Combining the largest single source of FX alternative trade data with SIGTech’s expertise in multi-asset systematic investing, portfolio managers and quant researchers can find trading signals more effectively and derive greater value from our data.

Finding signals from multiple data sets can be repetitive and labor intensive. With access to SIGTech’s industry-leading backtesting environment and analytics platform, you can reduce the time it takes to onboard, cleanse, validate and normalize data, while also reducing the cost of strategy development and deployment by up to 90 percent.

Evaluating large scale data requires significant resources and computing power. Access to SIGTech’s strong expertise and systematic analytics platform empowers portfolio managers and quant researchers by enabling them to focus on enhancing their strategies.

Contact us to find out more about SIGTech and our FX alternative data products.

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