Designing mathematical algorithms for trading in languages like C++, Python. The complete trading process includes: data acquiring and process; back test environment construction; trading strategy with modular design; market timing and forecasting; performance measurement; performance forecasting in the future.
Applications of data science and machine learning algorithms in trading and investment. As an user case example, in stock trading the machine learning models are used to select the stocks, forecast the market movement, and construct the quant factors.
Help customers design trading strategies. Some projects we have been involved:
Global HFT futures contract trading strategy using Support Vector Machines
China A-share short term trading strategy. Use Deep Learning to forecast the stock movements. Use portfolio construction strategy to control the tail risk.
China ETF RoboAdvisor strategy using machine learning asset allocation algorithms. Some user cases can be found here: RoboAdvisor in China ETF
Short term factors designed for China A share. The alpha factor performance can be found here alpha factor library
Portfolio performance analytics. In addition to standard portfolio performance analytics, we provide the portfolio performance distribution analysis based on user's portfolio constituents. The analysis also considers the macroeconomic factor influence.
Backtesting stragies.
For users who need extensive machine learning training, we provide the customized machine learning modelling training. Some public materials can be found here: Machine learning modelling.
Asset allocation consulting
Our asset allocation consulting services include strategic, tactical and dynamic asset allocation:
Desiging investment process for asset management companies: strategic asset allocation and long term target desigining; dynamic asset allocation strategy design and back test; optimization based rebalancing strategy; machine learning asset allocation strategy; risk factor design and implementation.
Multi-factor investment framework in strategic asset allocation and tactical asset allocation.
Applications of machine learning models in asste allocation processes. An example demonstrating the applications of machine learning in China ETF rebalancing strategies can be found here: Machine learning in China ETF
Data science and machine learning in finance
Our data science and machine learning consulting services include machine learning education courses and real applications. Here are some meterials to help customers warm up the programming and machine learning: course materials
Prepare for machine learning modelling using python. Free course materials can be found here: Machine learning modelling
Machine learning in market forecasting.
Use machine learning algorithms to identify and forecast the market regimes.
Online asset allocations in portfolio construction and asset allocations.
Data service
Full lists of data can be found here: Market Data. The data includes:
