About

ABOUT US

What we do, in a nutshell.

OUR STORY


AlgoDynamix was started in 2013 and incorporated in January 2014 with software based on many years of academic research at the University of Cambridge, where the team met.  We have offices in Cambridge (UK) and London, with our business support situated primarily in London. We are financially backed by institutional investors including Amadeus Capital Partners.

The co-founders Jeremy Sosabowski and Wei Teo are both experts in experimental physics, mathematics, and algorithms but were (and still are) somewhat puzzled with the world’s obsession with using past data for future extrapolation purposes; even more so when there is little or no past data available for events such as elections, referendums or other ‘never seen before’ events.

Prediction methodologies and calibration from past events are the foundations for most models used in today’s financial services industry including portfolio diversification (Markovitz), option pricing (Black–Scholes), interest rate evolution (Black–Karasinski) and tail risk impact probabilities (VaR and others).

Needless to say that occasionally things can and do go very wrong and not just in global financial markets. The irony is not lost on the AlgoDynamix team and its ever increasing global client base that most financial models stop working when they are needed the most. AlgoDynamix is redressing these fundamental flaws using its analytic engine based on deep data from primary data sources (the world’s global financial exchanges) and unsupervised machine learning algorithms. In most cases, client methodologies are augmented and enhanced using one or more of our forecasting analytics products.

MANAGEMENT TEAM

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WHAT WE DO

AlgoDynamix is a pioneering portfolio risk analytics company focusing on financially disruptive events. Our customers include investment banks and asset managers including hedge funds, CTAs, and family offices. The deep data algorithms underpinning the AlgoDynamix analytics engine use primary data sources (the world’s global financial exchanges) and proprietary unsupervised machine learning technology. The analytics engine detects market anomalies and anticipates directional price movements hours or days in advance of the event. Unlike competitive solutions, our real-time analysis does not rely on historical data or previous disruptive events.

AlgoDynamix was started in 2013 and incorporated in January 2014 with software based on many years of academic research at the University of Cambridge, where the team met.  We have offices in Cambridge (UK) and London, with our business support situated primarily in London. We are financially backed by institutional investors including Amadeus Capital Partners.

PRODUCTS & SOLUTIONS

 

ALDX PI™ optimizes your trading and investment decisions by providing

'Up Flags' followed by an 'End Flag' for end of market direction.

 

The RAP Platform™ provides hours or days

advance warning of major downside events.

Volatility risk forecasting, advance warning of downside market risk.

 

 

AlgoDynamix Enterprise Solutions is our bespoke service

which is fully customised to your requirements.