Trading by numbers
Rules-based trading strategies have become popular with investors seeking uncorrelated sources of alpha. Vienna-based developer of quantitative trading systems fin4cast has taken an assembly-line approach to building new models. By Duncan Wood
The language of the assembly line is rarely applied to the world of quantitative forecasting, but fin4cast, a Vienna-based quant shop, sees itself as the world's first and only modelling factory. The company's success isn't down to sudden leaps of mathematical virtuosity, says Martin Kuehrer, who heads the 40-strong team at fin4cast - instead, it's a result of automation and the kind of
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