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.