Modeling is critical for finance and trading, yet developing a repeatable process for developing models at scale remains a challenge for most firms. As a result, domain experts often waste time on experimentation tasks that do not benefit from expertise. Our mission is to solve this problem for modelers everywhere.
Best Practices for Scaling Modeling Platforms
Companies are increasingly building modeling platforms to empower their researchers to efficiently scale the development and productionalization of their models. Scott Clark and Matt Greenwood share a case study from a leading algorithmic trading firm to illustrate best practices for building these types of platforms in any industry. Join in to learn how Two Sigma, a leading quantitative investment and technology firm, solved its model optimization problem.
Why Two Sigma is Using SigOpt for Automated Parameter Tuning
Matt Adereth explains how Two Sigma and SigOpt are partnering to help solve challenges in the research process in this blog post.
- The optimization bottleneck
- SigOpt optimizes any system at scale
- Why empowering our experts is the key to our success
Modeling at Scale in Systematic Trading
SigOpt CEO Scott Clark provides insights for modeling at scale in systematic trading. SigOpt works with algorithmic trading firms that collectively represent $300 billion in assets under management (AUM). In this presentation, Scott draws on this experience to provide a few critical insights to how these companies effectively model at scale. Alongside these insights, Scott shares a more specific case study from working with Two Sigma, a leading systematic investment manager.
Supporting Rapid Model Development
Listen to an episode of the TWiML podcast with Matt Aderath and SigOpt CEO Scott Clark. In our conversation, Matt describes the end to end modeling platform at Two Sigma, including who the platform serves, challenges he’s faced with production and modeling, and how Two Sigma has attacked the experimentation challenge with their platform. Scott gives us a look into some of the broader issues that various customers face, the relationship between their optimization and infrastructure teams, and what motivates companies that aren’t already heavily invested in platforms, optimization or automation, to do so.
Two Sigma & SigOpt Summary of Discussion on Modeling Best Practices
Watch a summary clip of Scott Clark’s talk at Ai4 Finance 2018
If you have questions about how our patented optimization solution works, learn more about our research or book time to meet with our team.
To learn why systematic trading leaders rely on SigOpt, contact our team using the form below or by emailing [email protected].
We look forward to hearing from you.