stratsphera is a portal dedicated to the development of investment algorithms in different markets, with a special focus on Brazil. On the portal, users will be able to create their own strategies using the various databases that are available, conducting researches and competing for prizes in competitions.
Our mission is to simplify access to all the steps involved in Algo Trading – from creating ideas to monetizing strategies.
What is Algo Trading?
An algorithm can be defined as a system of finite and objective rules, capable of processing data and performing actions at speeds that are not possible for humans.
Algo Trading is the investment strategy that uses algorithms to automate asset allocation decision processes. Emotions are taken from the equation, as the algorithm will perform exactly what the codified rules command.
stratsphera was founded by a BTG Pactual strategy team, who envisioned the platform through a project aimed at creating proprietary simulation tools. The idea of making this tool available to a community interested in Algo Trading, along with providing data libraries not explored by other portals, seemed like the natural way of going forward with the project. The portal aims to motivate new generations of Algo Traders and, to do so, we took advantage of our academic synergies to provide specific content to stratsphera.
stratsphera is sponsored by BTG Pactual, the institution that also funds the competitions.
Bruno Fânzeres dos Santos
Mr. Santos holds a degree in Electric and Industrial Engineering from Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio). He also holds a master’s and PhD degree in Operationl Research from PUC-Rio. He worked at the Georgia Institute of Technology (GA Tech) during his doctorate program. Mr. Santos is currently a researcher at the Laboratory of Applied Mathematical Programming and Statistics (LAMPS) and a professor of the main teaching staff of the Industrial Engineering department, both at PUC-Rio.
Davi Michel Valladão
Mr. Valladão holds a degree in Electric and Industrial Engineering from Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio). He also holds a master’s degree in Actuarial Science and Finance (2008) and a PhD in Decision Support Systems (2011), both at PUC-Rio. Professor of the Industrial Engineering Department of the Pontifical Catholic University of Rio de Janeiro (PUC-Rio). His research interests are optimization under uncertainty and risk analysis for financial applications, in particular, Asset and Liability Management (ALM), Corporate Finance and Portfolio Selection. Prior to joining PUC-Rio as a teacher, Mr. Valladão was a member of the Natural Resources Optimization group at IBM Research – Brazil. As part of his doctoral program, he was a visiting researcher in the Department of Operations Research and Financial Engineering (ORFE) at Princeton University.
Mr. Mirapalheta holds a degree in Business Administration from EAESP/FGV. He also holds a degree in Electric Engineering (UFRGS), and a master’s and PhD degree in Business Administration (EAESP/FGV). His research interests include Big Data, Operational Research and Risk Models. He is a director at Inventive Solutions, a consulting firm specialized in improving the performance of sales teams. Mr. Mirapalheta worked during 20 years at American multinational technology companies such as Sun Microsystems and IBM Brasil, where he was director and software sales manager for Brazil, Argentina and Chile.
Marcos C. S. Carreira
Mr. Carreira holds a PhD degree in Applied Mathematics from École Polytechnique, a degree in Engineering from Instituto Tecnológico de Aeronáutica (ITA) and a master’s degree in Economics from Insper. He has over 20 years of professional experience in the Brazilian market, having been a Managing Director at Credit Suisse (responsible for the FX and Fixed Income trading desks) and a Technical Modeling Director at BM&FBovespa. He began his career at Banco de Investimentos Garantia. Mr. Carreira is co-author of the book ‘Brazilian Derivatives and Securities’ and was a professor of the MECAI course for the Professional Master in Finance Mathematics program at ICMC-USP.
Mr. Jaimungal is the current Director of the professional Masters of Financial Insurance program in the Department of Statistical Sciences, and teacher in the Mathematical Finance Program at the University of Toronto, as well as the PhD and MSc programs in the Department of Statistical Sciences. Mr. Jaimungal is also the current Chair (former Vice Chair; former Program Director) for the SIAM activity group in Financial Mathematics and Engineering (SIAG/FM&E), and an Associate Editor for the SIAM Journal on Financial Mathematics (SIFIN), the International Journal of Theoretical and Applied Finance (IJTAF), High Frequency, Journal of Risks and Argo. He is also a founding board member of the Commodities and Energy Markets Association.