Teodin Labs helps financial brokerage firms make better client-book decisions through machine learning, market analysis, and real-time decision support.
Machine learning applied to market data and client behavior — so brokers can act with confidence when it matters most.
Teodin Labs specializes in data science solutions for financial brokerage firms. We identify patterns in market data and client behavior, helping our clients make informed decisions during periods of volatility and uncertainty.
Our approach combines rigorous quantitative analysis with production-grade implementation — actionable insights that directly improve client-book management and risk assessment.
From clustering client portfolios by risk profile, to meta-learning trading systems that select their own prediction methodology, our work spans research and live deployment.
Specialized data science services focused on pattern recognition and decision support.
Advanced clustering to segment and analyze client portfolios — identifying risk patterns and behavioral trends that drive decisions during market events.
Dynamic Time Warping analysis to find recurring structures in market data and predict client responses to volatility and macro events.
Custom analytics platforms delivering actionable insight for client-book management, fusing pattern analysis with live market data.
A meta-learning approach to algorithmic trading — PPO that selects prediction methodologies instead of predicting prices.
Instead of building yet another price predictor, the system uses Proximal Policy Optimization to learn which of 10 methodologies — from ARIMA and GARCH to LSTM and WaveNet — performs best under current market microstructure conditions.
A dual-head PPO policy consumes a 22-dimensional feature vector of price dynamics, volume patterns, and regime classifications, publishing live signals through Redis with sub-second latency.
Full implementation: github.com/egemen-candir/High-Performance-MFT-System
Educational and research purposes.
From algorithmic trading to client analytics — and live tools you can use right now.
A live market dashboard tracking the AI infrastructure supply chain — memory, server builders, connectors, PCB, cooling, power, networking. Four-hour rolling momentum plus a cumulative trend of the rolling 4h moving average over one trading week, computed from 1-hour bars across US, Taiwan, Korea, Hong Kong and Shenzhen exchanges.
Launch live dashboard →Meta-learning trading system using PPO to select optimal prediction methodologies rather than predict prices directly — evaluating 10 methods and adapting to changing market regimes.
View overview →Proprietary K-means system for brokers that segments clients by trading patterns and risk profiles, enabling better portfolio management through volatile periods.
DTW-based tooling that identifies how different client segments respond to market events — predictive insight for client-book management strategy.
Discuss how Teodin Labs can help your brokerage leverage data science for better decisions.
Boston, Massachusetts
United States
info@teodinlabs.com
Financial brokerage consulting
Data science solutions
K-means · DTW · PPO
Python / R
Machine learning frameworks