Informational Machine Learning Resources

CHALLENGE

Creating a profitable trading operation by carrying out successful option trading strategies based on different volatilities priced in options in the market issued by various financial institutions. Automation was key in this project and this was achieved by reverse engineering the Black & Scholes Formula in real time and screening thousands of options continously.

PARTNERS

Deutsche Bank

WHAT WE DID

Coding / Quantitative Modeling / Derivative Pricing / Vega Hedging

Virtual Experience (Big 4 Consulting Project)

CHALLENGE

Creating a profitable trading operation by carrying out successful option trading strategies based on different volatilities priced in options in the market issued by various financial institutions. Automation was key in this project and this was achieved by reverse engineering the Black & Scholes Formula in real time and screening thousands of options continously.

PARTNERS

Deutsche Bank

WHAT WE DID

Coding / Quantitative Modeling / Derivative Pricing / Vega Hedging

Cryptoeconomics through new global currency studies

CHALLENGE

Cryptocurrency startup needs clearly defined bridging of well established conventional macroeconomics theories and the new frontier in alternative finance: cryptoeconomics. As cryptoeconomics is uncharted waters innovative reconsideration of conventional finance was needed.

CHALLENGE

Tristique Turpis Ltd.

WHAT WE DID

Reassessment of supply-demand theories/ Market making calculations for the new cryptocurrency / Free market theory / Incentive studies

Israeli Investment Banking, M&A Consulting

CHALLENGE

Innovative solutions were needed for a private client who were trying to create a structured and automated financial valuation model for small-size merger & acquisition deals (below $10M USD)

PARTNERS

Private Company based in Tel Aviv

WHAT WE DID

M&A model conceptualization and development, presentation and case studies based on real world M&A deals.

Yelp Merger & Acquisitions

CHALLENGE

Yelp is a major acquirer of innovative startups in food industry. One of the growing startups in the industry needs a thorough analysis of what Yelp’s criteria are when it comes to paying big bucks in their M&A operations.

Partners

Yelp, Food Industry Startup

WHAT WE DID

Business analysis / Financial Analysis / M&A Activities

Zuora Financial Analysis

CHALLENGE

Global Investment Management company needs a comprehensive financial analysis on Zuora. Zuora is an interesting Cloud Solution company with strong leadership and proven track record.

PARTNERS

Investment Management Company (Private)

WHAT WE DID

Comprehensive Financial Analysis

Private Discounted Cash Flow Valuation

CHALLENGE

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CUSTOMER

Tristique Turpis Ltd.

WHAT WE DID

Photography / Graphic design / Web design

Deutsche Bank Option Trading (Volatility Arbitrage)

CHALLENGE

Creating a profitable trading operation by carrying out successful option trading strategies based on different volatilities priced in options in the market issued by various financial institutions. Automation was key in this project and this was achieved by reverse engineering the Black & Scholes Formula in real time and screening thousands of options continously.

PARTNERS

Deutsche Bank

WHAT WE DID

Coding / Quantitative Modeling / Derivative Pricing / Vega Hedging