TSBF is run by Dr Tristan Fletcher who has 15 years experience using Machine Learning and AI in financial markets at Hedge Funds, Investment Banks, retail banks and in Financial Technology (FinTech). He is also an academic with masters degrees from Cambridge and Sussex Universities, a PhD from UCL, a research fellowship at Imperial and is currently a lecturer at UCL.
TSBF’s primary areas of focus are:
Trading Strategy Development
High frequency (e.g FX market making with <20 ms holding periods)
Lower frequency (e.g. trend following futures with up to six month holding periods).
- Minimising slippage (the marginal cost of trading).
Hiding (obfuscating) trades so that they don’t move the market / impart alpha to other participants.
Putting trades on rapidly enough such that the alpha that motivated the trading decision hasn’t decayed.
- Establishing what the best proportion of assets to hold is, given signals from trading strategies, execution costs and risk appetite.