Finance

Finance

We have more than twenty years of experience in quantitative finance, developing trading strategies on most listed assets (equities, futures, options, ETFs). We used a wide array of methods coming from digital signal processing, intelligence artificial and time series models.

Using a predictive model, we estimated the likelihood of a company to be acquired. We then built a long portfolio of those potential M&A targets, hedged by positions on four equity index future contracts. We built a similar strategy with companies likely to become bankrupt.

ClientHedge Fund
SkillsModeling / Programming / Trading