Introduction

Sybil is a project that aims to create, tests and implements quantitative trading strategies that are based on real time data analysis of financial markets. These trading ideas will produce a set of rules that signals to the trader when to buy and when to hold and when to sell short the market. The trader in Sybil is an automated system that routes trades directly to markets via an electronic crossing network provided by brokers. There will be no human element in the production of trading signals, or in routing them to the markets. All decisions will be taken by the Sybil machine.

Sybil will trade in a variety of markets; the initial set of rules produced will be applied to the options market. In particular, Sybil will trade E-Mini SP500 options. The Models and trading ideas so far generated have also been found fruitful in stock, futures and other markets. On a later stage of the project, Sybil will implement a predefined set of rules to trade multiple markets.

Sibyl is funded by Pal Group of Companies, based in Abu Dhabi, United Arab Emirates.

If you are interested to know more about this project, please email at info@sibylfinance.com