We endeavor to work on ideas that service an underserved or neglected market where modern technology and data science applications can play a significant role in reigniting market demand. We prefer ideas related to the financial services industry as it fits the founders’ background and expertise, but we welcome ideas from all industry sectors. We do focus on data and the available infrastructure to make realistic data science applications. We are generally agnostic towards technology choices, but we prefer to build a bespoke robust technology stack instead of adopting the latest trend in technology.
Our approach to automation and systems trading does not preclude the role of human oversight or expert judgement. Our ability to convert analog trading experience and expertise into a programmable software product is at our core fundamentals. The strength in R&D capabilities gives us the ability to demonstrate and execute our plans.
AlgoReturns.com is built on decades of founder’s experience in risk management, investments & asset management, and technology management in the US financial services industry. Algo’s principals have hands-on experience in building algorithms to support their primary job responsibilities.
Mr. Rentschler has 30+ years of experience in the financial services industry, focusing primarily on research in high yield, private equity, mezzanine, distressed debt and corporate restructurings across a broad range of industries. He has executed hundreds of transactions and invested billions of dollars based upon his analyses. Mr. Rentschler started his career as an associate in the valuation practice at Deloitte & Touche. He then joined the Huff Companies and was part of the core team that grew assets under management from less than $350mm to over $20 billion in his 16 years with the firm, progressing from a research analyst to Research Director and partner. During his tenure at Huff, Mr. Rentschler worked closely with the portfolio companies, serving as acting CEO for one, and was a board member of several others.
After leaving Huff, Mr. Rentschler joined a turnaround and restructuring firm before founding Rentschler & McIntyre which was a general financial consulting firm. He also worked as a consultant with Washington Corner Capital Management, a family office.
Mr. Rentschler holds a BA Economics from the Pennsylvania State University, and an MBA (Finance) from Lehigh University. He is a Chartered Financial Analyst (CFA) charterholder.
Erik Mayo has 20+ years of experience investing in hedge funds and systematic strategies for endowments, foundations and wealthy individuals across the globe. He is an active investor and advisor to early-stage companies in the US and Latin America in fintech and digital asset strategies. Mr. Mayo proposed the strategy that became the initial SOMM/Seven Seas AAVE Cellar. Two decades of experience in direct and fund special situations, systematic trading and credit investing including financing of renewables through ABS and off-taker agreements as a Partner at Terra Incognita Capital and Fintan Partners. Deep emerging markets, structured credit, and special situations portfolio management experience. International expertise focused on fixed income, derivatives, investment, and risk management. Before founding Fintan Partners, Erik worked as an Investment Associate of Absolute Return at Stanford Management Company. Prior to joining Stanford, Erik worked as an analyst with Lazard Asset Management and at Bankers Trust in risk management and trading systems. Erik earned a B.S. in Economics from the Wharton School of the University of Pennsylvania.
Mr. Seguin has spent 30+ years in the commodity futures market as a Commodity Market Trader, Analyst, Strategist, and Educator. He has been a futures market broker on the floors of the largest futures exchanges for several large financial services companies including Discount Corporation of New York, Greenwich Capital Markets, Sanwa Securities LLC, Sanwa Bank, and FIMAT. Mr. Seguin has developed a unique perspective from his bird’s eye view of auction markets as an FCM and his commitment to the logic of Market Profile. For nearly 25 years he has combined his deep understanding of Market Profile’s auction market dynamics with the real-world knowledge of how markets function, and how individuals and institutions act in those markets.
In 1992, while at Sanwa Securities, the primary dealer arm of Sanwa Bank USA, Mr. Seguin developed a novel proprietary Market Profile tool that advanced Peter Steidlmayer’s Market Profile concepts to longer timeframes, specifically Weekly, Monthly, and Quarterly periodicities. Mr. Seguin eventually launched this as MacroGraph, a unique charting tool for commodity, forex, and stock market traders and investors.
Mr. Seguin received a BA in Sociology and Education from Lewis University.
Mr. Gandhi has 15 years of experience blending law, finance, and technology. Mr. Gandhi began his career in the legal department of the New York Stock Exchange and then practiced securities law with various firms in New York City. He was also a Vice President with Legalease, LLC, a legal process outsourcing company. For the past 5 years, Mr. Gandhi has had his own law practice. Mr. Gandhi focuses his law practice on advising financial companies and technology startups.
Mr. Gandhi holds a BA in Economics from New York University and a JD from Fordham Law School. He is admitted to practice law in New York and New Jersey.
Algo’s technology team is lead by a CTO with 30+ years of IT experience, of which over 20 years have been in Financial Services. Algo’s CTO has managed the delivery of systems across Trading, Compliance, Credit, Market and Liquidity Risk, Portfolio Management, and Commercial Real Estate.
Algo has a focus on data and the available infrastructure to make realistic data science applications. To that extent we use industry standard statistical and computational packages for initial R&D followed by the development of custom and proprietary algorithms. We specialize in developing trade-secret algorithms and managing their deployment and custody processes. We believe in a minimalist team structure and are most comfortable with talent that can work independently across a broad spectrum of the technology stack. Two of Algo’s founders remain active as programmers bringing a seasoned practitioner’s perspective into software development.
Algo prioritizes a working solution (in some cases this can be a “Proof of Concept”) that satisfies a business need over a technology solution that satisfies a technology need. Algo can build a working prototype whose results can be observed and monitored by end users to improve the prototype and simultaneously make a tangible object model for absorption into the desired technology stack. Algo views technology as an enabler instead of a constraint.
We operate in a virtual office setup. Please email us at info@algoreturns.com
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LEGAL DISCLAIMER:
It is the nature of commodity and securities trading that where there is the opportunity for profit, there is also the risk of loss. Commodity trading involves a certain degree of risk, and may not be suitable for all investors. Past performance is not indicative of future results. Information contained herein is not an offer to sell securities or the solicitation of an offer to buy securities, nor shall there be any offer of securities in any jurisdiction in which such offer, solicitation or sale would be unlawful prior to registration or qualification under the securities laws of such jurisdiction, including without limitation applicable federal or state laws. Not a member of NFA. Please read NFA’s Rule 2-29 pertaining to communication with public and promotional material.