About Us

Since 2002, our mission has been to combine the science of Machine Learning with Investment Theory. To this end, we have developed new algorithms for Trading and Computational Finance. A guiding principle for leveraging powerful technology is that of 'augmented investment decision making'. This principle implies a relationship between man and machine. A human mind is dynamic, a computer program is powerful; and working together in a coordinated fashion makes the union greater than either part. The result is alpha.

Of particular usefulness are new algorithms for valuation, option-theoretic pricing, and risk management. Computing hardware is also of great interest including information networks, Beowulf-cluster concepts, and data storage & access methods.

The result of augmented investment decision making has been enhanced knowledge of Finance concepts, tools, strategies and techniques, making us in the process more successful traders, investors and corporate managers.