The Team

The team at Coinstrats has published at top machine learning conferences such as ICONIP, ICANN and ESANN and has also written a book chapter regarding fraud and manipulation in cryptocurrency markets. They have also delivered numerous guest talks around the globe regarding the use of machine learning in algorithmic trading.

Andrew
Mann

Andrew’s research interests are in the development of machine learning approaches for financial forecasting and trading. Recently he has been focused on distributed multi-agent based modelling (deep reinforcement learning) and enhancing predictive modelling techniques for noisy timeseries.

Before co-founding Coinstrats he worked at a number of institutions including the Bank of England, Morgan Stanley and Virtu Financial, to name a few, where he was employed as a front office quantitative researcher & strategist. Andrew holds degrees in Mechanical Engineering (BEng Hons.), Quantitative Finance (MSc), Computational Finance (MRes) and is in the final stages of his PhD from the computer science department at UCL.

David
Twomey

David's research focus is in the development of algorithms for extreme class imbalance problems. Recently he has been focused on advanced classification techniques, scalable simulation and efficient real time system design.

Before co-founding Coinstrats David worked at the Bank of England, J.P. Morgan and Schroders where he designed distributed optimisation pipelines for systematic portfolio decision systems. David holds degrees in Mathematics with Computer Science (BSc Hons.), Financial Risk & Investment Analysis (MSc), Computational Finance (MRes) and is in the final stages of his PhD from the computer science department at UCL.