In early 2019, I came across an article about a Goldman Sachs trader who was charged with corporate espionage for attempting to steal proprietary algorithmic trading code. That story stuck with me—not just because of the scandal, but because it reminded me of how Goldman Sachs had thrived during the 2008–2009 financial crisis, while most other firms suffered major losses. Around that time, the phrase “algorithmic crash” started appearing in financial media, making it clear that the biggest firms weren’t relying on traditional fundamental analysis, but instead were using powerful, automated, algorithm-driven strategies.
That’s when the idea first took root: build my own algorithmic trading system. I reflected back to my early 2000s experience meeting “locals” on the CBOT trading floor—independent traders who paid millions for their spot in the pit and profited by scalping small moves all day long. They weren’t relying on complex theories—they were simply using volume, repetition, and precision to earn consistent profits. That laid the groundwork for a strategy based on high-frequency and ultra-high-frequency trading principles.
But I also asked: what made Goldman and other big banks not just survive but thrive while so many ETFs and funds collapsed? The answer boiled down to one critical concept—margin calls. Most funds were forced to liquidate during the crisis because of margin pressure, but institutions with near-unlimited access to capital weren’t. That capital gave them the staying power to ride out volatility and profit from eventual retracements.
Looking at market behavior, I realized that price movement is rarely linear. Markets move in ranges, break out, and eventually retrace. If a trader uses Martingale-style principles—scaling into losing trades in a controlled way—the average entry price stays near the market’s current value, and retracements can turn those positions profitable. That became a central thesis: emulate institutional strategies with smart money management and dynamic positioning, even with a small retail account.
With that foundation, I shifted my focus to price itself. While traditional technical analysis relies on hundreds of indicators derived from four basic numbers—Open, High, Low, and Close—I decided to reverse-engineer the logic: focus on price action first, and let everything else build from that. ITG Quantum AI was born from this philosophy, generating signals based on real-time price dynamics and managing trades through a smart application of Martingale principles, combined with daily profit and risk limits under our Compound Risk Reinvestment System (CRRS).
Today, ITG Quantum AI is a tool—a sophisticated instrument embedded in a structured trading plan. It gives retail traders with various risk tolerances and account sizes the ability to trade with the same strategic edge as large institutional players.
— Val Baur, CEO & Founder, ITG Capital Management
/ Trade Futures | Stocks | Crypto | Forex | Trade Futures | Stocks | Crypto | Forex
/ Trade Futures | Stocks | Crypto | Forex | Trade Futures | Stocks | Crypto | Forex
/ Indices -Metals-Energy - Crypto / Indices -Metals-Energy - Crypto
/ Indices -Metals-Energy - Crypto / Indices -Metals-Energy - Crypto
CME
Group
Futures Markets
Our algorithms were specifically developed for the Futures Markets, with a primary focus on the E-mini and E-micro S&P 500 and NASDAQ 100 contracts. These instruments are considered the most liquid in the world, offering tight spreads, deep market depth, and predictable volatility. Their consistent daily price movement and high trading volume make them an ideal environment for implementing algorithmic trading strategies like ITG Quantum AI. However, ITG Quantum AI is not limited to just these two futures contracts. As a highly adaptable trading tool, it can be customized for use on virtually any Futures Market available through electronic trading platforms. With the right settings and risk management configurations, traders can apply the algorithm to commodities, interest rates, currencies, or any other futures instruments suited to their strategy and market knowledge.
Stocks, Crypto Markets
Beyond futures, ITG Quantum AI is also compatible with other major asset classes, including Stocks, Forex, and Crypto. Its flexibility in signal generation, position management, and risk control enables traders to adjust it for different market conditions, timeframes, and trading styles. This makes it a powerful solution for traders seeking to maintain a consistent approach across multiple asset types. We are currently working on fine-tuning ITG Quantum AI for use on cryptocurrency exchanges. These 24/7 markets offer continuous trading opportunities without the threat of margin calls. The broad selection of available instruments and the ability to trade at any time of day or night make crypto a perfect match for the capabilities of our algorithm. With proper adjustments, ITG Quantum AI can help retail traders navigate and capitalize on this dynamic and evolving space.
