About us
"If one puts an infinity number of monkeys in front of (strongly built) typewriters, and lets them clap away, there is a certainty that one of them would come out with an exact version of the Iliad... Would any reader invest his life's savings, that the (hero) monkey would write the Odysee next?" (by N. Taleb (2004): Fooled by Randomness, S. 135)
There are many ideas for automated trading strategies out there. But only few strategies are sucessfully implemented in software. Most of these strategies only look good on paper but fail to beat the benchmark performance of the blind monkeys trading on the bid and ask quote. This is true for execution algos as well as proprietary traders. We are determined to make algorithmic trading software work. The tricky part is not to develop an idea but to transform this into a software based reality. For us the art of investing lies not in predicting all possibilities and probabilities of the future but in determining a robust physical model capable of describing financial markets behaviour. We use physics to analyze incoming mass data from stock markets in realtime. Chaos theory allows for a high level of transparency in trading because it gives us the chance to see systematic behaviour where others only see chaos.
The Roots of the Tempelhove Project
Tempelhove was an independent science project directed at developing algorithmic trading strategies. Until 2009 the project was funded by the German Federal Ministry of Economics and the European Union under the program name EXIST. We are since associated with the University of Potsdam and hold close ties with Humboldt University of Berlin. The development laboratory of Tempelhove has moved to Potsdam Babelsberg. From this base we do data mining on financial market downstreams, develop physical models applicable to financial markets, and run a production environment for our algorithmic trading suite.
