_delay=”500″ color_desc=”#ffffff”][/ult_animation_block][ult_content_box box_shadow=”horizontal:px|vertical:px|blur:px|spread:px|style:none|” hover_box_shadow=”horizontal:px|vertical:px|blur:px|spread:px|style:none|”][vc_row_inner css=”.vc_custom_1527494424591{background-position: 0 0 !important;background-repeat: no-repeat !important;}”][vc_column_inner width=”1/2″ offset=”vc_col-lg-4 vc_col-md-4 vc_col-xs-12″][ult_animation_block animation=”fadeInDown” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][arrowpress_services layout=”layout4″ image=”1738″ title=”Big Data” title_color=”#1e73be” desc_color=”#1e73be” description=”Discover new market indicators and inefficiencies by utilizing large data sets of market information.”][/ult_animation_block][ultimate_spacer height=”55″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”30″][/vc_column_inner][vc_column_inner width=”1/2″ offset=”vc_col-lg-4 vc_col-md-4 vc_col-xs-12″][ult_animation_block animation=”fadeInDown” animation_duration=”0.6″ animation_delay=”0.1″ animation_iteration_count=”1″][arrowpress_services layout=”layout4″ image=”1739″ title=”Machine Learning” description=”Apply machine learning techniques to place trades on the resulting research and indicator criteria.” title_color=”#1e73be” desc_color=”#1e73be”][/ult_animation_block][ultimate_spacer height=”55″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”30″][/vc_column_inner][vc_column_inner width=”1/2″ offset=”vc_col-lg-4 vc_col-md-4 vc_col-xs-12″][ult_animation_block animation=”fadeInDown” animation_duration=”0.6″ animation_delay=”0.2″ animation_iteration_count=”1″][arrowpress_services layout=”layout4″ image=”1740″ title=”Risk Management” description=”Monitor the execution of the trading algorithm with robust risk management safeguards.” title_color=”#1e73be” desc_color=”#1e73be”][/ult_animation_block][ultimate_spacer height=”55″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”30″][/vc_column_inner][/vc_row_inner][/ult_content_box][/vc_column][/vc_row][vc_row wrap_container=”yes” bg_type=”bg_color” css=”.vc_custom_1534433943318{padding-right: 20px !important;padding-left: 20px !important;}” bg_color_value=”#232323″][vc_column][ultimate_spacer height=”70″ height_on_tabs=”40″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”40″][ult_animation_block animation=”zoomIn” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][arrowpress_heading small_heading_title=”Algorithm Creation” big_heading_title=”Algo Dev Roadmap” tag_heading=”tag-h1″ animation_delay=”500″ color_default=”#ffffff” color_small=”#ffffff”][/ult_animation_block][ultimate_spacer height=”50″ height_on_tabs_portrait=”30″ height_on_mob_landscape=”20″ height_on_mob=”10″][ult_content_box bg_type=”bg_image” bg_repeat=”no-repeat” bg_size=”initial” box_shadow=”horizontal:0px|vertical:0px|blur:0px|spread:0px|color:#ffffff|style:inset|” el_class=”box-itwork” hover_box_shadow=”horizontal:px|vertical:px|blur:px|spread:px|style:none|”][vc_row_inner css=”.vc_custom_1526883937297{margin-top: 0px !important;margin-bottom: 0px !important;padding-top: 0px !important;padding-bottom: 0px !important;}”][vc_column_inner width=”1/2″ offset=”vc_col-lg-4 vc_col-md-4 vc_col-xs-11″ css=”.vc_custom_1526884155104{margin-top: 0px !important;margin-bottom: 0px !important;padding-top: 0px !important;padding-bottom: 0px !important;}”][ult_animation_block animation=”fadeInLeft” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][arrowpress_services layout=”layout5″ image=”1643″ number_step=”1″ description=”Research Phase: Quantify indicators and perform statistical tests to ensure edge exists with a high degree of confidence”][/ult_animation_block][/vc_column_inner][vc_column_inner width=”1/2″ offset=”vc_col-lg-4 vc_col-md-4 vc_col-xs-12″ css=”.vc_custom_1526884079209{margin-top: 0px !important;margin-bottom: 0px !important;padding-top: 0px !important;padding-bottom: 0px !important;}”][ultimate_spacer height=”0″ height_on_tabs=”0″ height_on_tabs_portrait=”0″ height_on_mob_landscape=”40″ height_on_mob=”30″][ult_animation_block animation=”fadeInLeft” animation_duration=”0.6″ animation_delay=”0.1″ animation_iteration_count=”1″][arrowpress_services layout=”layout5″ image=”1642″ number_step=”2″ description=”Gather and clean the massive data sets for each equity and indicator”][/ult_animation_block][/vc_column_inner][vc_column_inner width=”1/2″ css=”.vc_custom_1526884057326{margin-top: 0px !important;margin-bottom: 0px !important;padding-top: 0px !important;padding-bottom: 0px !important;}” offset=”vc_col-lg-4 vc_col-md-4 vc_col-xs-12″][ultimate_spacer height=”0″ height_on_tabs=”0″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”30″][ult_animation_block animation=”fadeInLeft” animation_duration=”0.6″ animation_delay=”0.2″ animation_iteration_count=”1″][arrowpress_services layout=”layout5″ image=”1645″ number_step=”3″ description=”Implement the criteria from research in step one to define the parameters of the algorithm, this step also defines the universe of assets to be traded.”][/ult_animation_block][/vc_column_inner][vc_column_inner width=”1/2″ offset=”vc_col-lg-4 vc_col-md-4 vc_col-xs-12″][ultimate_spacer height=”55″ height_on_tabs=”70″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”30″][ult_animation_block animation=”fadeInLeft” animation_duration=”0.6″ animation_delay=”0.3″ animation_iteration_count=”1″][arrowpress_services layout=”layout5″ image=”1646″ number_step=”4″ description=”Begin portfolio construction based on research in step one. Calculating the optimal portfolio, adding or removing assets from the previous period.”][/ult_animation_block][/vc_column_inner][vc_column_inner width=”1/2″ css=”.vc_custom_1526884204128{margin-top: 0px !important;margin-bottom: 0px !important;padding-top: 0px !important;padding-bottom: 0px !important;}” offset=”vc_col-lg-4 vc_col-md-4 vc_col-xs-12″][ultimate_spacer height=”55″ height_on_tabs=”70″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”30″][ult_animation_block animation=”fadeInLeft” animation_duration=”0.6″ animation_delay=”0.4″ animation_iteration_count=”1″][arrowpress_services layout=”layout5″ image=”1644″ number_step=”5″ description=”Implement risk management and trade execution parameters. Backtest until desirable results are achieved in terms of risk adjusted return, max drawdown, etc..”][/ult_animation_block][/vc_column_inner][vc_column_inner width=”1/2″ css=”.vc_custom_1526884231883{margin-top: 0px !important;margin-bottom: 0px !important;padding-top: 0px !important;padding-bottom: 0px !important;}” offset=”vc_col-lg-4 vc_col-md-4 vc_col-xs-12″][ultimate_spacer height=”55″ height_on_tabs=”70″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”30″][ult_animation_block animation=”fadeInLeft” animation_duration=”0.6″ animation_delay=”0.5″ animation_iteration_count=”1″][arrowpress_services layout=”layout5″ image=”1641″ number_step=”6″ description=”Deployment to the live market”][/ult_animation_block][/vc_column_inner][/vc_row_inner][ultimate_spacer height=”70″ height_on_tabs=”130″ height_on_tabs_portrait=”110″ height_on_mob_landscape=”80″ height_on_mob=”60″][/ult_content_box][/vc_column][/vc_row][vc_row el_id=”Algo-Performance”][vc_column][ultimate_spacer height=”70″ height_on_tabs=”40″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”40″][ult_animation_block animation=”zoomIn” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][arrowpress_heading small_heading_title=”The Algorithms” big_heading_title=”Algorithm Performance” tag_heading=”tag-h1″ animation_delay=”500″ color_desc=”#ffffff”][/ult_animation_block][ultimate_spacer height=”30″ height_on_tabs=”10″ height_on_tabs_portrait=”10″ height_on_mob_landscape=”10″ height_on_mob=”10″][vc_row_inner][vc_column_inner width=”1/12″][/vc_column_inner][vc_column_inner width=”5/6″][vc_column_text]