0
Trl
As of earlier, 2025 estimates suggest that the notional value of all contracts traded on CME could range between $1.5 to $3 trillion per day
$
0
mil
As of April 2025, CME Group reported a record average daily volume (ADV) of 35.9 million contracts, marking a 36% yearly increase.
ITG Quantum AI v.3.05 marks a mature stage in the development of our algorithm and is available in two distinct variations: Standard Logic and Reverse Logic. The original version of ITG Quantum AI, launched in early 2020, laid the groundwork with its core signal generation engine, trend-following logic, session-based trade control, and robust risk management tied to both market conditions and predefined dollar amounts. As the system evolved, we introduced enhancements like the position-based Stop Loss, making it more accessible to traders with smaller accounts by enabling it to function as a more traditional buy/sell strategy with refined control over trade exposure.
Building on that foundation, we developed the Reverse Logic version of the algorithm. This variation mirrors the functionality of the standard model but flips the trade direction—executing SELL orders on BUY signals, and BUY orders on SELL signals. While this version can be highly effective in certain market environments, especially in range-bound or contrarian strategies, it also comes with a unique set of risk dynamics that traders must consider when incorporating it into their system. Both variations of v.3.05 maintain full automation capabilities and can be adapted to a wide range of trading styles, account sizes, and market conditions, offering flexibility and power for traders at any level.
Algorithmic Trading
ITG Quantum AI
In Version 3 of ITG Quantum AI, all the essential features introduced in earlier versions have been further refined and expanded. Unlike traditional models that rely on fixed position sizes or pre-set tick values, this version uses a fully automated dynamic scaling system. The algorithm continuously monitors unrealized P&L, market volatility, and price behavior to determine when and how many additional positions to open—adapting in real time based on current market conditions. The core logic remains trend-following, and is optimized for higher time frames such as 15-minute, 30-minute, and 60-minute charts, allowing the AI to manage trades with greater precision and strategic flexibility.
01
This version of ITG Quantum AI is not well-suited for this type of chart setup due to its automated dynamic scaling mechanism. There’s a risk that the algorithm may reach the maximum number of allowable positions too quickly, limiting its ability to adjust effectively as market conditions evolve.
02
This configuration is generally better suited for Reverse Logic rather than traditional Trend-Following strategies. However, both versions have demonstrated strong performance and can be effectively utilized—provided proper risk management and settings are applied.
03
These settings are well-suited for fully automated trading systems that operate up to 23 hours a day. They are designed to capture larger profits per trade and are best used in combination with scaling logic and a higher number of simultaneous open positions. Best suited for standard logic.
To demonstrate the capabilities of our algorithm, we utilize the Market Replay feature in MotiveWave with Tick Data enabled. This means every trade and tick is recorded and replayed as though the trading were happening live. Aside from minor slippage—which does not significantly impact the overall outcome—these replays accurately represent how ITG Quantum AI performs under real market conditions.
Comprehensive instructions on using the algorithm, including settings and available options, are covered in their respective sections. Please note that these videos are for educational purposes only, and there is no guarantee that any trader will achieve the same results.
NFA Required Risk Disclosure
The trading results shown are hypothetical and presented for educational purposes only to demonstrate one possible application of the ITG Quantum AI software. These results are not typical, and there is no guarantee that any trading account will achieve similar profits or losses.
Futures trading involves substantial risk of loss and is not suitable for all investors. You should carefully consider whether such trading is appropriate for you in light of your financial condition, objectives, and level of experience.
Past performance, whether actual or hypothetical, is not necessarily indicative of future results. All examples are for illustrative purposes only.
ITG Quantum AI is a tool and not a promise of performance. Use of the software should always be combined with sound risk management and awareness of market volatility.
