Research: Overview 
   

Methodology

EMC has been conducting quantitative market research for over 25 years and has developed an extensive back-testing and optimization infrastructure. The firm currently employs an evolutionary forward-walk analysis to develop and optimize proprietary trading systems. The process allows trading systems and risk management protocols to evolve and adapt to changing market conditions over time.

The current research process provides comprehensive solutions for the prevailing challenges faced by systematic traders today:
  Forward walk analysis ensures that hypothetical results are accurate and reproducible.
  Each trading system is optimized to a hybrid fitness metric that helps define that system's unique risk/return contribution to the portfolio
  Genetic algorithms and distributive networking clusters allow EMC to efficiently navigate through near-infinite multidimensional parameter spaces to find optimal results quickly.


Proprietary Software

EMC has developed a proprietary software platform that incorporates all the components of our research back testing process. The platform is run in a high-density cloud computing data center. The combined new infrastructure allows the research team to dramatically expand the complexity and accuracy of all research operations.




EMC Capital Advisors, LLC Contact Us / 847-267-8700 info@emccta.com