Styles
The method behind a program — one style catalog, six families.
A style is the repeatable method behind a program and the books minted from it: how it finds candidates, sizes them, and exits. Naming the method is what separates a strategy from a hunch — two books with the same style are doing the same kind of work, even on different markets.
Quantreno's style catalog groups the institutional methods relevant to the desk's current and planned venues into six families — from event-driven trading around scheduled catalysts to market-neutral relative value. It's a practical selection, not an exhaustive industry taxonomy; the glossary page marks which styles run today and which are further out.
The six families
- Event-Driven
- Trade a known catalyst.
- Relative Value
- Mispricing between related instruments.
- Systematic Directional
- Ride or fade price behavior.
- Macro
- Top-down programs and causal chains.
- Volatility & Convexity
- Own optionality.
- Carry / Income
- Harvest steady premia.
The full style catalog lists every recognized style and whether it runs today.
The words on this page
- Style
- The trading approach a program follows — e.g. market-neutral or tail risk.
- The trading approach a program (and the books minted from it) follows — one of six shipped today: Event-Driven, Relative Value, Momentum, Mean Reversion, Macro Thematic, Tail Risk. The style catalog groups the recognized styles into six families.