Systematic Investment Management
QuantWaveTech
Domicile
Singapore
Prime Broker
IBKR Prime
Strategy
Systematic / Algo
Executive Summary
QuantWaveTech is a Singapore-based quantitative investment management firm focused on the development and deployment of systematic trading strategies across U.S. financial markets. All trading operations are executed via Interactive Brokers Prime through a dedicated server infrastructure. Algorithm research and systems engineering are supported by a Zurich-based development team.
Firm Details
| Registered Office | Level 24, CapitaGreen, 138 Market Street, Singapore |
| Jurisdiction | Republic of Singapore |
| Prime Broker | Interactive Brokers Prime (IBKR) |
| Operations Server | Dedicated infrastructure — all trade ops & connectivity |
| R&D Team | Engineering — Zurich, Switzerland |
| Primary Markets | NYSE · NASDAQ · CME Group Futures |
Markets & Instruments
| CME Futures | NQ · ES · GC · RTY |
| Equities | NYSE · NASDAQ |
| Execution Venue | CME GLOBEX (futures) · NYSE / NASDAQ (equities) |
| Clearing | Via IBKR Prime |
Investment Approach
QuantWaveTech combines quantitative research, systematic execution, and strict risk management to identify and capture opportunities across liquid U.S. markets.
- Automated signal generation and portfolio construction
- Volatility-based risk management with ATR-calibrated stops
- Real-time position management and risk monitoring
- Performance analytics and drawdown controls
- Robust, repeatable processes designed for changing market conditions
Technology & Infrastructure
- Dedicated server — all execution, signal generation, and connectivity
- Algorithmic execution via Interactive Brokers Prime API
- Statistical modeling and quantitative market analysis
- Portfolio-level exposure controls and automated risk monitoring
- In-house systems engineering team — Zurich
Mission
To build a disciplined quantitative investment platform capable of delivering scalable
and risk-controlled exposure to U.S. financial markets through systematic trading strategies.