| QUANT | StarMat |
With the StarMat, we are going to study two things in particular: the action of prices and the way in which these prices are correlated or inversely correlated with each other!
The heatmap visible in the Starmat on the right is only based on the action of prices and their volatility. (price action)
The table of price curves is strictly represented with the same unit for all instruments: it is the percentage change in price (since opening).
The StarMat CMMA will generate HFT signals based on the detection of inter-market correlations that occur, as soon as an HFT event is repeated and detected on several naturally correlated assets at the same time!
We are therefore no longer studying inter-market correlations in terms of prices, but rather inter-market correlations in terms of correlated HFT events that occur on different instruments at the same time!