About Quantitative Trading Solutions
Our proven quantitative methodology offers you the wisdom you need to evolve into a data-driven trading life.
Quantum Capital
Our proven quantitative methodology offers you the precision needed to evolve into a data-driven trading life. We specialize in developing robust algorithmic solutions across a vast range of financial instruments.
Traditional Derivatives
- Futures & Forwards
- Futures & Forwards
- Equity Futures
- Index Futures
- Interest Rate Futures
- Currency Futures
- Commodity Futures
- Treasury Bond Futures
- Credit Default Swap (CDS) Futures
- Forward Rate Agreement (FRA)
- Single Stock Futures
- Options
- Call Option (Vanilla)
- Put Option (Vanilla)
- Currency Option
- Index Option
- Interest Rate Option
- Bond Option
- Futures Option
- Commodity Option
- Swaption (Option on a Swap)
- Caps & Floors
- Swaps
- Interest Rate Swap (Plain Vanilla)
- Currency Swap
- Total Return Swap
- Credit Default Swap (CDS)
- Basis Swap
- Inflation Swap
- Equity Swap
- Commodity Swap
- Cross-Currency Swap
- Volatility Swap
Exotic Derivatives
- Path-Dependent Options
- Asian Option
- Barrier Option (Knock-in/Knock-out)
- Lookback Option
- Parisian Option
- Ladder Option
- Shout Option
- Cliquet Option
- Range Accumulator
- Up-and-In Barrier Option
- Down-and-Out Barrier Option
- Non-Standard Options & Hybrids
- Binary Option (Cash-or-Nothing)
- Bermudan Option
- Compound Option (Option on an Option)
- Chooser Option
- Rainbow Option
- Spread Option
- Digital Option
- Shout Option
- As-You-Like-It Option
- Contingent Premium Option
- Exotic Swaps
- Quanto Swap
- Diff Swap
- Basket Swap
- Constant Maturity Swap (CMS)
- Credit Default Swap on an Index (e.g., CDX)
Securitized & Structured Products
- Asset-Backed Securities (ABS)
- Mortgage-Backed Security (MBS)
- Collateralized Mortgage Obligation (CMO)
- Collateralized Debt Obligation (CDO)
- Collateralized Loan Obligation (CLO)
- Asset-Backed Commercial Paper (ABCP)
- Auto Loan ABS
- Credit Card ABS
- Student Loan ABS
- Rental Car ABS
- Structured Investment Vehicle (SIV)
- Structured Notes & Products
- Principal Protected Note
- Equity-Linked Note
- Credit-Linked Note
- Reverse Convertible Note
- Reverse Floater Note
- Zero Coupon Callable Bond
- Leveraged Inverse Floating Rate Note
- Trigger Note
- Index-Linked Note
- Callable Bearer Bond
Other Complex Instruments
- Hybrid Securities
- Convertible Bond
- CoCo Bond (Contingent Convertible Bond)
- Perpetual Bond
- Preferred Stock with Callable Features
- Warrants
- Subscription Rights
- Exchange-Traded Funds (ETFs) with Leverage
- Leveraged ETF
- Inverse ETF
- Structured ETF
- Complex Debt & Equity
- Floating Rate Note (FRN)
- Pay-in-Kind (PIK) Note
- Credit-Linked Bond
- Step-Up Bond
- Dual-Currency Bond
- Callable Bond
- Redeemable Bond
- Exchangeable Bond
- Variable Rate Demand Note (VRDN)
- Inflation-Indexed Bond
- Synthetic & Hybrid Derivatives
- Synthetic CDO
- Synthetic Futures
- Synthetic ETF
- Synthetic Repurchase Agreement (Repo)
- Constant Proportion Portfolio Insurance (CPPI)
FX Derivatives
- Freight Rate Futures
- Currency Futures
- Currency Option
- FX Swap
- Cross-Currency Swap
- Non-Deliverable Forward (NDF)
- FX Barrier Option
- FX Asian Option
- FX Lookback Option
- FX Bermudan Option
- FX Binary Option
- FX Compound Option
- FX Chooser Option
- FX Rainbow Option
- FX Spread Option
- FX Straddle
- FX Strangle
- FX Collar
- Quanto Swap
- Diff Swap
- Synthetic Forward