What Is Quantitative Trading And How Does It Work?

Quantitative Trading

As the name suggests, Quantitative Trading involves trading based on quantitative analysis. Anyone involved in Quantitative Trading is called a “Quant Trader.” This person uses statistical and mathematical models to identify and execute trading opportunities.

The advantage of this kind of trading is that it allows for the optimal use of available data and eliminates the emotional decision-making that can occur during trading. Away from the big grammar, Quantitative Trading involves mathematics. Quant Traders are mathematicians through and through.

It is for “big” firms. Emphasis on the “big.” These big financial institutions buy and sell thousands of shares and securities. A real-life example is when an investor predicts that the value of Amazon stock will increase by 95% year-to-date while the stock is at an all-time low.

The investor derives the assumption by collecting, reviewing, and analyzing historical data and feeding it into the mathematical model. Every data set reveals patterns, and quantitative trading extracts patterns from the dataset. The investor can review the patterns and compare them to historical data via back-testing.

How Does Quantitative Trading Work

Quantitative trading works by using data-based models to determine the probability of a certain outcome happening. Unlike other forms of trading, it relies solely on statistical methods and programming.

Using Apple Stock as an example. Imagine you spot that volume spikes on Apple stock are quickly followed by significant price moves. So, you build a program that looks for this pattern across Apple’s entire market history.

If it finds that the pattern has resulted in a move upwards of 95% of the time in the past, your model will predict a 95% probability that similar patterns will occur in the future, and you can trade accordingly.

Removing emotion from the selection and execution process also helps alleviate some human biases that can often affect trading. Instead of letting emotion dictate whether to keep a position open, quants can stick to data-backed decision-making.

Note, Quantitative Trading & Algorithmic Trading are entirely different. Don’t mistake the two for each other. Algorithmic traders use automated systems that analyze chart patterns and then open and close positions on their behalf. Quant traders use statistical methods to identify, but not necessarily execute, opportunities. 

Final Thoughts

There you have it – a quick yet comprehensive insight into the concept of Quantitative Trading alongside how it works and why it may be an excellent option for you.

Of course, a trader without any strategy is simply wasting their time; sooner or later, their capital would go with the wind. And that is why I have carefully examined and outlined the best 5 quantitative trading strategies every quant trader must know to scale beyond heights.

I hope this article was helpful. If you have any more questions, don’t hesitate to share them with me via the comment section.

Happy trading!

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This Post Has 2 Comments

  1. nimabi

    Thank you very much for sharing, I learned a lot from your article. Very cool. Thanks. nimabi

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