We approach capital markets from a novel, contrarian perspective.
Here's how:
Our Philosophy
Large financial institutions and asset managers often rely on assumptions of normality. While this approach is often useful, we avoid its flaws:
Kurtosis
In theory, publicly traded assets have much lighter tails than in practice. Our algorithms consider market volatility more accurately.
Chaos
It is impossible to anticipate all possible new information. At Vega, we develop trading strategies with the axiom that markets have a chaotic nature.
Multi-Disciplinary Approach to Markets
After diligent research and rigorous statistical modeling, we backtest our models. We discuss the results and make decisions through extensive collaboration.
Computer Science
Our research and infrastructure is built on a thorough understanding of computer science.
Statistics
Through statistical analysis, we uncover market behaviours to develop our strategies.
Mathematics
Inspired by Benoit Mandelbrot, our traders apply fractal mathematics and chaos theory.
Bringing Transparency to Quantitative Finance
At Vega Trading, we aim to ultimately publicize the results of our strategies and research. Currently, we are in the early stages of development, but we plan to make our strategies usable to others in the future.
