Services
Quantitative trading consulting
Our quant trading consulting services include:
- 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:
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Global HFT futures contract trading strategy using Support Vector Machines
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China A-share short term trading strategy. Use Deep Learning to forecast the stock movements. Use portfolio construction strategy to control the tail risk.
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China ETF RoboAdvisor strategy using machine learning asset allocation algorithms. Some user cases can be found here: RoboAdvisor in China ETF
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Short term factors designed for China A share. The alpha factor performance can be found here alpha factor library
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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.
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Backtesting stragies.
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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.
- 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