We are a group of quants developing algorithmic trading systems using behavioral finance concepts enhanced by machine learning elements.
Our team of researchers develops scientific work in the field of quantitative finance with a main focus on Pattern Recognition, Jump Detection, Event Studies and Media Mining.
The vision we follow is unique as we are combining both academic and traders/investors approaches in the attempt to fit in the pieces of the financial markets complex puzzle.
Grasping and leveraging on market core principles is our drive in reading through the data and spotting opportunities.
We create algorithmic trading systems specially designed to leverage systematic big data models, taking advantage of a significant database of historical data that includes public news streams, technical analysis and proprietary data flows.
