ALGORETURNS

AlgoReturns is a boutique quantitative research group specializing in mid-low frequency trading and risk management. Our research motivation is two-fold a) Can quantitative strategies be developed specifically for mid-low frequency trading that can support large allocation dollars? b) Can the "half-life" of quantitative strategies be improved? Besides the two primary motivations, we also wanted to produce research with more rigor around real-world trading experiences rather than a theoretical framework. Real world trading exposes a strategy to intraday price movements - therefore our strategy and testing is done on intraday price movements too... AlgoReturns.com is built on decades of founder's experience in risk management, investments & asset management, and technology management in the US financial services industry. Algo's principals have hands-on experience in building algorithms to support their primary job responsibilities... Algo has a focus on data and the available..

Also known as: algoreturns.com