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

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














David Hirnschall

Head

3 Years with WUTIS

David is currently pursuing a PhD in Financial Mathematics with a focus on machine learning at the Vienna University of Business and Economics. Prior to that, he completed a Master's degree in Financial and Actuarial Mathematics at the Vienna University of Technology, where he learned about his current main research interest in machine learning in finance. Besides that David works part-time in the credit risk area.














Florian Reischl

Head

2 Years with WUTIS

Florian has graduated from the University of Vienna with a bachelor’s degree in economics. A combination of courses in finance and econometrics have laid a terrific foundation for his work at WUTIS. Currently Florian is taking a gap year and exploring the world of management consulting.

Rising Stars

The Associates & Analysts














Carlos Rodriguez Truax

Associate














Chiara Lesa

Associate














Daria Isakova

Associate














Galvin Hoang

Associate














Kirill Gusev

Associate














Michelle Böck

Associate














Barnabás Paksi

Analyst














Karina Pekarek-Kostka

Analyst














Paul Ambroziewicz

Analyst

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