nonsequitur trading bot.

Far too often illogical explanations for events happening around us are merely discarded as aberrations or anomalies. Surprisingly these types of events actually occur within equity markets every single day. They may not repeat often within a short period of time but their unique behavior can be seen across different stocks all within the same day or even hour.

non se·​qui·​tur | \ ˌnän-ˈse-kwə-tər
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proprietary model leverages 

combination of momentum and

mathematical  number

​sequencing.
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22% return over six months.

Launched just after the onset of the pandemic in the United States, the bot realized returns of 22% over a six month period (H2 2020).

​Prior to launch the trading bot had been under development for two years drawing upon the experience of quantitative and algorithmic traders at cryptocurrency investment funds​

performance comparison.

development features.

limited trading scope
abundance of liquidity + volume 

In order to limit the scope of trading activity only seven highly liquid and widely ETFs are traded.

holding duration
maximum of 30 minutes

No position is held over 30 minutes and no positions are held overnight. The average holding time for any position is 12 minutes.

slippage management
​​configurable / dynamic

To account for trading price slippage, the bot only trades within a predefined tolerance zone. For example if a signal to buy AAPL is generated at $130 with a target exit of $130.50 but the current price of AAPL is $130.05, the five cent differential between the projected entry point and actual one has already been factored into the trading model. That is because a threshold of .05% for slippage has been set.

usage + access.

• HTTP REST AUTHENTICATED API
• Web socket 
• SMS
  
• ​E-mail
  

pricing + contact.

There are several options based upon whether you are an individual trader or business / organization. Please contact hsmac@nexgence.com for more information.