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.
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.