Our current research falls into two main categories, the development of algorithmic trading techniques and research on more rigorous methods of risk management.  As our members have a diverse set of academic backgrounds, our statistical arbitrage models leverage techniques from disparate fields such as high energy physics, electronic engineering and experimental macroeconomics.  In particular, we focus our research on new techniques and methods not yet tried within the quantitative finance community. 

Concurrently with our statistical arbitrage model research, we are also developing new systems of comprehensive risk management which will allow for more intelligent portfolio weighting and diversification schemes.