Kasprowy Trading Strategy
Advanced quantitative stock trading methodology
Overview
Kasprowy is M2 Tech's proprietary stock index trading strategy that combines quantitative analysis, machine learning, and systematic risk management to identify and execute trading opportunities in equity markets. The strategy is designed to beat the SPX and NDX indices.
Key Features
- Lower drawdowns than NDX and SPX, excels in down markets
- Higher returns than NDX and SPX in up markets
- Overall at least twice the Sharpe ratio of NDX SPX
Cumulative Returns
The chart below shows the cumulative returns of the Kasprowy strategy compared to the SPX and NDX indices. The strategy demonstrates superior risk-adjusted returns with lower volatility and drawdowns.
Technology Infrastructure
The Kasprowy strategy runs on M2 Tech's high-performance trading infrastructure, featuring ultra-low latency connectivity to major exchanges, real-time market data processing, and sophisticated execution algorithms that minimize market impact while optimizing fill quality.