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AELNOR COMMUNITY

Investment research

About Aelnor

Aelnor is a proof of concept of connection between brokers, analysis of large datasets and advanced statistical modelling with relatively small budget. The project is created by a closed community which is maintaining and developing trading models and analytical software for this purpose. Aelnor is closed community project with no desire to scale its models beyond our servers. Currently, we neither sell anything nor offer anything. This web is a presentation of methods and techniques that we share with public for academic purposes. Project was funded by angel investors and is lead by Tomáš Veselý.

Knowledge gained in trading is used for our long term goal.

Our work

We manage one model which consist of several strategies and two portfolios now. Our algorithms pick the top performing strategies developed by machine learning from lagging portfolio to leading portfolio when certain conditions are met. The model was launched in 1. 8. 2017. We developed a data analysis software for trading purposes. We also created method for evaluation portfolio return for corporate clients based on blockchain technology. We also have access to BUY DIP models on Algotrading and their real performance.

01.

Our goal

Our goal is to either confirm or rebut the following hypothesis: "Our algorithms return is above 10% on diversified portfolio three years in row." Our long term goal is to use knowledge gained in trading and market analysis in Elisinor video game mechanisms, which will be commercialized.

02.

Research documents

From time to time research papers are released which describe our analytical software and methods we use. A lot of methods are modified version of existing knowledge, some of them are purely ours. Most of the calculations we use are open-sourced or publicly stated in research papers.

03.

History

Aelnor started as student project when we needed a software for data collection and analytics of financial markets. Community was formed around it and helped to create Strategy manager. Later, a video game idea emerged, inspiring us to use our acquired knowledge of financial market analysis in the game mechanisms.

Statistical modelling

Quantitative research

We focused on analysing stock markets in R using time series analysis and data mining processes.

Currently not available
Trading and analysis

Strategy manager platform

We developed a software for data collection, analysis and portfolio management of our models. Parts of this software are open source under MIT for academic purposes.

Take a look

Long term goal

Our long term goal is to build a video game which opens possibility for player to reshape reality. The game uses core principles of global financial markets and principles of algorithmic trading in its unique game mechanisms. We want to give players ability to recreate Earth and offer the widest reality-based digitized model of Earth. Game design is currently being written. The project is called Elisinor.

Our team

Our team consist of 4 members who actively push the project forward and several contributors. Among our contributors we can name Jan Veselý who helped created backend of our Strategy manager, Gentman from SQ forum and Roman M.

Cooperation

Our know-how includes tax and law solutions for quantitative models and their creators. If you are interested in setting up a meeting, leave us a message. Let's see if we can find any way of cooperation.

Tomáš Veselý

Tomáš Veselý is product owner and designer of the entire project. His portfolio includes numerous web design, CSS and frontend development as well as complete online marketing. He worked for EPH holding, one of the biggest gas supplier in Central Europe, in trading department as a trader and helped to establish firm for algorithmic trading.

Petr Pomazal

Petr Pomazal oversees the Aelnor and Elisinor projects and is one of the angel investor. He is a tax advisor and accountant with 10 years of practise. He has extensive trading knowledge especially in BUY DIP principles.

Yi Jhin Pang

Janice Jn Pang is responsible for our communication in English and Chinese. She has set up its own business in Asia and helps us to scale to Asian market.