Historical experience demonstrates that in trending markets, Beta strategies—being passive in nature—can deliver stable returns, while during times of market volatility, Alpha strategies—being more active—often achieve higher returns and may even outperform in downturns. For fund managers, developing and refining Alpha and Beta strategies is a fundamental daily task. The goal is twofold: to construct Beta strategies that capture overall market returns and to build Alpha strategies that seek to generate excess returns.
The Uquant platform is a fully LLMs-driven trading strategy generation platform that significantly enhances this process. With UQuant, users can easily create trading strategies using natural language prompts, making it highly intuitive and accessible. Leveraging UTC’s vast database, the platform provides real-time, rapid access to market data and continuously generates the most likely value-creating Alpha and Beta strategies.
Whether you’re looking to capture broad market performance through Beta strategies or searching for outperformance with custom Alpha strategies, UQuant offers a powerful, LLMs-driven solution to optimize your trading approach and capitalize on market opportunities.
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