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

CRNN for Volatility Predictions x Trading Times Analysis
Combining Q-Learning Agent and CRNN for trading of volatility contracts
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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 Algorithmic Trading Management














Julian Bridi

Head

2 Years with WUTIS

Julian is studying mathematics with a focus on probability and statistics. He has gained notable experience in FX structuring at Deutsche Bank and is currently exploring opportunities in quantitative trading and research.














Tomislav Kolev

Senior Associate














Adrian-Victor Ilie

Senior Associate














Christian Vorhauser

Senior Associate

Rising Stars

The Associates & Analysts














Chorobek Sheranov

Associate














Paulina Heuchel Torres

Associate














Thomas Kirisits

Associate














Nicholas Friedrich

Fellow-Analyst














Alen Sahinpasic

Fellow-Analyst














Noah Weidenhaupt

Fellow-Analyst














Bence Pal

Associate














Alexander Koblinger

Associate














Markus Gruber

Analyst














Bartosz Rybarski

Fellow-Analyst














Leon Höllhuber

Fellow-Analyst














Aleksandar Gradev

Fellow-Analyst














Emma Bronauer

Associate














Denys Shkola

Associate














Samuel Friedlaender

Analyst














Varvara Bondarenko

Fellow-Analyst














Madalina Braghis

Fellow-Analyst














Wilhelmine Häußling

Fellow-Analyst

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