SigTech’s Vera Shulgina demonstrates live examples of how to extract trading signals from two separate datasets available on the SigTech platform:
1. Technical signals for US 5Y Treasuries using IHSM data
2. Hypothesis driven signal for a consumer staples ETF using CPI data
This demo showcases the capabilities we believe will accelerate the adoption and speed of quant research:
Data in an integrated environment
Pairing data with capabilities that reduce friction in the research process, in a single environment, helps clients iterate through more datasets quicker.
More data in the cloud
Data access in the cloud is more flexible than ever. Zero-copy, zero-latency integrations are on the rise. Python is set to become 5x faster.
Cross-asset price transparency
Electronic markets are creating price transparency for asset classes that have historically been opaque, unlocking new areas for quant research and data utilization.
New Idea generation is king again
With the platform-ification of technology capabilities, clients can focus on generating investment ideas and bringing them to market quickly.