At Al Ramz, our Quantitative Research and Development team is dedicated to devising sophisticated strategies for the ever-evolving global markets. We integrate comprehensive research with advanced technology, harnessing mathematics, computational power, and machine learning to address the complexities of contemporary finance.
Our Expertise
Our team comprises specialists from disciplines such as quantitative finance, mathematics, physics, and computer science. They collaborate to analyze, identify opportunities, and manage risks. Utilizing advanced methodologies, we aim to enhance performance and optimize market operations.
Collaborations and Partnerships
Our achievements are bolstered by our collaborations with leading universities and industry experts. Partnerships with prestigious institutions ensure that we remain at the cutting edge of financial research and innovation. We are committed to sharing our findings to benefit the wider financial community.
Advancing Quantitative Finance
Our team not only engages in financial science but also contributes significantly to its advancement. Delve into our research and publications to uncover the insights and methodologies that are shaping the future of algorithmic trading and quantitative analysis.
The Boltzmann Equation in Finance (Preprint) by Michele Bogliardi, Zoubida Charif Khalifi, Yerkin Kitapbayev, Dr. Miquel Noguer Alonso, Giulio Occhionero, and Jorge P. Zubelli: A significant contribution to modern financial modeling and risk management, providing a novel framework to study the probability distribution of options.
Black-Scholes Renormalization by Giulio Occhionero and Michele Bogliardi: A novel perspective on the classic Black-Scholes and Merton formula.
Asset or Strategy Allocation for Semi-Optimal Sharpe Ratio by Giulio Occhionero and Michele Bogliardi: A systematic approach to enhancing portfolio Sharpe ratios.
