Trexquant applies quantitative methods to systematically build optimized global market-neutral equity portfolios in liquid markets. Trading signals (Alphas) are developed from thousands of data variables and extensively tested. Strategies dynamically adjust allocations to Alphas depending on recent performance. Thousands of strategies using tens of thousands of signals currently drive our live production, and our talented team of researchers from some of the best schools in the world inject new ideas into our system on an ongoing basis. Capital is managed across thousands of equity positions in the United States, Europe, Japan, Australia, and Canada.
Our Objective is to discover and implement a diverse library of trading signals, develop and apply machine learning methods to combine these alphas into strategies to produce a robust portfolio that is risk-constrained and intended to be responsive to changing market conditions.
300 First Stamford Place
Fourth Floor East
Stamford, CT 06902