Coinstrats is a leading quantitative research firm focused on highly scalable technologies and advanced predictive systems.
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
Integration of new signal-optimisation process using the latest swarm optimisation techniques.
Nov 2019
A cloud-based machine learning pipeline for predictive models and signal development
2020
Feb 2020
Our new book chapter is published in 'Corruption and Fraud in Financial Markets: Malpractice, Misconduct and Manipulation', Wiley 2020)
May 2020
A sophisticated simulator mimicking our production system allowing us to hugely enhance passive trading approaches.
Jun 2020
New in-house predictive modelling projects are successfully realised on a large scale.
Jul 2020
Presenting Coinstrats multi-agent based approach for trading financial markets.
Oct 2017
Oct 2017
Apr 2018
May 2019
May 2020
Jul 2020