Oxford Alpha is a bespoke financial software development and consultancy to leading banks and hedge funds. We specialise in algorithm development and machine learning for investment strategies, asset pricing, hedging and risk management with over 25 years of expertise.
Successfully delivered projects include:
- Project managed, for a leading $80bn alternatives fund manager, the re-engineering of systematic trading strategies for a $1bn
hedge fund. Lead group of quant researchers developing and integrating over 20 exchange
traded and OTC strategies across 150 markets in Python.
- Developed quantitative investment
strategy models in C#/.NET for at $14bn hedge fund for all discretionary macro,
fixed income and emerging market funds (>$2bn).
- Architect and project
manager of all proprietary front office trading, pricing and risk management systems
for quantitative corporate event-driven and relative value hedge fund manager with
$2bn of assets trading equities, high yield
and investment grade bonds/CDS/loans.
- Developed technology
for the first ever single tranche synthetic CDO in the market for North
American bank.
- Extensive experience of
developing exotic derivative pricing models in equities, rates, currencies and
credit for various investment banks in C++.
- Designed company-wide
VAR market risk and AAA DPC credit counterparty risk systems for major Japanese
bank in C++/VB/SQL.
- Wrote entire multi-strategy CTA & L/S equity investment system for boutique London based asset manager in Python.
- Research and development of AI based investment system incorporating alternative data sources for L/S equity portfolios.
For more information or to discuss your project please contact:
Tel: + 44 1865 582 801
Company Number 07018142