Mayfly Analytics Ltd is a tech startup founded by a small team of UK academics with a collective background in mathematics, physics and AI.
Our common interest in pattern detection within highly chaotic data has led to the development of a groundbreaking machine learning theory, based on a novel mathematical framework which is capable of identifying subtle patterns within Brownian-like time series data.
Our framework significantly outperforms industry standard approaches, and our recent research within the US equity market has shown an impressive, statistically proven, predictive power with price movements both long and short. By holding positions until a signal reverses a portfolio would generally have a holding granularity of 2- 3 days and even with simple strategies using these signals we have shown it is possible to generate significant alpha over and above the market trend.
We are now seeking interested parties who would like to review our research, looking for proof of predictive power and orthogonality, with a view to using our signals as a portfolio management component. To this end we have papers available as well as data and python notebooks to kick start analysis. Our current batch of models provide signals daily, at market open, for around 1000 of the most liquid US equities, and as we forward test with this data we would welcome joint analysis of the signals, which are available by SFTP or other API.
If you would like to know more, then please contact us with the link below.
Mayfly Analytics
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