In general there are two ways to work with data and quantitative technology in finance markets.


Standard - Quantitative Technology with history data:
Mathematics (Ma%), Statistics (St%), Finance (Fi%), Computer Sience (CS%): M%+St%+Fi+CS% = 100%

Widley used by large investors, hedge funds and institutionals.

For long term investments, stocks, bonds, index fund, and so on. Holding time of opening positions are serveral months to years. To calc history data on much underlyings you can, a small to medium data center is required.

Static results, based on historic data.


Advanced - Quantitative Technology with live and predictive data:
Mathematics (Ma%), Statistics (S%), Combinatorics (C%) Finance (F%), Computer Science (CS%), Methodics (Me%), Neuronal Networks (NN%): Ma%+St%+Co%+Fi+CS%+Me%+NN% = 100%

Designed for medium to high volatile and volume markets like Forex, Futures, CFD and so on. Holding time of opening positionen are seconds to serveral days.

Dynamic data, reflects the market closely, to calc realtime data on much underlyings you can, a medium to big data center is required.

Not for small investors or small account traders!


We use only "Advanced Quantitative Technology" and some modified components from neural networks.


Our trading signals based on advanced quantitative technology can be combined with our trading VPS or stand alone.


If you have any questions, please feel free to contact us!