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
Constructing 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 Heads
Karina Pekarek-Kostka
Head
1.5 Years with WUTIS
Karina has graduated with a BSc in Business and Economics with a focus in Mathematics and Finance, and is now working towards a MSc in Quantitative Finance at the Vienna University for Business and Economics. Her fascination for mathematics and programming has paved the way for her work at WUTIS. She also currently works part-time in Integrated Risk Analysis at RBI.
Kirill Gusev
Head
2 Years with WUTIS
Kirill is finishing up his MSc in Banking and Finance with a focus in financial markets at the University of Vienna. His strong quantitative background and passion for finance fuels his pursuit of new investment strategies and his work at WUTIS. Currently, he also works as a full-time Credit Risk Manager at RBI, developing and testing IFRS9 models.
Rising Stars
The Associates & Analysts
Daniel Eder
Associate
Omidreza Amrollahinasab
Associate
Martin Prebio
Associate
Paul Ambroziewicz
Associate
Chiara Lesa
Associate
Valentin Ennser
Analyst
Luka Blagojevic
Analyst
Anna Siniaeva
Analyst
Alisa Tkach
Analyst
Lukas Kratzer
Analyst