Sujay Srivastava Email

Director Research . Trexquant Investment

Current Roles

Employees:
118
Revenue:
$26.8M
About
Trexquant trades a medium-frequency statistical arbitrage portfolio, which consists of thousands of Alphas (trading signals) and hundreds of Strategies (methods of combining Alphas). Alphas are developed from thousands of data variables and extensively back-tested to minimize overfitting. Strategies dynamically adjust allocations to Alphas depending on recent performance, which we feel makes the portfolio robust to regime shifts and macro-economic events. Capital is managed across 5,500+ cash equity positions across the United States, Europe, Japan, Australia, and Canada.
Trexquant Investment Address
300 First Stamford Place
Stamford, CT
United States
Trexquant Investment Email

Past Companies

Trexquant Investment LPDirector of Research
Trexquant (Statistical Arbitrage Equity Fund)Trading Strategist
Columbia UniversityMS in Financial Engineering Candidate 2012

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