Global. Institutional. Quantitative.

At Directional Trading Quant, our intuitive, easy-to-use technology creates wealth for investors and institutional managers by introducing them to our proven quantitative research.

Markets Include

  • Equities
  • Futures
  • Capital Markets
  • Global Markets

DTQuant Core Competency

FOCUSING ON PROCESS

Our Global Investment Research division provides original, quantitative insights and analysis for clients in the equity, fixed income, currency, and commodities markets. Covering economics, portfolio strategy, derivatives, and equity and credit securities in more than 25 stock markets in 50 economies and regions around the world, our reports help investors better understand the management of risk.

CONNECT LIKE-MINDED INVESTORS

Top buy-side investors and public and private companies looking to maximize the value of their investments gain a quantitative structure that drapes over their other investment themes. The drape is a check and balance for any portfolio.


ADVANCE WITH TECHNOLOGY

The right technology is revolutionary enough to break down barriers and create new opportunities. The key is always a sound philosophy around money management with continuous follow-up.

ELEVATING SIMPLICITY

We will not settle for anything less than flawless security and control for our clients. The goal is to keep the usage of the software simple and easy to follow. 

 

Core ideas

Our Philosophy

Our data-driven, repeatable investment approach adds value and greater returns for our clients.  We consistently maintain our investment philosophy during the building of all software, and we will continue to provide the most up-to-date market research to ensure our competitive edge.

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Investor Benefits

A layered process that improves the system of checks and balances in any portfolio.
Infinite patience and discipline.
Higher alpha and sharp ratios.
Instant improvement in return simply by knowing when to transact business.
Technology is the future

We Are Adapting

Over the last three decades the exponential growth of sophisticated analytic tools, along with significant improvements in the accuracy and size of research databases, has led to tremendous advances in the fields of finance, econometrics, and statistics.  As a result, quantitative portfolio management strategies have become increasingly more effective for all asset classes.  When properly designed and implemented, they can provide more meaningful return, risk, and cost advantages than traditional subjective strategies.  Having gained popularity in recent years, the quantitative trend is expected to continue as investors recognize its disciplined approach can increase the probability of long-term success.  By reducing the investment equation to key time-tested variables, thereby eliminating the subjectivity of human nature, quantitative strategies function in a more optimal manner.

In today’s highly uncertain market environment, no single approach can guarantee future success.  Quantitative strategies help investors more effectively manage their return, risk, and expenses, and can help shift the probability of long-term success more greatly in their favor. 

 

Contact us to find out more

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All about us

Get to know DTQuant

Who are we?

Good values and a strong work ethic are the building blocks of our team.  With this foundation comes a strong belief and confidence in what we continually strive to achieve:  success for every client’s portfolio.

Why should you care?

Our goal is to add alpha to every client’s portfolio by increasing discipline and patience to investment themes by using our quantitative model as a check and balance against a manager’s own themes.

What do we do?

Quantitative trading is a powerful force in today’s asset markets.  By providing our clients superior analytics and minimizing their risk exposure we drive success.  Our models are driven by back-tested quantitative analytics using real-time market and historical data, market signal events, and statistical analysis.

Will we continue?

With perseverance and a desire to lead our clients’ success with constantly evolving technology, our common goal is to continually stay ahead of our competitors in order to provide the best analytical software our industry has to offer.

