Milton Financial Market Research Institute exists to help market practitioners discover and implement trading systems that work. We provide sophisticated historical simulations and research supported by professionals with many years of experience trading the markets systematically as both private and institutional investors. Our team members have expertise in computer programming, strategy development, portfolio construction and hedge fund management.
By forging long-term and collaborative relationships with academic research institutions we are able to expand our reach and better service the needs of individuals, institutions and corporates through our research network.
We specialize in creating highly advanced quantitative trading strategies. We’re known to challenge the way established methods work questioning their validity.
A robust research function is critical to the enhancement of our quantitative models through rigorous idea generation and ongoing refinement of existing frameworks.
Our work incorporates everything from systematic experimenting, statistical analysis to machine learning algorithms and design of full-blown algorithmic trading strategies.
Institutional grade strategy development
We give asset managers a key source of ideas, themes and research from a systematic viewpoint. Custom research services often provide bespoke market, asset, stock, and trading model evaluation as well.
Our models are constructed mini-components to solve different problems in quantitative finance by using tools from probability, stochastic analysis, optimization, and statistics. In a final step these components are united all-in-one to construct a real-time algorithmic trading strategy.
Wealth Managers and Advisors
Professional wealth managers find value in our risk analysis framework, and in our proven independent source of systematic perspectives to enhance advice and recommendations to clients.
We provide systems design, development, and deployment for the algorithmic trading needs of asset managers, hedge funds and proprietary trading firms. Our core competencies include quantitative strategy design, systematic trading and risk management.
We can leverage the development staff of our strategic partners depending on client preference. Our clients also have the option of licensing our source code.
Our focus lies on ML for development, testing and implementation of algorithmic trading strategies:
- Mapping the problem on a general landscape of available ML methods, statistical and mathematical models.
- Choosing the approach that would be most appropriate.
- Implementing the solution and assessing its performance.
- Refinement and evolution.
- Data preparation and filtering.
- Formulate strategy.
- Choose prediction algorithms. Signal construction and testing.
- Preliminary multi market and multi time frame testing.
- Modeling order execution. Balance market impact and alpha decay.
- Achievement of peak performance.
- Evaluation of robustness.
- Adapting to changing market conditions with model stress testing.
- Numerical optimization and risk management.
- Bootstrap estimation of error in risk-return ratios. Fat tail risk hedging.
Clients at the center of everything we do
Our priority is to offer solutions that align with clients’ strategic interests.
We work with our clients our knowledge and experience of them develops. This really does lead to us being an extended part of their team.
Our clients are equipped with quant strategies placing them well ahead of the market.
We use state of the art machine learning algorithms, statistical and mathematical models ensuring a competitive advantage for our clients.
For institutional clients
We provide portfolio management services that use algorithms and statistics to automatically establish and manage investment portfolios.
Attention to detail
We drive our mission through a culture of excellence: constantly improving and continuously learning.