QBC is a hedge fund that is unique for its automated algorithmic trading strategy.
During the last 6 years QBC invested more than $10M to create an overall new scientific approach to its trading algorithms. QBC's leading positions are secured thanks to the unique collaboration within its extraordinary team of talented mathematicians, physicists, biologists and IT professionals.
QBC expert groups conduct a series of research in diverse rocket-science fields such as computability theory, quantum physics models, multi-agent systems and others. Application of this research into automated algorithmic trading, results in unique effectiveness and long-lasting sustainable profitability of QBC.
Our precise market analysis is based on advanced mathematical and statistical methods that results in exceptional return on investments within strictly limited risk ranges.
QBC team develops the best technology and enjoys making the impossible happen. Whatever the scientific area that may be researched and used for our purposes, we're investigate it. QBC is about science.
Strategies used in QBC keep showing positive results for the last 4 years.
Our trend-following strategies are able to capture all major movements on financial markets whenever they are bullish or bearish. Those strategies result in outstanding profits during significant market movements.
For mean-reverting strategies QBC has developed reliable volatility estimates and accurate smoothing techniques to capture all the deviations from the mean.
QBC developed and successfully uses both High Frequency Trading and Long Term Arbitrage models. Staying on track of those strategies combinations let QBC to secure its profitability despite the overall market gains or losses.
To make certain that our trading strategies earn money not by a chance, we developed a testing methodology to build a distribution of potential profits and loses. This methodology is based on Monte-Carlo methods and event driven scenarios and can be a useful tool to make inference about features of our trading strategies. We use intelligent bootstrap techniques to efficiently estimate such parameters of the strategies as return and drawdown along with value at risk conditional on the market environment.
We are especially proud of our risk management system. Careful risk control is impossible without methods which predict future market condition. We developed and estimated a model based on hidden semi-Markov processes using modification of Baum-Welch algorithm. This model is used to predict changes in the market environment. Along with portfolio based approach the model is a core of our risk management system.
Prior to joining QBС as a co-founder, Arsen was a head of algorithmic trading department in one of the leading investment companies, where he was in charge of mathematical methods development, algorithms and time series analysis.
In 1992 Arsen graduated from the Moscow State University, Physics Department. In 1994 he got his Master`s Degree in Economics from the Russian president Academy of National Economy and Public Administration.
In the bimillenary beginning Arsen decided to pursue his passion to science and started in-depth researches in stochastic modeling, semi-markov processes, and Monte-Carlo methods in finance.
He started in 2004 as a portfolio asset manager of investment funds.
Arsen has deep roots in market analysis and developed unique algorithmic trading strategies.
“In 2013 we plan to target 30 - 50% ROE in the fund. Our key advantage is a strong team that combines the most talented graduates of the top technical Universities of UK and Russia.”
Gregory Fishman has graduated from the ITMO – one of the best technical Universities in Russia. Being an irrepressible personality he decided to pursue his passion and made life long commitment to cutting edge technologies and deep science fields for Artificial Intelligence.
In 2006 he established a private R&D Institute and started building a strong team of scientists and developers researching such fields as computability theory, evolutionary models, multi-agent systems, algorithmic modeling of financial markets, quantum physics methodology in order to make the most efficient trading and asset management system based on Algorithmic Trading. The result is a creation of algorithms that were recognized by RTS and MICEX in 2011 and awarded as the most effective HFT platform. Nowadays this platform makes more than 10% of the Russian stock market turnover. This success has been approved in 2012.
“Our software handles turnover more than $1billion daily, which is roughly 10 percent of the Russian stock market. The most successful algorithms are used in QBC activities”
During last 6 years Gregory and his partners invested more than $10M to create new scientific approach for the trading algorithms and cofounded Quantum Brains Capital.
Ekaterina has over 7 years’ experience in financial management. She holds a Master’s Degree in Finance from the Graduate School of Management of the St. Petersburg State University.
Upon graduation, Ekaterina worked for several years as an IFRS Audit Manager at BDO Unicon Business Solutions with responsibility for audit and consulting in financial reporting, risk management, strategic planning and investment planning for large international companies.
In 2010, Ekaterina was appointed the Head of Planning and Reporting at “Russian Standard”, one of the major industrial and FMCG company operating in 73 countries worldwide, where she was engaged in long-term financial business modeling, financial risk management, operational planning and IFRS corporate reporting.
In 2012, Ekaterina became the Chief Operating Officer at “Automated Intelligence Systems” - R&D Institute where she is responsible for strategic development, operations and investment planning. At the present moment works as the Head of Development, Quantum Brains Capital.
Evgeniy Podkovyrov holds a Master’s Degree in Economics and Finance from Saint Petersburg State University of Economics and Finance.
Evgeniy has 6 years’ experience in international business and strategic development. Since scholarship, he is involved in a number of economic research programs and business learning activities. He started to work during studying in University as an economist and financial auditor in a big construction, raw materials and development holding company LSR Group, Evgeniy used the chance to learn how to work with IFRS reporting, complex and international treaties, business and authorities relations. He took part in several long-term projects as an auditor, economist and manager of deal.
Extremely keen with unique ideas, that have emerged in AIS, Evgeniy joined this R&D institute where he is responsible for business development and economic research. At the present moment he is responsible for Quantum Brains Capital business development.
Thank you for your interest.
Please contact us using the form below or email: FrontDesk@QuantumBrainsCapital.com
We are constantly looking for talented specialists, who are interested and versed in financial markets. If you want to be a member of our QBC Team feel free to send us your CV firstname.lastname@example.org