We program any quantum or algorithmic trading strategy in the language best suited to the performance required and the platform used (Python, C#, Java, R, MQL) and others.

In the programming phases we use proprietary techniques that exclusively differentiate the procedures for creating or integrating any strategy which allow them to have stable results in all high and low volatility market phases.

Back testing on all strategies is done on average over the last 10 years for each individual financial instrument without adapting the programming parameters to individual periods.

Through proprietary stress tests created with artificial intelligence, back testing has high reliability.

The strategies are dynamic with equivalent long/short entries, all sustainable, diversified, and easy to use.

Diversified strategies allow you to distribute risk in management using various financial instruments that are unrelated to each other and unrelated to the financial markets.

Quantal is a professional organization that offers institutional, para-institutional, and professional investors in general IT, technological and artificial intelligence support for the study, analysis and programming of quantitative and algorithmic trading and the structuring of complex financial products. It does not carry out and is not authorized to carry out any asset management or other similar activity, for which specific authorizations from the financial authorities are required. N.B.: when we talk about programming and related coding of orders on trading platforms, it is understood and specified as referring to an IT activity on behalf of third parties and nothing else.