We conduct research into various aspects of the capital markets, including:

  • Quantitative analysis of tick data
  • Trading frequency and information discrepancies amongst market participants
  • Global network structure and topology of capital market instruments
  • Textual data in the internet as a predictive measure of trading observables
  • Abnormal options activity preceding atypical price dispersion


We fully theorize, develop, backtest, refine and trade multiple independent strategy families, including:

  • Breakout and news-based intraday
  • Relative-value and pairs models
  • Momentum based algorithms
  • Machine-learning approaches, including Hidden Markov Models (HMMs) and Support Vector Machines (SVMs)
  • Overnight, longer-holding period strategies


We have successfully engaged in private, confidential consulting assignments for select hedge-funds and broker-dealers. We devise a plan, perform all quantitative and programming work, and continually support our work.

We take full responsibility for the quality of our work, and always strive to perform beyond expectations.