U.S. and China Markets | Statistical Arbitrage | High-Throughput Systems
Teza’s equities business spans thousands of instruments across U.S. and APAC markets, combining scale with precision. Since its launch in 2017, it has become our largest research area, with teams in New York and London.
Our approach integrates market structure expertise with portfolio-level optimization. Strategies are market-neutral and statistically driven, processing over 500 billion market data packets daily. The models absorb fundamental, alternative, and intraday data to construct diversified portfolios, aiming for optimal risk-adjusted returns.
GLOBAL FRAMEWORK, LOCAL INSIGHT
We operate with a culture of shared best practices and unified systems, ensuring consistency while adapting to local market conditions
Commodities | Macro-Micro Supply Dynamics | Causal Modeling
In our futures business, we model supply and demand across global commodities, bonds, and currencies, using a framework built on market microstructure and economic causality.
We analyze the full lifecycle of a commodity – upstream, midstream, downstream – to develop predictive models rooted in real-world mechanics. Teams are organized around specific phenomena across the macro-to-micro spectrum, capturing unique drivers across metals, agriculture, energy, and exotics.
Operating since 2009, Teza has developed proprietary tools for tick-level real-time information capture, allowing us to measure market participant behavior with precision. We process 100+ billion market data packets daily, balancing theory and throughput.
Our strategies remain uncorrelated and forward-looking, relying not on fitted returns, but on modeled behavior.
Volatility Surfaces | Correlation Models | Portfolio Integration
We are expanding into the options market, building strategies that draw on our firm-wide capabilities in equities and futures.
Our focus is on developing volatility-aware models that account for dynamic correlation structures, market microstructure, and execution risk. The goal: to create a modular and scalable options platform that integrates naturally into our cross-asset strategies.
The mechanics behind quant quake contagion.
Teza Research on Book Liquidations
Low-Latency Infrastructure | Real-Time Systems | Scalable Research Stack
We build robust, scalable systems that power our trading infrastructure. Engineers work closely with researchers to create intelligent models that can analyze massive data streams and respond instantly.
We design for peak performance under market stress. Our systems must remain resilient during volatility spikes, where execution precision becomes critical.
LLMs | Neural Networks | Machine-Learned Alpha
Teza’s AI group develops deep learning architectures – including LLMs and neural nets – to uncover hidden signals in financial markets.
We explore how transformer models and AI can reshape signal discovery, portfolio construction, and even text interpretation of news and social media.
Our systems analyze large volumes of data, detecting non-linear patterns and pricing anomalies beyond human perception.
These models help us create more adaptive, intelligent, and risk-aware strategies, improving our ability to respond to shifting regimes.
We see AI as more than a toolkit – it’s a research philosophy embedded into every stage of our trading lifecycle.
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