Chi Square Capital

Quantitative Research on Global Macro Strategy

Discretionary

Direction & Relative value trading

With knowledge gleaned from studying global data, releases, economic data, and central bank action, among countless other factors, we frame a top-down approach. This allows for a unique analysis of the risks and opportunities offered by industries, sectors, countries, and the macroeconomic situation at large.
 

Systematic

BackTest on Liquid Market

Systematic managers employ a top-down model that takes various economic indicators into account. By using large sets of quantitative data, systematic macro strategies seek to earn alpha by capturing these dislocations. Research Plan covers asset class such as fixed income, foreign currency, equity and Index (EFT)

High Frequency Trading

Market Micro-structure

High Frequency Trading is the process of using highly sophisticated computers and technology to trade very short-term (millisecond) dislocations that may exist in the market 

Commodity Trading Advisors 

Energy & Power Trading

buying or selling futures contracts, options on futures, or retail off-exchange foreign exchange contracts. Current Focus on Energy Market 

Chi Square Research, 520 West 123rd, New York, NY 10002, (917) 287-1798
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