The Right Computation.

We build instruments.

Financial Engineering Quantitative Finance

We connect data and knowledge to observe and measure change, developing tools for decisions and action.

Explore instruments & algorithmsSince 2017
Computation
y = f(x) = x²

Each input x maps to f(x) = x² on the curve.

Instruments & Algorithms.

We develop the algorithms behind our instruments, refining both through data and observation.

Event Intelligence

EventTransmission.

Measure the reach, strength, and timing of an event’s impact.

Follow how an event affects connected markets, industries, and economic conditions. Measure its reach, strength, and delay as new information changes the scenario outlook.

ReachStrengthDelay
Explore Event Transmission
Impact propagationIllustrative study
Information arrives. Scenario estimates change.Illustrative propagation
A moving measurementIllustrative study
The moving window measures each interval’s shape.Local range

Calibration

RollingCaliper.

Match the measurement to the data.

Scan chart intervals, compare their shape and variation, and fit indicators and parameters to the observed conditions. As the observation window moves, reassess whether the measurement remains appropriate for the current conditions.

ShapeSelectionCalibration
Explore Rolling Caliper

Market movement

VectorMomentum.

Read market movement through Vector and Momentum.

An algorithmic approach to tradable items in motion, using the concepts of force, velocity, acceleration, and direction.

VectorMomentum
Explore Vector Momentum
Vector & MomentumIllustrative study
Direction and velocity in blue. Motion history in amber.Activation & momentum

Systems & Execution

Trading System.

We configure Trading Systems for your strategy and trading environment.

We offer base and integrated systems built around the APIs you use. Configure indicators and trading rules, and choose fully automatic or semi-automatic operation to suit your strategy. Additional features can be tailored to your requirements.

Trading SystemIntegrated · API-based · Tailored
Demo · simulated
Paper replay
Impact propagationBroker API · SandboxReach · Strength · Delay
DEMO-A5 min · synthetic prices
109.42Normalized price
PriceEMA 21
Replay bar 140Volume · indicator overlay

Integrated & API-based

Connect multiple brokerages through an integrated system, or use a base system built for a broker or exchange API.

Automatic & Semi-automatic

Run your strategy automatically or keep approval in your hands. A dedicated system is available for Vector Momentum.

Configure & Tailor

Build on a range of indicators, set parameters and execution rules, and tailor the system to your trading workflow.

Data Structure & Development

Data your project can use.

From schema design to data management software.

We design how data is collected, connected, stored, and maintained, then build the software to manage it. Our work starts in finance and extends to business data.

Data ManagementStructure for a project
Example schema
EXAMPLE PROJECT

Product data

Schema v0.1

Scroll across to explore the schema.

1:n1:n1:n1:n

4 fields

  • iduuidPK
  • nametext
  • categorytext
  • created_attimestamp

5 fields

  • iduuidPK
  • item_iduuidFK
  • image_uritext
  • captured_attimestamp
  • metadatajsonb

5 fields

  • iduuidPK
  • observation_iduuidFK
  • model_run_iduuidFK
  • scoredecimal
  • confidencedecimal

3 fields

  • iduuidPK
  • model_versiontext
  • started_attimestamp

3 fields

  • iduuidPK
  • assessment_iduuidFK
  • ratinginteger
SELECT A TABLE

Trace an observation from its item to its assessment and feedback.

Journal & Education

How the world changes, and why.

We explore politics, economics, society, and policy through events, history, and ideas. Philosophy, science, mathematics, and technology offer further ways to understand their connections.

Journal

Independent essays on events, economies, societies, and the ideas that help explain them.

Visit Journal

Visual Lessons

One concept, explained through motion.

In preparation

Computational Studies

Visual explorations of computation, attention, learning, and probability.

Explore above

About

The right computation.

Batavia Project develops analytical instruments, algorithms, trading systems, and data infrastructure. Starting with the Vector Momentum Algorithm in 2017, our work has grown to explore event propagation, chart shape, and market movement.