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Mathematical Trading

To exploit the world’s uncertainty and randomness.

Realtime Feedback

Parameterize models with on-the-fly adjustments in response updates in the present filtration.

Conditional Expectation

Continuously predict trading dynamics using statistics and machine learning.

Optimal Execution

Software that enables good ideas through user-friendly APIs and rational design patterns, driven by the pursuit of exceptional performance.

Game Plan

Goals for starting off.

Interface Software

  • C++23 Abstract Classes.
  • Support for exchange binary protocols.
  • Market state management and order entry.
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Windows of a building in Nuremberg, Germany

Signals Research

  • Data structures for online updating of state.
  • Predictive models for price discovery.
  • Classification of persistent market phenomena.

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Designer

Filtration