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

Quantum on Quantum
Portfolio Trading with Quantum Computing approaches
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Cross Market Arbitrage
Capitalizing on pricing errors between online prediction markets.
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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














Markus Gruber

Head





1.5 Years with WUTIS
Markus studied mathematics with a focus on statistics and machine learning.

He gained notable experience as a Quantitative Analyst in RBI and in several algorithmic trading projects.














Adrian-Victor Ilie

Senior Associate














Alexander Koblinger

Senior Associate














Bence Pal

Senior Associate














Thomas Kirisits

Senior Associate

Rising Stars

The Associates & Analysts














Nicholas Friedrich

Associate














Madalina Braghis

Analyst














Leon Höllhuber

Associate














Aleksandar Gradev

Analyst














David Szaniszlo

Analyst














Noah Weidenhaupt

Associate














Uliana Husak

Analyst

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