Weyls.
A trading firm at the intersection of
financial markets and technology.
We participate in markets
with our own capital.
Weyls applies quantitative methods to trading and liquidity across electronic markets. Our activities encompass a range of systematic strategies, connected by a common research and technology framework.
We study how prices relate to one another, how information enters a market and how liquidity changes. Those observations inform the positions we take and the prices at which we are prepared to trade.
What we doResearch, engineering
and trading.
In close connection.
The work moves between disciplines. A research finding has implications for implementation; the behaviour of an execution system raises new research questions.
Research examines the relationships in the data. Engineering connects models to markets through data, pricing and execution systems. Trading brings those decisions into contact with liquidity, inventory and risk.
A common framework allows different strategies to be assessed in relation to one another, as well as on their own terms.
Risk is part of
the trading decision.
An estimate of value does not, by itself, determine a trade. The exposure it creates, the liquidity available to adjust a position and the cost of execution all influence the decision.
Across strategies, the same market factor can appear in different forms. Looking at the portfolio as a whole is essential to understanding those shared exposures and their consequences.