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Actium

 

Equity Technical Strategy

View full statistics, risk-adjusted returns, drawdowns, etc..

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Lysander

 

Equity Fundamental Strategy

View full statistics, risk-adjusted returns, drawdowns, etc..

[/vc_column_text][ult_buttons btn_title=”Learn More” btn_link=”url:http%3A%2F%2Fquantumdensity.com%2Flysander|||” btn_align=”ubtn-center” btn_title_color=”#ffffff” btn_bg_color=”#ac46fa” icon=”none” icon_size=”32″ btn_icon_pos=”ubtn-sep-icon-at-left”][/vc_column_inner][vc_column_inner width=”1/4″][/vc_column_inner][/vc_row_inner][/vc_column][/vc_row][vc_row][vc_column][ultimate_spacer height=”90″ height_on_tabs=”40″ height_on_tabs_portrait=”40″ height_on_mob_landscape=”40″ height_on_mob=”40″][ult_animation_block animation=”zoomIn” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][arrowpress_heading small_heading_title=”The Code” big_heading_title=”The R&D Tools Utilized” tag_heading=”tag-h1″ animation_delay=”500″ color_desc=”#ffffff”][/ult_animation_block][ultimate_spacer height=”50″ height_on_tabs_portrait=”30″ height_on_mob_landscape=”20″ height_on_mob=”10″][arrowpress_container container_type=”1″][vc_row_inner][vc_column_inner offset=”vc_col-lg-6 vc_col-md-6″][vc_single_image image=”1730″ img_size=”full” css=”.vc_custom_1532385378052{margin-top: 0px !important;margin-bottom: 0px !important;border-bottom-width: 0px !important;padding-top: 0px !important;padding-bottom: 0px !important;}” el_class=”bg-app-abs”][/vc_column_inner][vc_column_inner offset=”vc_col-lg-6 vc_col-md-6″][ultimate_spacer height=”7″ height_on_tabs_portrait=”60″ height_on_mob_landscape=”50″ height_on_mob=”40″][ult_animation_block animation=”fadeInDown” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][vc_column_text el_class=”box-text-app”]

The algorithms are written in Python code, and utilize the open source and decentralized LEAN Algorithmic Trading Engine. This engine provides the environment from coding, to backtesting, to deployment to a secondary brokerage firm for trade execution.

