Ahmad leveraged his in-depth knowledge of machine learning, algorithmic design, and market micro-structure across multiple markets and asset classes to create Data One’s Directional Probability platform. The platform is built for efficient and dynamic research & development, alpha-generation, and machine learning-driven execution with a focus on hedging and risk management. Its next generation design allows it to consume massive amounts of structured and unstructured data to produce real-time probabilities for markets and individual securities--continuously learning new information, detecting patterns across millions of relationships, and standardizing behavioral tendencies through time. “There is no question in my mind that Data One is light years ahead of its time when it comes to infusing machine learning into conventional execution strategies. For the first time in my trading career, the LIVE Sharpe ratio and returns of our ML-driven execution are consistently outperforming the simulations using conventional execution algorithms,” adds Ahmad.
With Innovation comes Success
A large investment bank leveraged Data One’s ML platform to enhance their market making capabilities. Another firm is utilizing the Data One execution engine to achieve more efficient execution and enhance its returns.
Data One’s platform standardizes market behavior by systematically constructing security-specific DNA strings capable of predicting short term price movements
8 months analyses of Data One’s Live SPY (S&P 500) strategy executed through the Machine Learning based engine vs. conventional algorithms (TWAP / INLINE). Strategy is active 5-10 times a month.
“Data One deploys algorithms and creates effective execution solutions to solve each of its client’s complex problems. We have demonstrable data that showcases our technology’s outperformance versus conventional algorithms like VWAP, TWAP, or INLINE,” adds Ahmad.
With plans to expand horizontally and vertically, the firm is seeking to continue to grow its foothold in the equities space by providing enhanced execution solutions to satisfy many different client needs. “The goal is to become a niche player and create more success stories in the equities space and then expand to other asset classes and geographical areas,” concludes Ahmad.