Leverage the Power of AI and Big Data

The Menthor Q-Models are a series of advanced quantitative models that leverage factors coming from the option chain data and other datasets to better understand market positioning and sentiment. We then create simple visualization and charts to help our customers integrate this data into their trading routine.

See Pricing

Read the Docs

Make decisions powered by Data and Intelligence

Speed

Quant Models can process vast amounts of data at speeds no human can match. They can identify patterns and anomalies by looking at Big Data and help speed up our research

Risk Management

Quant Models can quantify various risk factors across a portfolio and help traders understand the potential impacts of different market scenarios

Data-Driven

These models follow the rules and criteria, ensuring that insights are discovered based on logical, data-driven decisions without the influence of human emotions

Strategy Development

Quant models can become part of an existing trading strategy as an additional factor to enhance the profitability and precision of our trading

Gamma and Liquidity Model

Our model allows you to understand the Gamma Exposure of the Market Maker across different assets. The model follows the liquidity in the market and provides accurate price levels for your trading.

CTAs Model

CTAs or Commodity Trade Advisors Funds use futures strategies to profit from ups and downs in price trends of regulated liquid markets. Following the CTAs is important as once triggered they tend to accentuate the move and bring momentum to the market.

Momentum Models

Market momentum refers to the rate of acceleration of a market’s price or volume. The Menthor Q Momentum Models look at momentum to better understand the direction of the market.

Volatility Control Fund Model

It is a strategy designed to go long or short based on volatility levels. While some of these funds use VIX others can use implied volatility and realized volatility. The model is based on the realized volatility level of the SPX index. The objective is to create a trigger that will lead volatility control funds to go long or short based on that level of volatility.

Long Short Volatility Barometer

The Long / Short Volatility Barometer (LSVB) is an index developed to gauge interest in the volatility market. We analyze different ETFs: half of them short volatility, and the others go long on volatility. Then, we create a proxy for sentiment on volatility using the dollar volume traded in these ETFs.

Quant Models for trading are mathematical frameworks that use quantitative analysis to predict market behavior and make trading decisions. These models process historical and real-time data to identify profitable trading opportunities. They often incorporate various factors such as price, volume, interest rates, and economic indicators.

Traders and financial institutions use these models to automate trading, minimize risk, and increase profitability. Quant models are used primarily because they can process and analyze vast amounts of data, they can find correlations and anomalies and can provide more accurate insights.

What are Menthor Q-Models?

Via the Premium Membership you can access the Menthor Q Models:

✅ CTAs Model: CTA or Commodity Trade Advisors Funds use futures strategies to profit from ups and downs in price trends of regulated liquid markets. Following the CTAs is important as once triggered they tend to accentuate the move and bring momentum to the Market. More Information

✅ Volatility Control Fund Model: It is a strategy designed to go long or short based on volatility levels. While some of these funds use VIX others can use implied volatility and realized volatility. The model is based on the realized volatility level of the SPX index. The objective is to create a trigger that will lead vol control funds to go long or short based on that level of volatility. More Information

✅ Long Short Volatility Barometer: The Long / Short Volatility Barometer (LSVB) is an index developed to gauge interest in the volatility market. We analyze different ETFs: half of them short volatility, and the others go long on volatility. Then, we create a proxy for sentiment on volatility using the dollar volume traded in these ETFs. More Information

✅ Momentum Models: Market momentum refers to the rate of acceleration of a market’s price or volume. The Menthor Q Momentum Models look at momentum to better understand the direction of the market. More Information.

Ready to transform
Your trading strategy?

Unlock Full Access

Read the Docs