 

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Updated Daily Feed

Federal Reserve

Monetary Policy

Minutes of the Board’s discount rate meetings from February 25 through March 20, 2019

Published on April 16, 2019

Minutes of the Board’s discount rate meetings from February 25 through March 20, 2019

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Minutes of the Federal Open Market Committee, March 19-20, 2019

Published on April 10, 2019

Minutes of the Federal Open Market Committee, March 19-20, 2019

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Federal Reserve Board and Federal Open Market Committee release economic projections from the March 19-20 FOMC meeting

Published on March 20, 2019

Federal Reserve Board and Federal Open Market Committee release economic projections from the March 19-20 FOMC meeting

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Federal Reserve issues FOMC statement

Published on March 20, 2019

Federal Reserve issues FOMC statement

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Balance Sheet Normalization Principles and Plans

Published on March 20, 2019

Balance Sheet Normalization Principles and Plans

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Minutes of the Board’s discount rate meetings on January 22 and January 30, 2019

Published on February 26, 2019

Minutes of the Board’s discount rate meetings on January 22 and January 30, 2019

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Speeches and Testimony

Bowman, Community Banking in the Age of Innovation

Published on April 11, 2019

Speech At the “Fed Family” Luncheon at the Federal Reserve Bank of San Francisco, San Francisco, California

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Clarida, U.S. Economic Outlook and Monetary Policy

Published on April 11, 2019

Speech At the Washington Policy Summit sponsored by Institute of International Finance, Washington, D.C.

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Quarles, Progress on the Transition to Risk-Free Rates

Published on April 10, 2019

Speech At the Financial Stability Board Roundtable on Reforming Major Interest Rate Benchmarks, Washington, D.C.

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Clarida, The Federal Reserve’s Review of Its Monetary Policy Strategy, Tools, and Communication Practices

Published on April 9, 2019

Speech At the “Fed Listens: Distributional Consequences of the Cycle and Monetary Policy” Conference hosted by the Opportunity and Inclusive Growth Institute, Federal Reserve Bank of Minneapolis, Minneapolis, Minnesota

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Bowman, Fostering Closer Supervisory Communication

Published on April 2, 2019

Speech At the Conference of State Bank Supervisors, Washington, D.C.

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Quarles, The Financial Stability Board: Beyond the Fog of Battle

Published on April 2, 2019

Speech At the 2019 European Bank Executive Committee Forum “The Future of Banking: The Human Factor,” Brussels, Belgium

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Microeconomics

Statement on Incorporation of Selected Deposits into the Overnight Bank Funding Rate

Published on April 17, 2019

The New York Fed will incorporate selected deposits into the daily calculation of the Overnight Bank Funding Rate (OBFR) from May 2, 2019, reflecting underlying transactions from May 1, 2019.

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Small Employer Firms Say Revenues and Hiring Were Stronger For 2018, Though 2019 Outlook Is More Tempered

Published on April 16, 2019

Federal Reserve Banks’ Small Business Report Finds Strong Revenue and Employment Growth with Profitability Similar to Prior Year; Financing Demand Stable, Requests to Online Lenders Notably Increasing

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Statement Regarding the Publication of Reference Rates on Friday, April 19, 2019

Published on April 5, 2019

Due to the Securities Industry and Financial Markets Association’s recommended market close on Friday, April 19, 2019, Good Friday will be widely treated as a holiday in the repo market, and there will be no publication of the Secured Overnight Finan…

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Statement Regarding the Reverse Repurchase and SOMA Securities Lending Operations on Thursday April 18, 2019

Published on April 5, 2019

Due to the Securities Industry and Financial Markets Association’s recommended market close on Friday, April 19, 2019, all reverse repurchase agreement and securities lending trades executed on Thursday, April 18 will mature on Monday, April 22, 2019.

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Statement Regarding Agency Mortgage-Backed Securities Small Value Dollar Roll Exercise Results

Published on April 4, 2019

The New York Fed’s Open Market Trading Desk concluded the small value dollar roll exercise.

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Statement Regarding Agency Mortgage-Backed Securities Small Value Exercise

Published on March 28, 2019

The New York Fed’s Open Market Trading Desk intends to conduct one small value agency MBS purchase operation of the Uniform Mortgage-Backed Security (UMBS) TBA contract, which will occur on Thursday, April 4, 2019, beginning around 2:00 PM ET and endin…

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Today in Energy

EIA

U.S. natural gas inventories end withdrawal season at lowest level since spring 2014

Published on April 19, 2019

Working natural gas in storage in the Lower 48 states at the end of March totaled 1,137 billion cubic feet (Bcf) according to EIA’s Weekly Natural Gas Storage Report. As of March 31, the usual end of the natural gas withdrawal season, working natural gas inventories were 30% lower than the previous five-year average for that time of year. This end-of-season level was the lowest since 2014, when working natural gas inventories at the end of March 2014 totaled 837 Bcf.

