MATRIX ALPHA ANALYTICS

• 58290 - Other software publishing
• 70229 - Management consultancy activities other than financial management

Matrix Alpha Analytics, original called Matrix Trading Systems, was formed in 2005 to develop software to accurately back-test complete trading systems. The background of the staff is in building models of customer behaviour (for applications in credit scoring and database marketing) and many of the mathematical techniques from those industries have been applied to building, and evaluating the results from, trading system models... Matrix specialises in testing statistical arbitrage strategies - specifically combinations of entry and exit signals within a constrained multi-instrument portfolio, simulating, for example, constraints from brokers and slippage.

Also known as: Matrix, MATRIX ANALYTICS LIMITED

Previous names: MATRIX ALPHA ANALYTICS LIMITED, MATRIX TECHNOLOGY VENTURES LIMITED, MATRIX TRADING SYSTEMS LIMITED

Registration numbers: SC230298 (CH)

Primary location: Edinburgh United Kingdom