Tesoro Investments is a team of passionate geeks that performs innovative research in AI and deep machine learning by means of neural networks, bayesian models, decision tree methods, application of information theory and some other ways of quantitative analysis with the main focus on financial markets and algorithmic trading.
High levels of volatility in cryptocurrencies creates an opportunity to use systematic long/short strategies to potentially generate superior performance by capturing both bull and bear market moves. In addition, trading and investing in a basket of partially correlated cryptocurrencies is expected to achieve better performance compared to an exposure only to Bitcoin or Etherum thanks to portfolio diversification and different volatility.
Our risk management framework monitor various types of risks as managing risk and preserving capital for our clients are of primary importance to us. And although there is no absolute guarantee that it will prevent losses to occur we aim to deliver superior risk-adjusted returns for our clients.
It is worth noting that, although Tesoro's main focus is on financial markets, the received results can be easily spread to other fields, including medicine, digital marketing and commerce.
Oleg is finance professional and tech entrepreneur who launched multiple successful businesses. He possesses 15+ years experience as financial advisor and trader, holds MS in mathematics and financial law. Oleg obtained Certified Project Management associate degree from IPMA.
Mr. Rizvanov was a key employee in 2 successful startups: Viewdle and Looksery which were acquired by Google and Snap respectively. He invented and implemented face recognition system in Viewdle and managed the team which created face-tracking technology of Snap lenses. Roman won Bronze medal in the 18th International Olympiad in Informatics, Yucatán, Mexico, 2006 among best 282 contestants from 74 countries, won ACM semifinal International Programming contest in 2008. He holds Masters degree in Applied Mathematics from Kiev National University.
Roman Bilyi is a a well-recognized specialist in Machine Learning and Artificial Intelligence, who worked as a key researcher in several ML startups. Roman won Bronze medal in ACM ICPC World Finals 2016, Phuket, Thailand, among 40k contestants from 102 countries. Also he placed 11th place at Facebook hackers Cup finals, 2018 among 8216 participants. He held Legendary Grandmaster title at Codeforces (7th rank among 56000). He holds Masters degree in Applied Mathematics from Lviv National University.
Rinat Rizvanov is a leading Machine Learning Engineer who specializes in trading model’s optimization and opinion mining of social networks, e.g. Twitter. He was the Participant of III stage of Ukrainian Olympiad in Informatics and programming contest held by Minor Academy of Sciences of Ukraine. Rinat holds Bachelor’s degree in Reprography, NTUU “KPI"
VIX research using statistical methods
Launch of VIX trading algo using VIX ETF
Top ML researches joining Tesoro Team
Start of development of AI “Black hole” algo
Further research of VIX and VIX term structure
Launch of VIX trading algorithm using VX futures combos
1st working neural network architecture implemented
Series of practical experiments were hold in Tesoro (more details in Research section)
Appropriate algo ranking system is developed
Advanced accounting of trading commissions is implemented
Liquidity issues fixed
New advanced neural network architectures are implemented
Advanced Backtester with Algo parameters optimization feature is developed
Algo backtesting and bug fixing
Launch of cutting-edge new AI long/short “Black hole” algo on cyryptomarkets