Looking for an expert advise.
Hello, I am just wondering if I can get some guidance from the experts here. To avoid tl;dr, I am providing some background info, before asking my question. Disclaimer: the following is not a solicitation, just information. So,
- We developed an algo trading platform and have been running it for about 3 yrs.
- We are a small startup – physicists and engineers.
- Our platform tracks the liquidity events and transactions dynamics, so there are no things like “trend following”, or “mean reversion”, etc. All entry/exit signals are extracted from the dynamics of liquidity events.
- We trade index futures (mostly NQ and ES). We are profitable. The effectiveness of the platform is about 84% and the average margin utilization is ~5%, although on couple occasions this number reached 15-16% and stayed there for less than 1 hr, until positions were closed.
Obviously, we would like to work with a hedge fund, or some other financial institutions, so this is where I would be interested in your input. Although I think that we have some decent knowledge of market microstructure and have developed ways to control our risks, etc., I think that there is something, that I do not know that I do not know. Thus, I would appreciate your suggestions about what are the “gaps” that I may not see, but which I should bridge before approaching HF's (or other professional fin institutions), and what kind of knowledge, or expertise should I be looking for. Thank you.
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