Double-Digit Numerics

 

Areas of Expertise (Sitemap)

These areas of expertise are areas where we have experience, or have code, or have special knowledge where we can hit the ground running. Most of the areas overlap. For example, our Dynamic Factor Models use Statistical Learning methodology. And the financial expertise is applicable to all the non-financial areas.

Computational Advertising A/B Testing Bandit Algorithms Reinforcement Learning Text Analysis Decision Trees Personalisation Game Theory (and Auction Theory)	Internet Algorithms Algorithm Design Recommender Systems Social Network Analysis Virality Prediction Collaborative Filtering Matching Algorithms Link Analysis Segmentation	Data Science Data Science NoSQL Cloud Computing MapReduce MongoDB (and Cassandra) Revolution Analytics
Predictive Analytics (Statistical Learning, Machine Learning) Regression Models Deep Learning Smoothing Kernel Methods Classification and Clustering Classification Trees Neural Networks Support Vector Machines Bayesian Analysis	Statistical Analysis Confidence Intervals Data Mining Backtesting Models Time Series Cointegration and Mean Reversion Design of Experiments Hypothesis Testing Data Visualisation	Modeling (Financial) Alpha Generation Market Invariants Dynamic Factor Models State Space Models Hidden Variable Models Statistical Arbitrage Volatility VaR Calculation Derivative Models
Optimisation (Portfolio) Mean-Variance Long-Short Robust Portfolio Black-Litterman Tilts and Overlays Stochastic Optimisation Tracking Error Transaction Costs Performance Attribution Risk Attribution	Trading Rules Optimal Trade Execution Filter Design Regime Switching Stop Loss Optimisation Expectation Optimisation Volatility Trading Fundamentals Trading Momentum Trading	Energy Markets Electricity Price Modeling Seasonal Decomposition Mean Reversion Price Spikes Load Forecasting Hedging
Operations Research (Optimisation, Management Science) Linear Programming Nonlinear Programming Dynamic Programming Combinatorial Optimisation Transportation Problems Network Optimisation Game Theory Queuing Theory Simulation	Programming (Algorithms) Matrix Programming Singular Value Decomposition Numerical Algorithms Multi-threading Grid Computing Monte Carlo Simulation Markov Chain Monte Carlo Bootstrap Calculations Computational Photography Computer Vision	Programming (Code), Windows, Unix, iOS (not Android) MATLAB R, Weka, Python, SAS Jmp C++, C#, FORTRAN Mathematica, Maple SQL Libraries