We employ a disciplined research process which follows scientific method. Trading and systematic experience guide our research objectives which are validated by the unbiased judgement of the research results. The developed algorithms include many unique and innovative features taking ideas from different branches of science and engineering. All elements of the trading strategies are backed by rigorous and extensive testing that shows consistency over many time frames and environments.
Tesoro investments is the 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 algorithmic information theory and some other ways of quantitative analysis with the main focus on financial research and algorithmic trading.
Our investment and trading process based on appropriate systematic algorithmic approach with fully automated execution which relies on the ultimate knowledge and long-term quantitative research. Market volatility creates an opportunity to use systematic long/short strategies to potentially generate superior performance by capturing both bull and bear markets. Our adaptable trading system is expected to achieve much better performance compared to a buy and hold strategy.
Our risk management framework constantly monitor various types of risks as managing risk and preserving capital are of primary importance to us. Besides our trading systems do not use leverage as the way to boost performance. And although there is no absolute guarantee that it will prevent losses to occur we aim to deliver superior risk-adjusted returns.
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 is the extraordinary AI/ML specialist who invented and implemented face recognition system in Viewdle (acquired by Google) and managed the team which created face-tracking technology of Snap lenses. Roman won Bronze medal at the International Olympiad in Informatics and ACM International Programming contest. He holds Masters degree in Applied Mathematics from Kiev National University.
Roman Bilyi is the well-recognized specialist in ML and AI, who worked as a key researcher in several AI startups. Roman won Bronze medal in ACM ICPC World Finals. Also he reached the 11th place at Facebook hackers Cup finals, 2018 among 8216 participants. Roman 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"
Advanced market making algorithm is developed
Launch of cutting-edge new AI long/short “Black hole” algo on cyryptomarkets
Algo backtesting and bug fixing
Advanced Backtester with Algo parameters optimization feature is developed
Based on internal research pivot to cryptomarkets was made due to much higher risk/reward ratio
New advanced neural network architectures are implemented
Liquidity issues fixed
Proprietary algo ranking system is developed
Series of practical experiments were hold in Tesoro (more details in Research section)
Launch of VIX trading algorithm using VX futures combos
1st working neural network architecture implemented
Extended deep research of VIX and VIX term structure
Start of the development of brand new AI “Black hole” trading algo
Top AI/ML researchers joined Tesoro Investments
Launch of VIX trading algo using VIX ETFs
VIX research using statistical methods