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.
Integration of new signal-optimisation process using the latest swarm optimisation techniques.
A cloud-based machine learning pipeline for predictive models and signal development
Our new book chapter is published in 'Corruption and Fraud in Financial Markets: Malpractice, Misconduct and Manipulation', Wiley 2020)
A sophisticated simulator mimicking our production system allowing us to hugely enhance passive trading approaches.
New in-house predictive modelling projects are successfully realised on a large scale.
Presenting Coinstrats multi-agent based approach for trading financial markets.