Nobbis Ltd trading as Financial Genetics is a software consultancy specialising in financial software.
We are using genetic algorithms and machine learning to optimise algo trading.
Currently we have a exchange simulator allowing entering of equity orders, with AI agents providing trades to track real market movements .
Future developments will allow optimisation of algos, and sentiment analysis.
Please contact us if you would like access to the simulator via a FIX connection.
The next stage of development will use NLP processing for sentiment analysis and a Deep Learning Convolutional network to analyse time series data from the markets.
Development is proceeding in a number of directions
We are currently re training the Stanford NLP with our own data , this is a laborious process taking thousands of sentences and applying sentiment values to them
Once that is done there will be extensive testing against the corpus I have been collecting, then further analysis against various financial parameters
Development has also started on a machine learning framework to analyse both textual data from twitter and time series data from the markets and the simulator.
In addition to the FIX based messages we will be introducing messaging based on the Simple Binary Encoding Format Simple Binary Encoding Format to improve latency when translating messages.
The matching engine is finished and the simulator is up and running on its new host.
Coding of the matching engine is almost complete, enough to produce background orders. Once the various clients have been wired back into the application you will be able to send in orders and set up portfolios. The previous server has been retired and we are on a temporary host until a better hosting solution is found.
A great refactoring of the matching engine (virtually a rewrite) to produce better performance, particularly with concurrency in mind.
The first iteration of the genetic programming side has been completed there is a general framework with a couple of specific implementations of decision making features : - a simple virtual machine and a simple neural network.
We are located in the heart of the city of London