Lake Shore Dynamics

The most realistic sense of market impact with AI-powered simulation

Proprietary Generative AI Model

Like an LLM for market time series data

Traditional back testing relies on historical data, limiting your ability to anticipate evolving market dynamics. Our proprietary generative AI creates realistic, high-fidelity synthetic data, allowing traders to test strategies with unlimited, realistic market scenarios based on the current market regime.

Strategy Gym

Every trade influences the market

Our Strategy Gym lets you engage directly with our data generation process, giving you the most realistic sense of the market impact of your trades. Simulate market conditions, improve the expectation of your strategy’s performance and hyper-optimize its parameters.

Level 3 Data

Build on the most granular data

Research, develop and deploy your strategy on level 3 order book data, with queue tracking, timestamped at the nanosecond level. Directly impute your orders into the order book using our strategy testing engine for the most realistic simulation.

Team

Hover to see more

Andrew Dennehy

AI

Daniel Gold

CEO

Ruihong Huang

CTO

Eran Cohen

Head Developer

Connect with us

Lake Shore Dynamics

The most realistic sense of market impact with AI-powered simulation

Proprietary Generative AI Model

Like an LLM for market time series data

Traditional back testing relies on historical data, limiting your ability to anticipate evolving market dynamics. Our proprietary generative AI creates realistic, high-fidelity synthetic data, allowing traders to test strategies with unlimited, realistic market scenarios based on the current market regime.

Proprietary Generative AI Model

Like an LLM for market time series data

Traditional back testing relies on historical data, limiting your ability to anticipate evolving market dynamics. Our proprietary generative AI creates realistic, high-fidelity synthetic data, allowing traders to test strategies with unlimited, realistic market scenarios based on the current market regime.

Strategy Gym

Every trade influences the market

Our Strategy Gym lets you engage directly with our data generation process, giving you the most realistic sense of the market impact of your trades. Simulate market conditions, improve the expectation of your strategy’s performance and hyper-optimize its parameters.

Strategy Gym

Every trade influences the market

Our Strategy Gym lets you engage directly with our data generation process, giving you the most realistic sense of the market impact of your trades. Simulate market conditions, improve the expectation of your strategy’s performance and hyper-optimize its parameters.

Level 3 Data

Build on the most granular data

Research, develop and deploy your strategy on level 3 order book data, with queue tracking, timestamped at the nanosecond level. Directly impute your orders into the order book using our strategy testing engine for the most realistic simulation.

Level 3 Data

Build on the most granular data

Research, develop and deploy your strategy on level 3 order book data, with queue tracking, timestamped at the nanosecond level. Directly impute your orders into the order book using our strategy testing engine for the most realistic simulation.

Team

Daniel Gold

CEO

Master’s graduate with a degree in CAM from University of Chicago, with a foundation in economics and mathematics from Mount Allison University. As an M&A researcher at Constellation Software, Daniel sourced potential acquisitions, engaging CEOs, VC, PE and decision makers. Daniel's primary responsibilities are customer acquisition, product management and statistical research.

Daniel Gold

CEO

Master’s graduate with a degree in CAM from University of Chicago, with a foundation in economics and mathematics from Mount Allison University. As an M&A researcher at Constellation Software, Daniel sourced potential acquisitions, engaging CEOs, VC, PE and decision makers. Daniel's primary responsibilities are customer acquisition, product management and statistical research.

Ruihong Huang

CTO

PhD in Applied Econometrics from Humboldt University in Berlin. Ruihong has extensive experience in quant trading, having served in senior roles at Credit Suisse, Barclays and UBS. During his PhD, Ruihong founded LOBSTER Data, the preeminent dataset in academic limit order book research. Ruihong’s expertise centers around high frequency data. Ruihong’s role is as technology team lead and CTO.

Ruihong Huang

CTO

PhD in Applied Econometrics from Humboldt University in Berlin. Ruihong has extensive experience in quant trading, having served in senior roles at Credit Suisse, Barclays and UBS. During his PhD, Ruihong founded LOBSTER Data, the preeminent dataset in academic limit order book research. Ruihong’s expertise centers around high frequency data. Ruihong’s role is as technology team lead and CTO.

Eran Cohen

Head Dev

Graduated Summa Cum Laude from the Technion with a BSc in Computer Science. Eran is a Software Engineer with expertise in developing simulations, computer graphics frameworks, and high-performance distributed database systems, gained through his work in the Israeli defense industry at Rafael and later at Microsoft.

Eran Cohen

Head Dev

Graduated Summa Cum Laude from the Technion with a BSc in Computer Science. Eran is a Software Engineer with expertise in developing simulations, computer graphics frameworks, and high-performance distributed database systems, gained through his work in the Israeli defense industry at Rafael and later at Microsoft.

Andrew Dennehy

AI

Third year PhD student in Computational and Applied Mathematics (CAM) at the University of Chicago, holding an Honors degree in applied mathematics from UC San Diego. Andrew's expertise lies in machine learning and statistical methods, honed through his extensive professional experience as an ML Engineer at Leidos Inc. His primary role involves leading the development of innovative experimentation frameworks and generative AI models.

