Services

Expertise in systematic trading R&D

Alphubel builds institutional quality, low maintenance and fully systematic quant trading frameworks and strategies in crypto, global macro and equities, helping investment managers outperform the market without wasting unnecessary time and money in R&D.

Cross-assets and multi frequencies trading strategies – full development lifecycle.
 
Alphubel operates 2 lines of business:
  1. Consulting: Alphubel partners with the client to build the R&D and infrastructure in house. Advantages are multiple: customization, full transparency, the full process is ran in house, clients have ownership over the IP, a sharp reduction in fees and an improvement in performance. Additionally, Alphubel can be mandated on a project basis or on an advisory capacity (helping start-ups launch their product)
  2. Managed accounts: Alphubel leverages its proprietary infrastructure, IP and investment strategies factory and operates as an advisor. Advantages are: a sharp reduction in time to production and clients retains full control over their portfolio

Quantitative portfolio management

  • Portfolio managers due diligence and selection
  • Management (managed accounts) of quant trading strategies
  • Building of cross-assets systematic trading strategies
  • Global macro, crypto, equities
  • R&D of trading signals
  • Backtesting
  • Market regimes
  • Factors combination
  • Portfolio optimization

Data

  • Data pipelines
  • Alternative data
  • Big data
  • Tick data

Analytics

  • Market microstructure
  • Decision making tools
  • A/B experiments

Optimal execution

  • Transaction cost modeling
  • TCA
  • EMS
  • Opportunistic algorithms

Data visualization

  • Dashboards and data visualization to deliver actionable insights

Machine learning

  • Design and calibration of machine learning models, from OLS to deep learning LSTM multi task
  • Explainable AI
  • Predictive statistical learning
  • Dimensionality reduction

Data science

Students/grads mentoring and interviews preparation

Clients

Past and current clients include hedge funds, fintechs, proprietary trading firms and crypto exchanges.