Research

We conduct research into various aspects of the capital markets, including:

• Quantitative analysis of tick data
• Trading frequency and information discrepancies amongst market participants
• Global network structure and topology of capital market instruments
• Textual data in the internet as a predictive measure of trading observables
• Abnormal options activity preceding atypical price dispersion

Trading

We fully theorize, develop, backtest, refine and trade multiple independent strategy families, including:

• Breakout and news-based intraday
• Relative-value and pairs models
• Momentum based algorithms
• Machine-learning approaches, including Hidden Markov Models (HMMs) and Support Vector Machines (SVMs)
• Overnight, longer-holding period strategies

Consulting

We have successfully engaged in private, confidential consulting assignments for select hedge-funds and broker-dealers. We devise a plan, perform all quantitative and programming work, and continually support our work.

We take full responsibility for the quality of our work, and always strive to perform beyond expectations.