Our research builds on the established literature in quantitative finance, enabling us to design and develop the next generation of algorithms while providing increased performance from those strategies which comprise the industry standard. Pushing the frontiers of theoretical finance, we produce models with relaxed constraints, stripped of limitations, and which offer increased utility in a broader set of applications.
Focusing our research on market microstructure, analysis of cost patterns—both intra- and inter-day—and efficient estimation of portfolio-level risk allows us to tune our algorithms to dynamic market conditions and client demands.
At ATM, innovation never stops. While our algorithms are made malleable through an array of fully customizable user-defined parameters, our intellectual curiosity renders us enthusiastic to develop new algorithms to meet the specifications of our clients-breaking new ground in quantitative finance, together.