GARRISON RESEARCH
Autoresearch for alpha generation.
Our approach
Agents that learn the market.
Trading models are fitted on historical data and are inflexible to regime shifts.
We train reinforcement learning agents instead. They act, observe the outcome and update their policy.
Reinforcement learning
Agents learn what to trade and how much from reward, not hand-written rules, and find strategies.
Team
Expertise in trading, statistics, and AI.
CEO
Buck Arney
Trading operations at a tier-one high-frequency firm. B.S., Northwestern.
CTO
Jiale Chen
PhD candidate in Statistics, Northwestern.
Advisors
Zhaoran Wang
Professor, Northwestern University. Foundational work on AI agents, 13,000+ citations.
Zhuoran Yang
Professor, Yale University. Statistics and causal modeling.
Ethan Fang
Professor, Duke University. Reinforcement learning, optimization and statistics.
Contact