Data One Global: Machine Learning (ML) Driven Execution for Systematic Trading

"Data One is the product of an overregulated financial industry that was created after the 2008 economic meltdown," says Ahmad Nahhas, Founder and Chief Architect of Data One Global LLC. When the financial crisis occurred, the major banks focused primarily on cost cutting in an effort to survive. Ahmad, who spent the majority of his career designing and implementing predictive quant models for several of Wall Street’s banks, set out to capture the opportunity created by this lack of innovation. In 2013, Ahmad formed Data One Global to create leading trading products for the financial services industry.

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.