Overview
Financial markets are increasingly adopting AI-driven trading strategies and platforms, enabling participants to make more objective, data-driven decisions while highlighting the limitations of traditional approaches.
At DataSpartan, our quants specialize in mathematical modeling of various market dynamics and have extensive experience analyzing market data across medium- and high-frequency ranges. In this case, the client possessed a proprietary in-house trading platform and sought to expand its range of trading strategies. Our research leveraged both public and proprietary data feeds for each symbol, allowing our team to conduct comprehensive, in-depth analysis.
Approach
Our quant team employed a rigorous, research-driven approach, beginning with a thorough analysis of existing studies relevant to the target strategy. A multidisciplinary team explored ideas across diverse fields, including physics, psychology, and mathematics. Concepts were backtested on real market data using the client’s existing platform, with the most profitable models promoted to production.
Results
After months of research and backtesting, multiple strategies with competitive returns and Sharpe Ratios were found and promoted to live use. Our new strategies have increased the returns of the assets under management of the firm. Work continues to improve returns and to expand to different asset classes.