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EIA expects 2019 summer average residential electricity use to be lowest in five years

Published on April 18, 2019

EIA’s Short-Term Energy Outlook forecasts that the typical U.S. residential household will consume about 3,080 kilowatthours of electricity this summer (June through August), down 5% from the average summer consumption in 2018. If this forecast is realized, it would be the lowest level of electricity consumption per customer since 2014 and the second-lowest level since 2001. EIA expects summer electricity consumption will be lower than in 2017 because of milder projected temperatures.

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Despite crude oil price declines in the fourth quarter, 2018 was the most profitable year for U.S. oil producers since 2013 (4/17/2019)

Published on April 17, 2019

Net income for 43 U.S. oil producers reached a five-year high in 2018, totaling $28 billion. Based on this metric, 2018 was the most profitable year for these U.S. oil producers since 2013, despite average West Texas Intermediate (WTI) crude oil prices that were $33 dollars per barrel (b) lower in 2018 than in 2013, as well as an approximate 40% within-quarter decline in prices in the fourth quarter. Lower production costs per barrel of oil equivalent (BOE) and increased production levels contributed to the highest return on equity—defined as the $28 billion in net income generated as a share of average shareholder equity—for the fourth quarter of 2018 than any quarter in the 2013–18 period. As a result of higher net income, more companies have been funding investments through cash from operating activities, meaning that these producers are relying less on outside sources of capital for new exploration and development. …

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Summer 2019 gasoline prices forecast to be lower than last summer

Published on April 17, 2019

In the April 2019 update of its Summer Fuels Outlook, EIA expects the retail price of U.S. regular-grade gasoline will average $2.76 per gallon (gal) during the summer from April through September 2019. EIA’s expected average is down 3% from the 2018 summer average of $2.85/gal, mainly because EIA expects crude oil prices will be lower than last summer. EIA publishes the Summer Fuels Outlook as a supplement to its monthly Short-Term Energy Outlook (STEO).

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In 2018, the United States consumed more energy than ever before

Published on April 16, 2019

Primary energy consumption in the United States reached a record high of 101.3 quadrillion British thermal units (Btu) in 2018, up 4% from 2017 and 0.3% above the previous record set in 2007. The increase in 2018 was the largest increase in energy cons…

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The U.S. exported 2 million barrels per day of crude oil in 2018 to 42 destinations

Published on April 15, 2019

In 2018, U.S. exports of crude oil rose to 2.0 million barrels per day (b/d), nearly double the 1.2 million b/d rate in 2017. Export volumes by destination changed significantly during the year, as U.S. crude oil exports to China fell and exports to ot…

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Latest Feed

Ben Bernanke's News

Evaluating lower-for-longer policies: Temporary price-level targeting

Published on February 21, 2019

Despite a long and sustained recovery from the Great Recession, a number of factors—including an aging population, slow productivity growth, and subdued inflation—continue to exert downward pressure on U.S. interest rates. It seems likely that even when monetary policy is at a neutral setting, neither restraining nor stimulating the economy, interest rates will remain significantly…

       
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The housing bubble, the credit crunch, and the Great Recession: A reply to Paul Krugman

Published on September 21, 2018

Why was the Great Recession so deep? Certainly, the collapse of the housing bubble was the key precipitating event; falling house prices depressed consumer wealth and spending while leading to sharp reductions in residential construction. However, as I argue in a new paper and blog post, the most damaging aspect of the unwinding bubble was…

       
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