Market Making and Intraday Alpha
Our market making and intraday alpha business brings advanced data science and ultra-low latency execution capabilities together to provide liquidity in equity, futures, and ETF markets across the globe.
Options Trading
Our options market making business leverages our high performance proprietary options platform alongside sophisticated forecast research to make markets on 15 US options exchanges.
Client Trading
Our client trading business provides reliable liquidity and execution capabilities alongside attentive customer service in our wholesale market making, algorithmic trading services, and single dealer platform offerings.
Our Culture
We take pride in our important role in making the world's financial markets more efficient. Our edge over our competitors is derived from our culture, which encourages innovation through independent thinking, collaborative problem-solving, and lifelong learning and growth.
Quantitative Researcher
Meet Vincent, who works in high frequency equities research.
9:30am
Morning Backtest
9:30am
Morning Backtest
There is no typical day as a researcher. This morning I’m backtesting a model I developed. My goal is to leverage our research infrastructure and vast data assets to develop a model that predicts future price moves. These predictions are in turn used by strategies to make winning bets.
11:30am
Data Pipeline Review
11:30am
Data Pipeline Review
While my backtest is running, I tweak the data pipeline for another project. I often work on more than one project at a time, which keeps my days very dynamic. I knew that joining Two Sigma Securities would provide me access to a lot of resources, but I was surprised by the diverse array of internal products and computing resources here.
12:15pm
Lunch in SoHo
12:15pm
Lunch in SoHo
I grab lunch in SoHo with my friend Ilya, who is also part of the Two Sigma Securities team. One of the things I really value about our team is that our colleagues are excited to share their learnings with you so you can build off of their experiences. The organization as a whole emphasizes collaboration over competition.
1:30pm
Colleague Brainstorm
1:30pm
Colleague Brainstorm
I start to brainstorm ideas for a third project I’d like to start in the upcoming weeks. I ask one of my colleagues to whiteboard with me as I develop my hypothesis.
3:15pm
Review Backtest Results
3:15pm
Review Backtest Results
My backtest results are back! I grab a snack from the pantry and review the results. I debate whether I should push them to production, but decide that there’s still room to optimize the model.
4:10pm
Provide Colleague Feedback
4:10pm
Provide Colleague Feedback
An engineering colleague of mine has requested that I provide her with feedback on a new infrastructure project we recently finished up. She’s hoping to advance levels this year, and I want to make sure my promotion feedback will enable her to continue to grow her career at Two Sigma Securities.
5:45pm
Set Up a Simulation
5:45pm
Set Up a Simulation
The work day is wrapping up so I bookmark a paper I want to read tomorrow morning and schedule a simulation to run over the weekend. It’s started to rain so I grab a Two Sigma umbrella from the front desk for my commute home.
I feel like I've grown a lot professionally and personally during my time at Two Sigma Securities. Beyond the access to fantastic data and computing capabilities and learning resources, I'm surrounded by colleagues who challenge me intellectually.
Ilya
Quantitative Researcher
It's been really exciting to help shape the business and take on important growth initiatives, while also getting to work and learn from some of the best minds in quantitative finance and engineering.
Thomas
Business Development
