Quantitative Research

Lynx is fortunate to have assembled a world-class team of in-house quantitative analysts and developers. Most of our quants have advanced degrees in some combination of statistics, financial mathematics, operations research, and machine learning.  For years they have been challenging themselves with breaking down trading ideas and formulizing them into predictably profitable algorithms.

Code Development

Whether it's the brainchild of one of quants, clients, or partners the next stop for a new trading strategy is our code development team.  20+ full-time developers help keep Lynx Capital at the cutting edge of latency-sensitive & processing-intensive software development.

 Historical Backtesting

We've been aggregating & storing market data almost from day 1.  Using our market data player we can run multiple accelerated historical simulations on a wide variety of strategies & securities.

Real-Time Simulations

After a strategy has been analyzed, coded, and back tested; it begins a series of live simulations.  If the strategy proves to return results within an acceptable level of deviation from those that were expected it is ready to enter production.

 Post-Trade Analytics

All of our algorithms no matter how automated or low-level are continuously monitored throughout their useful-life cycle.  It is not uncommon for a strategy to only be effective within certain time-frames, economic conditions, or to suddenly become ineffective due to new or unforeseen forces.  Post-trade analytics are essential in deciphering what key conditions lead to the results that actually happened and how closely were the actual results to the prior modeling & simulation forecasts.