Quant Mid-Algo Advantage Market Overview
- The Mid-Algo Portfolio is composed of two-day trading systems on two stock indexes (NQ and Mini S&P) with different logics and time frames. The NQ program works on a 15 minutes time frame, and it is composed of two different programs that will try to capture long and short trades. The Mini S&P program works on a 10-minute time frame, and it doesn’t trade that often (2 trades average per month) and is long biased.
- There are also two commodities: gold and crude oil. The gold market is traded only intraday and there are two different systems that work together, one with a long bias and the other with a short bias.
- The crude oil day trading system works on a 10 minutes time frame and tries to capture trading opportunities during the most active hours of the daily session.
- Minimum Account size is $25,000 – $35,000
- Average monthly trades = 20
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