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
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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 Heads














Valentin Ennser

Head

1.5 Years with WUTIS

Valentin has been with WUTIS for 3 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

Analyst














Tomislav Kolev

Associate














Raaif Mookanay

Analyst














Emma Bronauer

Analyst














Vittorio Boarini

Analyst














Julian Bridi

Analyst














Alexandra Romanova

Fellow-Analyst














Bence Pal

Fellow-Analyst














Denys Shkola

Fellow-Analyst














Giorgi Machaviarani

Fellow-Analyst














Marat Gilmutdinov

Fellow-Analyst














Mariia Karnaukh

Fellow-Analyst














Thiago Marcondes

Fellow-Analyst














Alexander Koblinger

Fellow-Analyst














Thomas Kirisits

Fellow-Analyst

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