Take your strategy research to another level with Hudson & Thames
CONSULTING
CONSULTING
CONSULTING
STRATEGY RESEARCH PIPELINE
STRATEGY RESEARCH PIPELINE
STRATEGY RESEARCH PIPELINE
OUR GOAL IS TO SUPPORT YOU EVERY STEP OF THE WAY
RESEARCH ENVIRONMENT SET-UP
RESEARCH ENVIRONMENT SET-UP
RESEARCH ENVIRONMENT SET-UP
STEP 1
Consulting on key infrastructure decisions: data provider, data base, backtesting platform.
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STEP 2
Install and set-up OS
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STEP 3
Install necessary research and development libraries
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STEP 4
Set-up continuous integration (CI) and continuous development systems (CD)
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STEP 5
Coaching session on strategy development & pipeline
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TRAINING/CONSULTING
TRAINING/CONSULTING
TRAINING/CONSULTING
We provide various online and offline training sessions and workshops on various topics in financial machine learning and algorithmic trading:
- How to build a research factory inside of your hedge fund? What are the key components of an investment strategy research process?
- Various topics from financial machine learning (data processing, modelling, feature generation, labelling, cross-validation, and portfolio optimization).
- How to build a backtesting platform and properly backtest your strategy (avoiding look-ahead bias, trading execution costs, and market impact modelling)?
- On-premise training sessions.
HYPOTHESIS GENERATION
HYPOTHESIS GENERATION
HYPOTHESIS GENERATION
STEP 1
Discuss client requirements: trading frequency, risk-adjusted return, max drawdown.
STEP 2
Analyze the client’s available data, domain knowledge, and trading infrastructure.
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STEP 3
Perform a literature review on relevant papers in scientific journals.
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STEP 4
Set up a hypothesis generation / brainstorming sessions with the client and the H&T team.
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STEP 5
Generate a list of 1-3 strategy hypotheses and research guidelines.
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STRATEGY DEVELOPMENT SUPERVISION
STRATEGY DEVELOPMENT SUPERVISION
STRATEGY DEVELOPMENT SUPERVISION
Our team of experts in data science, algorithmic trading, and financial markets make sure you avoid the common pitfalls and help your team to improve performance:
•Did you process the data in the right way?
•Which extra features may improve your model’s performance.
•Was the strategy properly tested?
•How to improve the risk-management and execution.
•Validation and robustness tests for the strategy.
CONTACT US
EMAIL: research@hudsonthames.org
ADDRESS:
Hudson and Thames Quantitative Research | 86-90 Paul Street | EC2A 4NE | London | United Kingdom