Improve Performance with Actionable Quantitative Insights

Machine learning, big data, distributed systems; these are buzz words to us. We care about research and science. 

Our ideas are backed by evidence and improved through iterations. They can help you implement a new financial factor with deep learning, optimize weights assigned to existing signals, or execute an order more effectively. We make sure you understand the technology. 

Global Stock Universe - Long Only and Long Short - Advanced Quantitative Methods

Quantitative research and signals: 

  • Empirical evidence

  • Backtest signals

  • Free one month trial

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Request A Custom Strategy

Select a dataset or strategy: 

  • End to end implementation 

  • Strategy framework

  • Infrastructure for deployment

State Of The Art Quantitative Research

Improve your stock selection with our alpha signals, customize them for your investment style, or have us build a strategy start to finish.
We know quantitative finance, and are happy to help you. 

The Machine Learning Difference

State of the art techniques in fields such as machine learning and natural language process provide the capability to generate uncorrelated sources of alpha. Datasets with sizeable history data and interval frequencies often exhibit strong performance with these algorithms, but researchers lack a deep understanding of their implementation. 

There is more to machine learning than calling a Python Tensorflow package. Research and developing the optimizers and network architectures can significant boost performance of a strategy. 

Baseline
functions
API
Estimator
Keras
Layers
Python Frontend
C++
...
Tensorflow Model Architecture
Optimization
functions
GPU
CPU

Seeking Intellectually Curious Asset Managers

Algo Depth's fellowship program accepts Master and PhD graduates from top universities. Under the supervision of a talented quantitative research team, they implement state of the art algorithms for equity return prediction. 

Have an idea you want empirically tested?

The Scientific Method Applied To Investing

Background Research

Model Architecture and Iterations

Committed to the highest quality quantitative research. We help investors and asset managers improve their investment performance. Real people, with real problems, receiving financial help. We enjoy what we do.

Our ideas are backed by evidence and improved through iterations. Technology and research are used to identify alpha opportunities in financial markets. 

Constructing Data For Hypothesis Testing

Time Stamp

Symbol

Features

Label

Performance Analysis on Historical Data

Real Time Trading Infrastructure

Learn to Apply These Techniques 

Services Offered

Custom Strategies

  • End to end research and development on a specific data source or trading strategy. 
  • A quantitative team to guide your internal staff on the iterations and concepts implemented. 
  • Support for future improvements. 

Quantitative Signals

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  • Existing signals and research architecture on alternative and financial data sources.
  • Backtest and access signals through API, .csv, or Algo Depth platform. 
  • Research guidance to re-engineer strategies. 
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