Frequently Asked Questions

SharkTree Quant is a quantitative trading firm that develops algorithmic strategies for institutional and retail investors. We combine advanced mathematical models, machine learning, and market expertise to create trading strategies that aim to outperform traditional approaches across various market conditions.

Algorithmic trading strategies use computer programs to execute trades based on predefined rules and criteria. These strategies analyze market data, identify patterns, and automatically execute trades without emotional bias. Our algorithms incorporate quantitative analysis, statistical models, and machine learning to identify profitable trading opportunities across various timeframes and market conditions.

No, our strategies are designed to be accessible to both technical and non-technical users. We provide detailed documentation, support, and user-friendly interfaces. For more technical users, we offer API access and customization options.

Our strategies primarily focus on liquid markets including equities, futures, options, and cryptocurrencies. Depending on the strategy, we may trade indices, ETFs, large-cap stocks, forex pairs, and digital assets. All strategies prioritize liquidity and transparency in the markets they operate in.

We continuously monitor and optimize all strategies. Minor updates occur weekly, while major enhancements are typically implemented quarterly. All updates undergo rigorous backtesting and out-of-sample validation before deployment to ensure consistent performance.

While past performance is not indicative of future results, our strategies historically target annual returns between 15-30% depending on the strategy and risk profile. Each strategy has different return objectives and risk characteristics. You can view detailed historical performance on our Performance page.

We provide comprehensive performance metrics including absolute returns, risk-adjusted measures (Sharpe ratio, Sortino ratio), maximum drawdown, and benchmarking against relevant indices. Our reporting is transparent and follows industry best practices.

Our backtesting methodology includes out-of-sample testing, walk-forward optimization, and accounting for transaction costs, slippage, and market impact. We validate strategies using multiple metrics and stress test them across various market regimes to ensure robustness.

Professional and Institutional plans include API access for integration with most popular trading platforms. We provide detailed documentation, sample code, and webhook support. Our team is available to assist with integration challenges.

Our strategies utilize a combination of market data from major exchanges, alternative data sources, and proprietary datasets. All data undergoes rigorous cleaning and normalization processes to ensure accuracy and reliability.

Security is a top priority. We implement bank-level encryption, multi-factor authentication, and regular security audits. We do not store sensitive financial information, and all API connections use secure protocols with revocable access tokens.