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HomeForumsConsulting IndustryMathematical trading system – monetisation

This topic has 2 voices, contains 1 reply, and was last updated by  Tom Spencer 200 days ago.

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October 31, 2011 at 2:55 pm #7273

Trader

Hi,
I have developed a computer model in C++ that contains pattern recognition-based forecasting coupled with genetic algorithm optimisation. This is suited to predicting anything for which a continuous time series of data exists – such as prices for shares, futures, exchange rates etc.

My question is – would anyone be able to recommend someone I could talk to re commercial application of this program? I have no idea of where to go amongst the hedge funds, for example.
Greatly appreciate thoughts …

October 31, 2011 at 5:34 pm #7274

Tom Spencer

Trader,

Welcome to the Consulting Forum!

I have spoken with a few investment bankers about your question, and my understanding is that you should approach market making firms.

Examples include: IMC, Optiver, Liquid Capital, SIG, All Options, Tibra, Chicago Trading Co., Wolverine, Peak 6, Ronin, Spot Trading, and DRW.

Alternatively, try any of the prop trading groups at RBS, Morgan Stanley, etc

I would be interested to hear thoughts from other people.

Hope that helps.

~ Tom

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