Open-source DeFi protocol to build advanced financial applications

Our Mission

We believe that decentralization is the future of the financial markets.

It is our vision to provide our users with the open source building blocks they need to implement the most innovative financial primitives --without censorship and without the big banks.

Our Vision

Digital markets are built on the ideas of transparency, security, and peer-to-peer collaboration.

Yet, many of the open source financial building blocks remain exclusive to large investment firms and banks that (more often than not) restrict access for the everyday investors. Sorrentum provides the most innovative financial primitives and a framework for describing, simulating, and deploying financial machine learning models so that you can build your own product for the masses. The only limitation is your own imagination.

Experienced Leadership
Exceptional Quality

Our team members hold advanced degrees in quantitative disciplines and have worked in top companies in Silicon Valley and on Wall Street.

Working alongside twenty full-time developers, Sorrentum leverages this expertise and experience with advanced machine learning in traditional markets to level the playing field in decentralized finance.

meet our team

Financial Primitives

Basic building blocks for advanced financial applications

SMART
CONTRACTS

Smart contracts for staking, escrow, unilateral and bilateral swap, unilateral and bilateral cross, P2P transactions, off-chain secure computation.

DATA

PIPELINE

A standardized flow to on-board, normalize, clean, and serve market and alternative data feed

DATA

FLOW

A framework for describing, simulating, and deploying financial machine learning models.

RISK

MODELS

Software components for risk modeling and management, portfolio optimization

MARKET

EXECUTION

Software components to connect to centralized and decentralized
exchanges to manage orders and portfolios using algorithmic trading

Applications

Dive Into the New Age of Decentralized Finance

Current Applications built on Sorrentum Primitives

Investment Strategies

Decentralized active and passive investment strategies for cryptocurrencies that anyone can use.

DaoAuction

A decentralized application to trade peer-to-peer cryptocurrencies without the need of an exchange or reference price.

DaoCross

A decentralized application for trading large blocks of crypto coins peer-to-peer without market impermanent loss and market impact, relying on price feeds from centralized exchanges.

Our Team

Giacinto Paolo (G.P.) Saggese

Chief Technology officer

GP holds a PhD in Electrical Engineering and was a Postdoctoral Fellow at the University of Illinois, Urbana-Champaign from 2004 to 2006. He has published more than 20 papers in several areas of computer science and holds 2 U.S. patents.

GP was a Portfolio Manager at Engineers' Gate, head of data at Teza Technologies, and a senior software engineer at Silicon Valley companies such NVIDIA, Synopsys, Intel. He has also co-founded 3 startups.

Paul Smith

Chief Scientist

Paul holds a PhD in Mathematics from UCLA, where he worked under the supervision of Fields Medal winner Terry Tao. From 2011 to 2014 he held the prestigious NSF Mathematical Sciences Postdoctoral Research Fellowship at Uc Berkeley for his work on Applications of Fourier analysis to nonlinear dispersive partial differential equations with geometric structure.

Before moving into quantitative investments, Paul worked for three and a half years as a software engineer at Google, where applied machine learning to the Google Knowledge Graph.