QUANTITATIVE TRADING INTELLIGENCE

Total Returns: 23.7% annually

Alpha Generation: 15.3% vs benchmark

Volatility: 8.2% (vs 16.1% market)

Information Ratio: 1.86

Sharpe Ratio: 2.89

Maximum Drawdown: -4.2%

VaR (95%): -1.8% daily

Beta: 0.23 (market neutral)

Success Rate: 89%

Pairs Traded: 500+ equity pairs

Avg Trade Duration: 2.3 hours

Market Neutral: Beta 0.05

Breakout Accuracy: 94%

Timeframes: 1min - 1month

Risk-Adjusted Return: 3.2 Sharpe

Cross-Asset: Equities, FX, Commodities

Portfolio VaR: -1.8% daily

Expected Shortfall: -2.4%

Maximum Drawdown: -4.2%

Correlation to Market: 0.23

Stop Loss: Dynamic -2% per position

Position Sizing: Kelly Criterion optimized

Leverage: Max 3:1 with risk parity

Tail Risk Hedging: Active

Average Latency: 47ms

Fill Rate: 99.7%

Slippage: 0.3 bps average

Daily Volume: $50M+

Execution Speed: <50ms

Spread Capture: 78%

Inventory Management: Automated

Adverse Selection: Minimized