To successfully engage with the capital markets requires a broad range of skills and knowledge to achieve your goals. Algoseek Consulting, our experienced professional services group, stands ready to support your firm’s short and long term needs.

Algoseek’s key areas of expertise include:

  • Software Development:
  • Backend and frontend development to support research, trade execution, monitoring, reporting or regulatory compliance. From adapters for formatting raw feeds to creating specifications for new trading systems.

  • Custom Analytics Feeds For Data
  • Creating and computing complex custom analytical feeds incorporating both algoseek and client data to deliver historical and real-time custom feed from tick to daily data.

  • Aggregate Statistical Analysis Of Historical Data
  • Perform custom queries and machine learning over large our 3,000 TB’s of market data combining both algoseek data and client’s proprietary data.

  • Custom Real Time Data Feeds
  • Custom live data feeds in any of our supported asset classes. Low latency feed handlers with data normalization.

  • Backtesting and Simulation:
  • Point-in-time safe backtesting and simulation of everything from simple single asset technical indicator strategies to complex multi-asset portfolio simulations. Appropriate use of in-sample and out-of-sample combined with experience to identify unexpected lookback and biases including delisted securities, corporate actions, etc.

  • Machine Learning in the context of finance and trading:
  • Deep Learning, Gradient Boosted Trees, (Logistic) Regression, Density Estimation.

  • Risk Modeling:
  • Variance and cVaR, using factors as a dimensionality reduction technique.

  • Portfolio Optimization:
  • Combining risk, expected return, transaction costs, and asset allocation rank constraints in any number of optimization formulations. Long/Short or Long-only.

  • Alpha Research:
  • Application of advanced mathematical techniques to identify alpha factors guided by Client objectives.

Privacy and Confidentiality.

We understand the extreme need for privacy and confidentiality with consulting. Foreach engagement, the consultant(s) sign a new NDA tailored for the Client.

To explore a consulting engagement, please fill out the form below and we will get back to you promptly. If we can’t help you, we will not hesitate to admit it and try to refer you to a firm that can.

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