About Us

Coinstrats is a leading quantitative research firm focused on highly scalable technologies and advanced predictive systems.

Our Approach

At our core, we are machine learning experts developing sophisticated solutions for financial services. We adhere to rigorous scientific modelling approaches allowing us to discover true value in very large and noisy datasets.


  • 2019

  • Jan 2019

    Introduction of Particle Swarm Optimisation (PSO) Framework

    Integration of new signal-optimisation process using the latest swarm optimisation techniques.

  • Nov 2019

    Enhanced distributed supervised learning pipeline

    A cloud-based machine learning pipeline for predictive models and signal development

  • 2020

  • Feb 2020

    Book chapter published: Fraud and Manipulation within Cryptocurrency Markets

    Our new book chapter is published in 'Corruption and Fraud in Financial Markets: Malpractice, Misconduct and Manipulation', Wiley 2020)

  • May 2020

    Level 3 orderbook replay simulator + synthetic L3 data streams

    A sophisticated simulator mimicking our production system allowing us to hugely enhance passive trading approaches.

  • Jun 2020

    Introduction of novel predictive methodologies resulting in a doubling predictive power

    New in-house predictive modelling projects are successfully realised on a large scale.

  • Jul 2020

    Presenting with MathWorks on Reinforcement Learning for Quantitative Finance

    Presenting Coinstrats multi-agent based approach for trading financial markets.