gatpier
QUANTITATIVE FINANCE · ADVANCED COMPUTATION
Researching the systems
behind markets.
Mathematical models, scalable computation and machine learning for difficult questions in modern finance.
GATPIER / RESEARCH GROUP
RESEARCH FIRST
Rigorous ideas for
complex systems.
Gatpier works at the intersection of quantitative finance and advanced computational methods. We develop research frameworks for market analysis, risk management and derivatives pricing across equities, energy, precious metals and rates.
01 / METHODSOUR CAPABILITIES
Research that moves
from theory to compute.
We bring mathematical reasoning, software and scalable infrastructure into one research process.
Discuss a research question ↗THE RESEARCH STACK
Four connected
disciplines.
Mathematical modeling
Formulating market structure, uncertainty and nonlinear relationships as testable research questions.
Automatic differentiation
Efficient sensitivities and automatic Greeks for derivatives pricing and risk analysis.
High-performance computing
Parallel and distributed methods for computationally demanding financial problems.
Machine & deep learning
Data-driven methods for complex signals, representations and market analysis.
MARKET FIELD OF VIEW
Across assets.
Across relationships.
EquitiesEnergyPrecious metalsRates & derivatives
HOW WE WORK
A disciplined path
from question to insight.
- 01Frame
Define the question, assumptions and evidence.
- 02Model
Translate structure into a mathematical formulation.
- 03Compute
Apply scalable numerical and learning methods.
- 04Evaluate
Test sensitivities, limitations and interpretation.