About us

Alphubel prides itself on the longevity of the business and is commited to continue to achieving excellence for its clients and to stand as a world class global leader in the industry, positioning itself as a specialized boutique consultancy.

Alphubel is currently engaged with clients combining $10B in AUM (as of November 2023).

Past and current clients include: Global Trading Systems (GTS), Blueprint Finance, Outremont Technologies, Dystematic / Engine AI.

Losing focus, poor project management, overfitting or over-engineering can make the difference between success and failure, which is why a strong level of technical understanding and hands-on experience are key.

Selim Adyel, Principal

Selim is an engineer, senior quantitative researcher, portfolio manager and data scientist with a decade of cross-assets quantitative and trading experience at top tier organizations and a multi-years positive trading track record in challenging market conditions.

He has worked in both traditional and crypto markets, for top tier investment banks, hedge funds and fintech, producing a positive and outstanding investment track record in challenging market conditions.

Most recently Selim has been working for a US based crypto hedge fund as a quantitative researcher and portfolio manager. He designed and built from scratch the quant strategies framework (data pipeline, strategies, optimizer, EMS), trained and managed junior quantitative developers and has been running several profitable trading strategies generating positive track record. Before this, Selim was head of alpha research at Dystematic. It was at this innovative alternative data and AI fintech that he built cross-assets trading strategies leveraging machine learning and alternative data.

Previous experience includes:

  • In 2018 and 2019, Selim worked for Caxton Associates. He built and ran profitable global macro trading strategies from scratch as well as providing analytics to senior partners
  • From 2015 to 2018, Selim was a quantitative strategist (strats) at Morgan Stanley Electronic Trading (MSET Quants and QR teams). He worked on the full development lifecycle of tick data based trading signals, and also implemented algorithms in the trading engines and provided analytics, Transaction Cost Analysis (TCA) and data visualization to major clients
  • Selim worked on the cross-assets exotics trading desk at UBS Investment Bank, where he was managing the book and wrote his master thesis in collaboration with the Swiss Finance Institute (SFI)
  • Formative experience was gained at Nomura International in equity derivatives and systematic trading and at Rothschild in mergers and acquisitions
  • In 2014, Selim successfully completed the summer internship in sales and trading at Morgan Stanley, having spent time on the macro rates and credit trading desks

Selim is a mentor at the Swiss Federal Institute of Technology (EPFL), where he enjoys sharing his experiences with students and advising them on their careers.

Selim is a generalist engineer from Ecole Centrale Paris, a financial engineer from Swiss Federal Institute of Technology (EPFL). He holds an M.Sc. from these two institutions and a B.Sc. in civil engineering from Swiss Federal Institute of Technology (EPFL).

Additionally, he completed 150 hours of courses in machine learning and deep learning from Stanford University. He ranked top 2% globally on Hackerrank in both python and java.