Seven Street Analytics is a dedicated quantitative risk and data analytics laboratory.
Our research specialization places us firmly at the intersection of quantitative risk analytics and deep learning technologies.
Augmented Risk Analytics
The blending of quantitative risk analytics with cutting-edge data science gives rise to a powerful new technology: Augmented Risk Analytics, which, by its very nature, is optimized for tactical risk decision-making and has wide-ranging potential applications.
Cross-Market Analytics
We specialize in cross-market risk analytics that generate valuable insights for market players managing related risk exposures across separate capital markets.
C2E is our proprietary risk and valuation engine, generating a risk view spanning a firms’ traded capital structure; including equity, credit, derivatives and convertible bond markets.
Trading Algorithms
The CAATS project grew from the application of data science technologies with C2E-generated outputs. The result was a powerful new capital structure arbitrage algorithmic trading platform.
Although still under development, back-testing results show that CAATS more than holds it’s own against it’s peer performance benchmark over long periods of time.