ITG Quantum AI is a flexible and powerful trading tool—designed not as a one-size-fits-all algorithm, but as a customizable system that can support many different trading strategies. The first and most important step is determining your available risk capital. The more capital you have, the more strategic options and flexibility you’ll gain. This algorithm was originally built using principles applied by institutional trading firms and investment banks with substantial resources. For retail traders, it’s crucial to find the right balance between acceptable risk and realistic profit expectations.
Although ITG Quantum AI can generate exceptional results, success depends on having a structured and disciplined trading plan grounded in sound risk management. Your plan should include key components such as: your maximum trading risk per account, your daily risk limit, a reasonable daily profit target, the maximum number of open positions your account can handle, your monthly profit goal, and your overall trading objective. The algorithm works best when integrated with our Compound Reinvestment Trading System (CRTS)—a method where you begin with modest targets and reinvest a portion of your profits to gradually scale up both position size and trading volume.
To set up your account properly, consider the following steps:
- Open a trading account with the highest amount of capital you can responsibly afford to risk.
- Limit your maximum risk capital to 50% of your total account balance (never risk your entire equity).
- Define your daily risk limit as 10% of your risk capital or 5% of the total account balance. This will be your maximum allowable daily loss and should be set within the algorithm.
- Set your daily profit target equal to your daily risk limit. While it’s possible to capture large moves—especially in manual mode or during trending markets—it’s wise to start with a 1:1 risk/reward ratio.
- Choose a comfortable number of open positions. You don’t always need to reach the system’s maximum. Great results can often be achieved with 5–10 positions, but the system can scale to 40 or more when necessary.
- Select the right market and contract type—whether it’s E-mini or E-micro contracts, and whether you’re trading the S&P 500, NASDAQ, Dow Jones, Gold, or Crude Oil. Market selection is crucial to your results.
- Set a realistic profit target for each session. This system is designed for quick entries and exits, so aim for consistent, manageable gains. Consider the time of day and volatility—trading conditions vary across the Asian, European, and U.S. sessions.
- Configure proper buffer levels for additional orders. Smaller buffers allow you to accumulate more positions in tighter price ranges, bringing your break-even closer to the current market price. This carries higher risk but can also improve profit efficiency when timed well.
- Always test your settings thoroughly using the Market Replay feature before trading live capital. With consistent testing and adherence to a disciplined plan, many traders find that ITG Quantum AI can reliably meet monthly goals—especially if you aim for at least five more winning days than losing ones each month.
In the next section, we’ll review specific strategy examples that can be applied using ITG Quantum AI, each with its own recommended settings and use cases. These examples are designed to help you choose and refine the right approach based on your goals and trading style.
This is just smal example of what could be done using ITG Quantum AI v. 203. Since all major component of the algorithm could be adjusted based on trader’s risk, account size andThis is just a small glimpse of what’s possible with ITG Quantum AI v.203. Because all key components of the algorithm can be customized to match a trader’s risk tolerance, account size, and trading objectives, the number of potential strategies is virtually limitless trading goals, there is virtually limitless number of trading strategies it could be used with.
ITG Quantum AI is a proprietary, semi-automatic and fully automated trading algorithm designed to trade futures contracts with precision. It uses real-time price action, pattern recognition, volatility filters, and AI-driven decision models to enter and exit trades according to predefined strategies and risk parameters.
Yes. ITG Quantum AI is available for both self-directed traders and managed account clients. Traders can run the algorithm on their own accounts via compatible platforms (like MotiveWave), or authorize ITG Capital Management to trade on their behalf through our Commodity Trading Advisor (CTA) program.
The algorithm currently supports trading in E-mini and Micro Indices Futures, Gold, Crude Oil and other futures contract. The algorithm is market neutral, and can effectively be used to trade Crypto and Equities in addition to futures markets.