 

Creating algorithms from scratch using a programming language allows for full flexibility in creating algorithms ranging from incredibly complex to relatively simple. The Python community provides the statistics, graphics, and mathematics packages that are utilized in the algorithms. These packages then depend on data retrieved from several reliable sources such as Quandl and MorningStar.

 

Much of the prior research into the strategies is completed utilizing the same data sets and Python packages, but is completed using the Jupyter Notebook environment. Jupyter provides the perfect environment for completing the research and presenting it in the format of a scientific paper at the same time.

[/vc_column_text][/ult_animation_block][/vc_column_inner][/vc_row_inner][ultimate_spacer height=”30″ height_on_tabs=”15″ height_on_tabs_portrait=”15″ height_on_mob_landscape=”15″ height_on_mob=”15″][/arrowpress_container][/vc_column][/vc_row][vc_row wrap_container=”yes” bg_type=”bg_color” el_id=”About” bg_color_value=”#232323″][vc_column][ultimate_spacer height=”60″ height_on_tabs=”30″ height_on_tabs_portrait=”30″ height_on_mob_landscape=”30″ height_on_mob=”30″][ult_animation_block animation=”zoomIn” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][arrowpress_heading small_heading_title=”Get in Touch” big_heading_title=”About” tag_heading=”tag-h1″ animation_delay=”500″ color_desc=”#ffffff” color_default=”#ffffff” color_small=”#ffffff”][/ult_animation_block][ultimate_spacer height=”20″ height_on_tabs_portrait=”10″ height_on_mob_landscape=”10″ height_on_mob=”10″][vc_row_inner][vc_column_inner width=”1/6″][/vc_column_inner][vc_column_inner width=”2/3″][vc_column_text css=”.vc_custom_1548307511157{margin-right: 10px !important;margin-left: 10px !important;}”]Morty: Oh, boy. W-what’s wrong, Rick? Is it the quantum carburetor or something?

Rick: “Quantum carburetor”? Jesus, Morty. You can’t just add a Sci-Fi word to a car word and hope it means something… Huh, looks like something’s wrong with the microverse battery..

– Rick & Morty

[/vc_column_text][/vc_column_inner][vc_column_inner width=”1/6″][/vc_column_inner][/vc_row_inner][arrowpress_container][vc_row_inner][vc_column_inner width=”1/2″][vc_single_image image=”1727″ img_size=”medium” alignment=”center” style=”vc_box_border_circle_2″ border_color=”blue”][/vc_column_inner][vc_column_inner width=”1/2″][ult_animation_block animation=”fadeInDown” animation_duration=”0.6″ animation_delay=”0″ animation_iteration_count=”1″][vc_column_text el_class=”box-text-app”]

My name is Curtis Nybo, I created Quantum Density to share my passion for finance and computer science and showcase the resulting algorithms.

 

My interest in the quantitative side of finance started several years ago before I finished University. I have since focused my studies on statistics, programming, and mathematics. By utilizing new tools and techniques that are available today, I have found Quantitative Finance to be more applicable than ever, and I aim to capitalize on that opportunity.

 

I am hold a Master of Science in Quantitative Finance where my coursework focused on econometrics, game theory, and derivatives. My thesis research studied using using Neural Networks to predict stock sector volatility in comparison to the performance of the standard ARCH models.

 

If you would like more information about myself or a more comprehensive view of my CV, please visit my personal page below or send me a message!

[/vc_column_text][vc_btn title=”Visit curtisnybo.com” shape=”square” color=”primary” align=”center” link=”url:https%3A%2F%2Fcurtisnybo.com%2F|title:Visit%20curtisnybo.com|target:%20_blank|”][/ult_animation_block][/vc_column_inner][/vc_row_inner][ultimate_spacer height=”35″ height_on_tabs_portrait=”10″ height_on_mob_landscape=”10″ height_on_mob=”10″][/arrowpress_container][/vc_column][/vc_row][vc_row el_id=”contact”][vc_column width=”1/6″][ultimate_spacer height=”2″ height_on_tabs=”2″ height_on_tabs_portrait=”2″ height_on_mob_landscape=”2″ height_on_mob=”2″][/vc_column][vc_column width=”2/3″][arrowpress_container container_type=”1″ desktop_max_width=”700″][ultimate_spacer height=”30″ height_on_tabs_portrait=”10″ height_on_mob_landscape=”10″ height_on_mob=”10″][arrowpress_heading small_heading_title=”Contact Me” tag_heading=”tag-h1″ animation_delay=”500″ color_desc=”#ffffff”][vc_column_text]

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