DIVERSIFIED
We design trading models that can leverage different uncorrelated return drivers and systemic edges in the financial markets. A combination of such models can achieve true diversification and lead to superior return/risk profiles.
We are a quantitative modeling and consulting firm. Mathematics and Data mining are at the core of everything we do.
Key members:
Rito is a professional trader and a pioneering technologist. Rito earned a Master’s degree in Engineering and Computational Biology from IIT Bombay, India. He has co-founded and helped scale multiple startups in the domain finance and quantitative trading. He is a long-standing member of Mensa, holds multiple software patents and journal publications in diverse fields and is an active faculty member for the MSFE program at WorldQuant University.
Shivani is a rockstar quant and has over 2 years of experience in crafting and optimising financial trading systems. She holds an MBA-Tech dual degree from NMIMS, Mumbai and is currently pursuing Masters in Financial Engineering at World Quant University. With a robust foundation in both technology and finance, she stands ready to deliver substantial contributions to the realm of quantitative trading and modeling.
Ram has extensive experience in the design and development of enterprise software and quantitative trading systems. He brings in enterprise software experience from his time in companies like Oracle, Model N, IBS and TrueRisk Labs. He is excited about technology and strives to keep himself abreast of the latest developments in the Python, Java & cloud ecosystems. He received his Bachelor's degree in Computer Science from Bharatidasan University, Trichy.
Severus Systems specializes in developing quantitative data mining models of financial markets and alpha generation strategies.
We design trading models that can leverage different uncorrelated return drivers and systemic edges in the financial markets. A combination of such models can achieve true diversification and lead to superior return/risk profiles.
We have the expertize and experience in developing a wide variety of non-correlated trading systems across instruments and markets and our models and trading systems can effortlessly scale to manage large AUM.
We specialize in developing strategies that are time tested, robust and fault-tolerant. They work across a wide variety of market and volatility regimes. They have low correlation with traditional long-only investment strategies and can generate alpha even in highly volatile bear markets.
Want to grab a coffee with us? Please drop us a line - we will figure out a way to meet.
