Project
Ferra projects across multiple horizons using different techniques, but specialises in non-linear, high frequency and data driven algorithmic trading models.
Trading model projections are not used in themselves, but translated into risk minimising, return optimising investment decisions.
- Intraday, fully automated algorithmic trading models projecting short term directional market movements.
- Daily trading models projecting the near future of various foreign exchange crosses, commodity and equity index futures, bond rates and a number of liquid tickers, enabling Ferra to render a highly customised investment service.
- Monthly, quarterly and annual econometric models for special purpose business and risk analysis to aid high level, strategic decisions.
- Monte Carlo studies to provide a measure of uncertainty and used in long term hedging and strategic decision making.
Contact Ferra today for industrial strength projections.