TITIAN trading systems have been constructed based on experience and the observation, backed up by empirical evidence from scientific work and academia, that asset price changes show short term dependencies and can be predicted/approximated using advanced scientific technologies.
- Financial markets are complex, non-stationary environments whose behaviour is highly dependent on initial conditions and whose state evolve with time
- Each market is a distinct, self-organized environment with its own specific micro-structure
- Each market exhibits recurring short term price patterns, similarities and inter-dependencies
- Discovery of price patterns can be exploited to predict short term price movements and drive future capital allocation
- Discovery of price patterns requires self-learning, market-specific, predictive trading systems, able to alter their own structure to adapt to the evolving behaviour of markets