All quantitative and algorithmic strategies are usually created and tested on historical data with special programs. For creation, indicators and oscillators or mathematical parameters are used which are then optimized to improve the profit. In the real market unfortunately, the results will be very different from those of back testing. And there is no point in adapting some variable parameters over time in the hope of optimizing trading depending on the market phase; continuous optimization certainly optimizes the recent past but much less tomorrow.

Through our stress tests you can verify the reliability of the back testing of each individual strategy on any financial instrument considering historical data of at least 10 years. The stress tests are based on high technologies and simulate the real market even in historical data and therefore allow back testing results to be very close to reality and therefore stable also for the future.

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.