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
Multi-threshold Directional Change Strategies Using a Genetic Algorithm
Multi-threshold DC strategies in FX
Click HereConstructing portfolios with the network representation of assets
Utilizing networks in trading
Click HereStock Chart Pattern Recognition
Can future stock movements be predicted by
locating patterns in historical data?
Click HereUsing 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 Head
Valentin Ennser
Head
2 Years with WUTIS
Valentin has been with WUTIS for 4 semesters and is currently completing his BSc at both TU and WU. He has gained valuable experience through a previous internship in M&A and is now contributing his coding skills and experience to the Algorithmic Trading division at WUTIS.
Rising Stars
The Associates & Analysts
Adrian-Victor Ilie
Associate
Linus Knoll
Associate
Christian Vorhauser
Associate
Chorobek Sheranov
Associate
Paulina Heuchel Torres
Associate
Tomislav Kolev
Associate
Raaif Mookanay
Associate
Emma Bronauer
Associate
Vittorio Boarini
Associate
Julian Bridi
Associate
Alexandra Romanova
Analyst
Bence Pal
Analyst
Denys Shkola
Analyst
Giorgi Machaviarani
Analyst
Marat Gilmutdinov
Analyst
Mariia Karnaukh
Analyst
Thomas Kirisits
Analyst
Markus Gruber
Fellow-Analyst
Karel Brabec
Analyst
Orest Mykhailiuk
Fellow-Analyst
Tomáš Ježo
Fellow-Analyst
Alexander Koblinger
Analyst
Samuel Friedlaender
Fellow-Analyst