SigOpt is a SaaS optimization platform that enables algorithmic traders to maximize predictive power and alpha, by quickly finding the best parameter configurations for their trading strategies and models. SigOpt optimizes trading strategies up to 100x faster than standard methods while also delivering superior results. SigOpt can find hidden alpha in algorithmic trading models and maximize returns, model accuracy, or any underlying metric.
SigOpt’s API seamlessly integrates with any platform by ingesting only model parameters and an output metric rather than the underlying proprietary data or trading strategy. SigOpt applies an ensemble of Bayesian optimization strategies behind our simple SaaS API and bolts on top of any pipeline allowing you to easily find the best configuration of your models.
SigOpt is headquartered in San Francisco, CA and has raised financing from Andreessen Horowitz, Y Combinator and Stanford University.