Aura Point Capital

Research

Our research team pushes the limits of machine learning and signal discovery across global asset classes.

Research Areas

Machine Learning

Deep learning, ensemble methods, and reinforcement learning applied to financial time series and cross‑sectional data.

Alternative Data

Satellite imagery, social sentiment, supply chain analytics, and other non‑traditional information sources.

Market Microstructure

Order flow analysis, liquidity modeling, and execution optimization across global markets.

Methodology

Feature Engineering

Systematic transformation of raw data into predictive signals using domain expertise and automated discovery.

Model Validation

Rigorous backtesting, walk‑forward analysis, and out‑of‑sample testing across multiple market regimes.

Risk Attribution

Decomposition of returns into systematic factors and idiosyncratic components for better risk understanding.

Innovation Focus

Explainable AI

Developing interpretable models that provide insight into decision‑making processes and risk drivers.

Real‑Time Analytics

Low‑latency data processing and model inference for rapid adaptation to changing market conditions.

Cross‑Asset Signals

Identifying relationships and spillover effects across equity, fixed income, currency, and commodity markets.