QUANT DESK
Multi-Strategy Systematic
Unleashing Liquidity
Unleashing Liquidity
"We deploy methodically researched strategies across asset classes, using cutting-edge execution technology. Our approach to trading is scientific and process driven, with a strong emphasis on a flexible research environment that provides us with an efficient means to develop, test and commit capital to new ideas."
Promoting a market-leading research environment doesn’t only mean providing data and computational power, it also means enabling ideas to flow and collide.
Our teams are exposed to a creative and diverse range of approaches for finding alpha and constructing trades; whilst benefiting from global market access, centralised data and execution infrastructure befitting a leading proprietary trading firm.
EGX Securities Ltd is home to an entrepreneurial culture and willingness to back new styles of research and trading. We put emphasis on building teams and striving for collective, as well as individual success.
Quantitative algorithms deploying statistical edge.
Deploying statistical alpha across global sovereign debt, foreign exchange, and index futures.
Executing multi-factor and statistical arbitrage equity portfolios globally.
Capturing dispersion and variance anomalies across listed derivative volatility curves.
Harnessing the latest advances in computation and programming techniques, we build infrastructure with a view to long term scalability and efficiency.
Seeking to profit from securities which are intrinsically related but experiencing either short or long-term price dislocations.
Participating in transactions such as IPOs, primary capital raises and secondary sell-downs.
Aiming to deliver alpha by selecting exposures to certain earnings or themes within a specific sector or region.
Capturing opportunities that arise due to dislocations between a convertible bond and the underlying equity.
Using both technical and fundamental signals, to capture anomalies in volatility across a wide range of asset classes & frequencies.