Very. Clients can configure the algorithm’s risk parameters, daily stop limits, position sizing, and strategy modes (conservative, balanced, or aggressive). It also supports integration with our proprietary Compound Risk Reinvestment System (CRRS).
All three versions of ITG Quantum AI are built on the same core signal-generation engine and risk management framework.
Version 2 uses a structured scaling model where position size increases in predefined blocks of five trades, adding one contract at each specified buffer level.
Version 4 features a more advanced progressive scaling system, allowing up to ten manually configured levels for adding contracts, including the quantity to add at each level.
Version 3 is fully automated, with the AI dynamically determining both the scaling levels and the number of contracts to add at each point based on real-time market conditions.
Both Version 3 and Version 4 support Standard and Reverse trading logic, while Version 2 includes a Manual Mode in addition to Standard and Reverse logic.
All versions offer full compatibility with Fully Automated and Semi-Automated trading workflows, allowing traders to choose the level of control and automation that best fits their strategy.
Yes. While it’s a sophisticated tool, we provide extensive training through our Futures Master Classes, documentation, and webinars to ensure users understand how to run it safely and effectively, even with limited trading experience.
While past performance does not guarantee future results, both backtested and live market data indicate that ITG Quantum AI can deliver consistent monthly returns when used within strict risk management parameters—regardless of the version employed.
We recommend using ITG Quantum AI as part of our Compound Risk Reinvestment System (CRRS), which focuses on steady growth by progressively reinvesting profits to scale up position sizes as your account equity increases.
That said, the system is highly versatile. You can also apply ITG Quantum AI for ultra-high-frequency trading, aggressive scalping, swing trading, or nearly continuous 23-hour-per-day operations. Your only limitations are your account size and personal risk tolerance.
Yes, ITG Quantum AI is currently developed for and runs on the MotiveWave trading platform using its advanced scripting capabilities, real-time market replay, and integrated broker execution.
Clients have the option to either subscribe to a monthly plan for any version of ITG Quantum AI or purchase a lifetime license. We offer up to a 50% discount on the monthly subscription for clients of ITG Capital Management LLC who open and fund trading accounts through our brokerage services.
For limited time only, all new client who open funded trading account will receive FREE access to ITG Quantum AI v.203 M version absolutely free.
Please note that if you choose to trade through another brokerage firm or intend to use ITG Quantum AI for cryptocurrency or equity markets, these discounts are not currently available.
Additionally, customers who enroll in our Futures Trading Master Class will receive two months of complimentary access to ITG Quantum AI.
Yes, we provide live demonstrations during our scheduled webinars, along with recorded sessions available through our client portal. New customers also have the option to sign up for a 14-day trial to test our software using a live market connection or by utilizing the powerful Market Replay feature available on the MotiveWave platform.
When you first subscribe to the free version of MotiveWave, you’ll have the opportunity to connect to live market data feeds via Rithmic or CQG, as well as access real-time crypto quotes through CryptoConnect. During the trial period, you can demo ITG Quantum AI, explore different configurations, and observe how it performs across various markets in a real-time trading environment.
V.304A
Includes the following:
ITG Quantum AI v. 304A
$100
/wk
V. 304R
Includes the following:
ITG Quantum AI v.304R
$100
/wk
THIS MATERIAL DOES NOT CONSTITUTE A SOLICITATION TO ENGAGE IN ANY DERIVATIVES TRANSACTION AND SHOULD NOT BE INTERPRETED AS AN OFFER OR RECOMMENDATION TO TRADE FUTURES, OPTIONS, OR OTHER DERIVATIVE PRODUCTS.
We are open 8am-5pm EST, M-F. Call, email or use Telegram @valbaur. Our Zoom conference room is open every day 10-11 am EST.
+1 (786)309-3883
+ 1 (312) 718-9016
+1 (786)309-3883
+ 1 (312) 718-9016
2850 NE 188th St. Unit 146
Miami, FL 33180 USA
support@itgedge.com
support@itgedge.com