The Paradigm shift from Econometrics to Machine Learning
Our technology stack automates trading and quoting policies with the superior predictive characteristics of deep learning. We apply neural networks to the microstructures of auctions to exploit the maximum predictive value from all patterns inherent in the data feed and constantly adjust to new market regimes.
Since market making has gone under growing pressure from regulation and rapidly changing technology, continuous process automation, and risk minimization is rising the demand for artificially intelligent systems. Market makers can deploy AI systems to generate new quoting policies and creating risk monitoring systems for their existing models.
By viewing market making as an integrated process be optimized as a whole, deep-learning algorithms offer a promising approach for an entirely new market maker in emerging asset classes, such as Cryptos.
Our Solution Scope
AI policy systems for high-frequency products that minimize model risk without significant overhead. AI prediction systems for medium-frequency products which serve as an additional analytics tool for trade/quoting decisions.
Order optimization layer for execution management systems. Predictive inventory management layer for in-house order matching.
Data feed enrichment with deep learning based predictions, provision of complete (re-)simulation environments, liquidity monitoring, and detection of fraudulent behavior.
We are providing liquidity to crypto & their derivative markets by using neural networks to generate quoting policies and predictively manage the inventory. Crypto markets are a valuable opportunity for us to build up distinct expertise in a growing asset and represents an environment where we test our latest technology.
We started MX Trading ...In early 2017, Merantix began to explore financial trading together with an industry expert who has a long track record in medium and high-frequency market making. For these frequencies, the amount of order book updates available make it an optimal use case for neural networks. Early on we used ML approaches for signal processing and deployed an LSTM model to achieve accurate time series predictions. MX Trading then began to live trade on established FX and crypto markets to gain relevant experience and establish the necessary trading infrastructure. After moving to market making, we received requests from specialized financial firms wanting to implement our DL models on their infrastructure. Seeing as MX Trading’s core competence is the application of deep learning technology to financial trading, we began to offer a range of solutions for financial institutions.
Careers at Merantix
We are looking for Machine Intelligence Engineers, Software & Data Engineers, entrepreneurs, and industry experts to join our team