Nonlinear Ltd focuses on researching nonlinear structures formed through collective interactive phenomena. A primary area of interest is financial markets. The company was founded in October 2009 – its founder had emphasised the importance of nonlinearity in many phenomena, but especially in price movements in financial markets since 2004. While his ideas were met by resistance, credit impact events of 2007 and beyond have provided evidence of the impact of nonlinearity, while refuting the establishment paradigm of linearity as emphasised by efficient markets theory and unique equilibrium pricing of academic economics.

Nonlinear Ltd employees, past and present, have served in senior positions in major financial institutions covering trading, structuring, financial engineering, quantitative analysis, and IT across a range of markets including Fixed Income, FX, Equity, Commodities and Credit. The core research paradigm of Nonlinear Ltd is full nonlinear analysis, which is not to be confused with the linear pricing of nonlinear payoff instruments as carried out in the market.

Nonlinear Ltd provides analysis and solutions to select clients based on specific research tailored to client needs.