About the founders

Academic background, quantitative approach

The company was founded by two Austria-based academics with backgrounds in teaching, research, and analytical work.

Founders

Team

The founding team combines academic training, technical implementation, and research-oriented analysis to support the company’s proprietary trading model.

Felix Wilkens

Co-Founder • Engineering • Finance

Academic background in physics, materials science, and quantitative modelling. Focus on data analysis, development and validation of systematic trading approaches, as well as the technical implementation of backtesting and analytical environments.

Several years of experience in developing statistical strategies for digital asset markets, including signal processing and filtering techniques. Professional experience in teaching technical mechanics and physics.

Backtesting Market Data Risk

Paul Schreivogl

Co-Founder • Research • Quantitative Analysis

Academic background in theoretical physics with a focus on mathematical structures and model development. Focus on analytical approaches to complex systems and the application of mathematical methods to data-driven problems.

Strong interest in the structural analysis of markets and the development of formal models to describe dynamic processes. Professional experience in technical education and the development of AI systems.

Data Pipelines Realtime Feeds Reproducibility

Background

What shapes the company’s approach

The founders’ academic work has shaped a disciplined, research-oriented way of operating. Internal activities are based on structured analysis, documentation, and continuous evaluation. These activities are carried out exclusively to support the company’s proprietary trading operations.

The company does not provide financial advisory, asset management, or trading services for third parties.

Research

A central component of the company’s activity is structured research in quantitative market analysis. Statistical methods, signal processing, and mathematical modelling are used to systematically study the characteristics of digital asset markets.

The focus lies on developing reproducible analytical approaches, evaluating historical and real-time market data, and validating hypotheses under realistic market conditions.

Selected results may be prepared and published in an academic context.

Contact

Simply Trading GmbH

Bahnhofstrasse 21
6300 Zug
Switzerland

E-Mail: office@simply-trading.ch

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