Andrew Dennehy

AI

Third year PhD student in Computational and Applied Mathematics (CAM) at the University of Chicago, holding an Honors degree in applied mathematics from UC San Diego. Andrew's expertise lies in machine learning and statistical methods, honed through his extensive professional experience as an ML Engineer at Leidos Inc. His primary role involves leading the development of innovative experimentation frameworks and generative AI models.

Connect with us

Lake Shore Dynamics

The most realistic sense of market impact with AI-powered simulation

Proprietary Generative AI Model

Like an LLM for market time series data

Traditional back testing relies on historical data, limiting your ability to anticipate evolving market dynamics. Our proprietary generative AI creates realistic, high-fidelity synthetic data, allowing traders to test strategies with unlimited, realistic market scenarios based on the current market regime.

Proprietary Generative AI Model

Like an LLM for market time series data

Traditional back testing relies on historical data, limiting your ability to anticipate evolving market dynamics. Our proprietary generative AI creates realistic, high-fidelity synthetic data, allowing traders to test strategies with unlimited, realistic market scenarios based on the current market regime.

Strategy Gym

Every trade influences the market

Our Strategy Gym lets you engage directly with our data generation process, giving you the most realistic sense of the market impact of your trades. Simulate market conditions, improve the expectation of your strategy’s performance and hyper-optimize its parameters.

Strategy Gym

Every trade influences the market

Our Strategy Gym lets you engage directly with our data generation process, giving you the most realistic sense of the market impact of your trades. Simulate market conditions, improve the expectation of your strategy’s performance and hyper-optimize its parameters.

Level 3 Data

Build on the most granular data

Research, develop and deploy your strategy on level 3 order book data, with queue tracking, timestamped at the nanosecond level. Directly impute your orders into the order book using our strategy testing engine for the most realistic simulation.

Level 3 Data

Build on the most granular data

Research, develop and deploy your strategy on level 3 order book data, with queue tracking, timestamped at the nanosecond level. Directly impute your orders into the order book using our strategy testing engine for the most realistic simulation.

Team

Daniel Gold

CEO

Master’s graduate with a degree in CAM from University of Chicago, with a foundation in economics and mathematics from Mount Allison University. As an M&A researcher at Constellation Software, Daniel sourced potential acquisitions, engaging CEOs, VC, PE and decision makers. Daniel's primary responsibilities are customer acquisition, product management and statistical research.

Daniel Gold

CEO

Master’s graduate with a degree in CAM from University of Chicago, with a foundation in economics and mathematics from Mount Allison University. As an M&A researcher at Constellation Software, Daniel sourced potential acquisitions, engaging CEOs, VC, PE and decision makers. Daniel's primary responsibilities are customer acquisition, product management and statistical research.

Ruihong Huang

CTO

PhD in Applied Econometrics from Humboldt University in Berlin. Ruihong has extensive experience in quant trading, having served in senior roles at Credit Suisse, Barclays and UBS. During his PhD, Ruihong founded LOBSTER Data, the preeminent dataset in academic limit order book research. Ruihong’s expertise centers around high frequency data. Ruihong’s role is as technology team lead and CTO.

Ruihong Huang

CTO

PhD in Applied Econometrics from Humboldt University in Berlin. Ruihong has extensive experience in quant trading, having served in senior roles at Credit Suisse, Barclays and UBS. During his PhD, Ruihong founded LOBSTER Data, the preeminent dataset in academic limit order book research. Ruihong’s expertise centers around high frequency data. Ruihong’s role is as technology team lead and CTO.

Eran Cohen

Head Dev

Graduated Summa Cum Laude from the Technion with a BSc in Computer Science. Eran is a Software Engineer with expertise in developing simulations, computer graphics frameworks, and high-performance distributed database systems, gained through his work in the Israeli defense industry at Rafael and later at Microsoft.

Eran Cohen

Head Dev

Graduated Summa Cum Laude from the Technion with a BSc in Computer Science. Eran is a Software Engineer with expertise in developing simulations, computer graphics frameworks, and high-performance distributed database systems, gained through his work in the Israeli defense industry at Rafael and later at Microsoft.

Andrew Dennehy

AI

Third year PhD student in Computational and Applied Mathematics (CAM) at the University of Chicago, holding an Honors degree in applied mathematics from UC San Diego. Andrew's expertise lies in machine learning and statistical methods, honed through his extensive professional experience as an ML Engineer at Leidos Inc. His primary role involves leading the development of innovative experimentation frameworks and generative AI models.

Andrew Dennehy

AI

Third year PhD student in Computational and Applied Mathematics (CAM) at the University of Chicago, holding an Honors degree in applied mathematics from UC San Diego. Andrew's expertise lies in machine learning and statistical methods, honed through his extensive professional experience as an ML Engineer at Leidos Inc. His primary role involves leading the development of innovative experimentation frameworks and generative AI models.

Connect with us