HedgeTech is a Quantitative Trading firm located in Cambridge, MA. The company is composed of three departments - Hedge Fund, Market Making, and Trading Software Engineering - that operate on stocks, forex and cryptocurrency markets.
At HedgeTech, we combine mathematical models with machine learning to design sophisticated trading algorithms that maximize performance. We strive to constantly refine our strategies to adapt to rapidly changing market environments.
Quant Hedge Fund
The combination of mathematical creativity and disciplined algorithm design is the foundation of our trading philosophy. We live by our motto: “brain power, computer efficiency”. Our trading systems are created and controlled by humans, using machines to their fullest potential. The innovative technologies that stem from this human-machine interaction allow us to stay ahead of the industry and uncover opportunities inaccessible to mainstream fund managers in order to maximize profits while strictly limiting risks on behalf of our partners.
As a quantitative hedge fund, we use machine learning to build proprietary alpha strategies that have both a strong edge on the markets and a limited downside exposure. In doing so, we make sure to gain insights since the inception of financial markets using big data, effectively separating noise and valuable information. In addition, trading algorithms, unlike manual execution, are not prone to emotions and fatigue and are updated with the latest information to make informed decisions at lightning speeds.
We place our partners’ interests first. Risk management is embedded at the core of our infrastructure. We rigorously select low slippage environments, conservatively calculate capacity, diversify the markets we trade on, ensure no overnight exposure, backtest on decades, select the most consistent strategies over time, always controlling for the lowest possible maximum drawdown. Our servers are operated under highest standards of cybersecurity.
Cryptocurrency Market Making
Maintaining a low spread in price and a liquid order book at all times are essential to create an efficient market environment. Our systems enable traders and investors to buy and sell at fair prices and in desired quantities at any time by lowering the cost of trading and making markets less volatile. In doing so, we allow the markets we work on to be attractive to market participants, leading to significant and sustainable growth in organic volume.
We are integrated on all exchanges that provide a trading API in order to support all markets on these exchanges. Liquidity is enhanced by our cross-exchange arbitrage and order book replication strategies. Our competitive advantage is our cutting-edge technology, entirely developed internally and running under the highest standards of cybersecurity.
We view each client relationship as a unique partnership. Hence, we are committed to understand your goals and provide tailor-made solutions to exceed your expectations. Our teams address your needs around the clock and monitor our algorithms 24/7, handling over 500 millions trades daily. We are proud to provide our services to partners worldwide for the betterment of the crypto industry.
Trading Software Engineering
Our API packages for exchanges and brokers are tailored to your needs. These packages are meant to be easy to use and ready to be implemented within your trading infrastructure.
Pooled Order Books
Our aggregated order books package pools all available maker orders on the exchanges of your choice in real time. It can be used as a monitoring option or integrated to your trading systems.
We create low latency softwares that can find arbitrage opportunities and maximize profits across exchanges for the markets of your choice.
Automation, Backtesting and Training
We offer to automate your trading strategies using algorithms. In addition, we apply the most suitable machine learning techniques to backtest and train your strategies in order to maximize your trading performance.
At HedgeTech, distinguished mathematicians, economists and computer scientists from alma maters around the world collaborate to design customized trading algorithms that run twenty-four hours, every day of the year, in accordance with the partners’ requests. Our members bring together optimization, risk management and machine learning to build innovative proprietary systems.
Laurent received the first prize in violin performance at the prestigious Conservatory of Music in France and graduated Summa Cum Laude in Mathematics and Economics at Boston University, where he was awarded the prize for excellence in Mathematics. Before graduating, the National Security Agency reached out to him but he decided to create his quantitative trading firm. This mathematician at heart has a revolutionary vision of business and he is the mastermind behind HedgeTech.
Shi (Tom) Qiu
Tom received a Bachelor of Applied Mathematics from Tongji University, China, as well as a Master of Statistics from Southern Methodist University, USA. During his time in University, he worked at Ernst & Young and started to implement algorithmic solutions to trade futures. He conducts research on the application of reinforcement learning to financial sequences with a focus on genetic algorithms, neural evolution and deep Q learning.
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