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
Download the pitchMean Reversion in Oil Futures
Dynamic Mean Reversion Strategy with WTI
and Brent Futures
Download the pitchMulti-threshold Directional Change Strategies Using a Genetic Algorithm
Multi-threshold DC strategies in FX
Download the pitchConstructing portfolios with the network representation of assets
Utilizing networks in trading
Download the pitchStock Chart Pattern Recognition
Can future stock movements be predicted by
locating patterns in historical data?
Download the pitchUsing Automation to Take Advantage of Insider Status of Investors
Using Forms 4's to Generate Abnormal Returns
Download the pitchTrading VIX Futures via Volatility Risk Premium Estimation using GARCH and HAR-RV models
Algorithmic Trading at its finest
Download the pitchQ-Fitted Iteration in a Heston Simulation World for Option Pricing
Download the pitchPrice Movement Prediction using Natural Language Processing
Download the pitch
Previous
Next
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
