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About Aelnor

Aelnor is a proof of concept of connection between brokers, analysis of time series 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 its server. 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 the community 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.

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

Methods that we use are modified version of existing knowledge, some of them are purely ours. Some of the calculations we use are open-sourced or publicly stated .

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.

Statistics
Trading and analysis

Strategy manager

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. The game uses core principles of global financial markets and principles of algorithmic trading in its unique game mechanisms. Game design is currently being written. The project is called Elisinor.

Video game

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 the architect of the entire project. His portfolio includes web design, CSS and frontend development as well as web analytics. He worked for EPH holding, one of the biggest gas supplier in Central Europe, in trading department as a trader.

Petr Pomazal

Petr Pomazal oversees the Aelnor and Elisinor projects and is one of the main idea bringer. 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

Yi Jhin Pang is responsible for our communication in English and Chinese.

Jan Veselý

Jan Veselý, a student of Czech engineering university ČVUT, is responsible for the backend solution of the platform, mainly for its libraries that handles calculations.

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