Creating Robust Portfolios

through

Intelligent
Asset
Allocation

Our Mission

Scanning 40,000 stocks every minute, analyzing and extracting intelligence while executing trading decisions to create a robust portfolio is an impossible task for the human brain. Our algorithms generate trading decisions at lightning-fast speeds while excluding psychology from the investment process.
Empowering investment decisions using artificial intelligence, machine learning and statistical methods for:
  • Liquid stock markets
  • Cryptocurrencies
  • Foreign exchange market

Our Goals

Currently, we are focused solely on algorithm development for liquid stocks and select derivatives. In our next phase, we will expand our scope of equities. Also cryptocurrencies and foreign currency exchange markets will be added to our investable universe.

Our Products

Intelligent Asset Allocator (IAA)

Modern portfolio theory, as laid down by Markowitz, gives a mathematical recipe for asset allocation. However, the solutions of this method suffers from instabilities arising from parameter uncertainties. At Zorc Finance we have developed Bayesian tools to conduct asset allocation that is both optimal and stable.

RobotBroker

An important problem in algorithmic finance is finding the optimal trading trajectory for a set of financial instruments that jointly maximizes the expected profits, reducing risk and accounting for trading costs. Through our research efforts, we have developed the Robobroker to find the optimal trajectory under realistic market conditions.

zOrcFolio

A high diversified, algorithmically created portfolio produces large volumes of statistical data that is difficult to grasp by the human mind.  We developed financial and statistical visualizations employing VR technologies to solve this problem. Our tool allows for the rapid extraction of visual insights, such as the statistical parameters influencing your portfolio.  This free tool can be used to benchmark and backtest the results of a manually chosen portfolio with the results from the IAA.

Our Research

We are constantly exploring the latest cutting-edge technologies and statistical methods to apply to our products including
  • Quantum computing
  • VR-technologies
  • Reinforcement learning algorithms

Our People

Oscar Javier Hernandez

    Managing Director/Co-Founder
Oscar has a Ph.D from the University of British Columbia specializing in computational nuclear physics. His thesis research also focused on the quantification of the uncertainty from nuclear force models.
Co-Founder

Pit Wegner

Data Scientist
Pit is a masters student of Digital Health at the Hasso Plattner Institute in Potsdam. His major fields of interest are processes and automation, supported by the development of machine learning algorithms.

Fabian Pottbäcker

     Backend Engineer
Fabian has a degree in computer science from the Hasso Plattner Institute.
He specializes on application security and efficient algorithms.

Stefan Schmitt

Data Scientist
Stefan is a managing director at Zorc Cybernetics specializing in AI, machine learning and big data systems. He has a range of managerial experience in the IT field.