Algorithmic Trading

The future of Finance.

Research.
Backtest.
Implement.

The algorithmic trading division approaches financial markets in a rule based, quantitative environment making use of statistics and various machine learning concepts. The team codifies heuristics from asset selection, to position sizes and other investment criteria. After making it through our assessment center, members contribute along the whole value chain of algorithmic trading starting from idea generation to the final implementation of algorithms, by performing research, designing prototypes, implementing analytics and trading algorithms in order to manage alpha and risk inventory.

What we do as a division

Selected Trading Pitches

Mean Reversion in Oil Futures
Dynamic Mean Reversion Strategy with WTI and Brent Futures
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Multi-threshold Directional Change Strategies Using a Genetic Algorithm
Multi-threshold DC strategies in FX
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Short Straddles
Leveraging the RV-IR Spread
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Peer Group Investing Automated by ChatGPT
ChatGPT approach to peer group forming
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Crypto Asset Dynamics
Algorithmic Trading
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Constructing portfolios with the network representation of assets
Utilizing networks in trading
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Stock Chart Pattern Recognition
Can future stock movements be predicted by locating patterns in historical data?
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Using Automation to Take Advantage of Insider Status of Investors
Using Forms 4's to Generate Abnormal Returns
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Trading VIX Futures via Volatility Risk Premium Estimation using GARCH and HAR-RV models
Algorithmic Trading at its finest
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Q-Fitted Iteration in a Heston Simulation World for Option Pricing
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Price Movement Prediction using Natural Language Processing
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Experienced students take the lead

The Head














Julian Bridi

Head

Rising Stars

The Associates & Analysts














Adrian-Victor Ilie

Associate














Chorobek Sheranov

Associate














Paulina Heuchel Torres

Associate














Alexandra Romanova

Analyst














Mariia Karnaukh

Analyst














Thomas Kirisits

Analyst














Markus Gruber

Fellow-Analyst














Samuel Friedlaender

Fellow-Analyst














Linus Knoll

Associate














Tomislav Kolev

Associate














Raaif Mookanay

Associate














Bence Pal

Analyst














Giorgi Machaviarani

Analyst














Karel Brabec

Analyst














Orest Mykhailiuk

Fellow-Analyst














Christian Vorhauser

Associate














Emma Bronauer

Associate














Vittorio Boarini

Associate














Marat Gilmutdinov

Analyst














Denys Shkola

Analyst














Alexander Koblinger

Analyst














Tomáš Ježo

Fellow-Analyst

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