Able Markets Quantitative Models
Able Markets makes the latest in complex mathematical models available to all investors, institutional and individual, as well as other financial services professionals.
Our current models continuously process large amounts of intraday data, alleviating our clients from the need to build costly and time-consuming models themselves, and letting you focus on the core of your business.
Able Markets models are continuously refined to ensure they stay ahead of the pack. We also frequency roll out new models alongside the proven ones from the past. Whether you are seeking an edge in investing, a benchmark, or an idea, we are happy to deliver it for you.
At present, Able Markets Models include the following offerings:
- Statistical Arbitrage
- Daily Range Models
- Event-driven response models
- Market microstructure models
- Other well-known and proprietary strategies
The current models cover the following securities:
- U.S. Equities
- Futures
- Foreign Exchange
- Commodities
Coming soon: research for commodities, publicly traded opions and equities trading in the U.K. and Canadian markets.
All research is accompanied by historical performance of the past analysis. Detailed explanation for selected quantitative models is also available.
