CASH Quant-Finance Lab Limited

ALGO TRADING

New Paradigm

Because of the global economic integration, as well as the soaring role of internet and rapid deployment of technology in the past decade, the ways how we invest have been changed. Paradigm changes in both market infrastructure and investment behavior are therefore observed:

  • In the capital markets, inter-linkages among global markets as well as free and timely fund flow appear.
  • In the aspect of information, information asymmetry is minimized and dissemination of information becomes rapid.
  • For the Government, there is a higher level of intervention, free market rules and norms are changed and interrelation with black swan events appears.

In order to be successful in today’s investment environment, we have to emphasise the capabilities of:

Practice on a diverse spectrum
of investment strategies
Viewing them from
a global perspective
Simultaneously checking on
multiple market conditions
Advanced
technology adoption
Big data analytics & information
processing for timely decision making
Rigorous risk
management
Ultra-low
latency
Accurate trading
execution
Avoiding emotional investing and
human errors resulted from sudden events,
such as political incidences

Researches & Development

Research papers (2015-2018):

  • Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover, to appear in Journal of Risk and Financial Management,Journal of Risk and Financial Management, Volume 11, Issue 4, 2018, pp. 76
  • D-Index: a risk measure in a new dimension, to appear in Journal of Index Investing, Journal of Index Investing, Volume 9, Issue 1, 2018, pp. 84-91
  • An Integer Programming Based Strategy for Asian-Style Futures Arbitrage over the Settlement Period, to appear in Algorithmic Finance, Algorithmic Finance, Volume 7, 2018, pp. 31-42
  • An Upper Bound For Ex-Post Sharpe Ratio with Application in Performance Measurement, Journal of Performance Measurement, Volume 22, Number 1, 2017, pp. 7–19
  • An Uncertainty Quantification Framework for the Achievability of Backtesting Results of Trading Strategies, Journal of Investment Strategies, Volume 6, Issue 4, 2017, pp. 1–26
  • Stochastic Cost Flow System for Stock Markets with an Application in Behavioral Finance, International Journal of Financial Engineering, Volume 3, Issue 4, 2016, 1650026
  • EMD-Candlestick: Methodology and Applications, Journal of Technical Analysis, Issue 69, 2016, pp. 21 – 38
  • A Framework for Stop-Loss Analysis on Trading Strategies, Journal of Trading, Volume 10, Number 1, 2015, pp. 87–95

MEDIA

The following articles are the media coverage of CAFG:

PARTNERS

Co-operation with Universities

CAFG co-operates with colleges and universities from world’s top-notched institutions including:

  • Boston University
  • City University of Hong Kong
  • Columbia University
  • Harvard University
  • Massachusetts Institute of Technology
  • Stanford University
  • The Chinese University of Hong Kong
  • The Hong Kong University of Science and Technology
  • The University of Hong Kong

(listed in alphabetical order)

CONTACT US

If you are interested in finding out more about us, please contact us at:

Unit 518, 5/F, No.12 Science Park West Avenue

Hong Kong Science Park, Hong Kong

Tel: (852) 2287 8031 Fax: (852) 2287 8000

Email: info@cashalgo.com

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