The future of Finance.
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
Using Automation to Take Advantage of Insider Status of Investors
Using Forms 4's to Generate Abnormal ReturnsDownload the pitch
Trading VIX Futures via Volatility Risk Premium Estimation using GARCH and HAR-RV models
Algorithmic Trading at its finestDownload the pitch