DEPLOYMENT
EXECUTION STRATEGIES
- Our execution algorithms are based on predictive models which analyze the market microstructure and the dynamics of the book of orders.
- Based on these predictions, the current market conditions, and the strategy needs, the best execution algorithm is chosen.
- The best kind of order to select is based on another algorithm based on screening the market at high frequencies.
- If the order is not fully executed, the process is repeated until completion
STREAMING ANALYSES
STREAMING ANALYSIS
- We employ C++ and CUDA to analyze streaming data with our powerful models and minimize the latency of our trading decisions.
- We use the Interactive Brokers API (with the related FIX interface) to run our portfolios of trading systems.
WEB SCRAPING
- We use Web Scraping to extrapolate information from the websites of equity firms.
- We organize and process this information to gain an edge on future market dynamics.
- We extrapolate measures of sentiment from chats dedicated to retail trading.