- production of automatic daily signals
- simulation model testing & parameter calculation regarding performance
- proving that data does not fit a model
- ability to create and implement new ideas
- automatic real-time alarm screen design
- tracking real-time P&L
- provides clean, normalized data (e.g. stock splits, spin-offs)
- provides continuous futures data via automatic contract connections
Back in 1986, CTS started to build the Quantitative Analysis Trading concept then known as technical analysis trading. The question that all people have about formulas and studies, is what is it used for and how can it help me to make my trading decisions? The main purpose of quantitative analysis is to predict price trends and price reversals.
Dr. Frank Soong has done an extensive amount of research using technical analysis even prior to the review of CTS's initial product, CTS Trend, when it was reviewed in the March 1987 issue of Wall Street Computer Review. One of his earliest methods he developed was the 'Minimal Lag Method'. This method used studies which weighed heavier on near-term data in order to shorten the lag in trends, which normal smoothing algorithms usually place on data.
CTS started to build quantitative trading models for futures back in 1990 and have since expanded to work in the global futures markets, which includes the US, Asian and European markets, the bond market, the currency and cross currency markets, indices and commodities.
In 1996, CTS started to build quantitative trading models for equities. These models cover long/short and long hedge models with very high returns and out long models which normally can be 20% - 30% better performance than the S&P Index.
CTS has a long history of hands-on experience, not only in the technical analysis but also in real world trading.