We deploy institutional-grade quantitative infrastructure to systematically capture statistical arbitrage opportunities, generating alpha uncorrelated to traditional market returns.
Our approach is grounded in the conviction that sustainable alpha comes not from prediction, but from systematic exploitation of structural inefficiencies. We focus on what can be measured, tested, and repeated.
Our strategies are designed to generate returns independent of broad market movements. We seek to profit from relative value opportunities while maintaining minimal directional exposure.
We structure positions with tightly controlled downside through disciplined stop-losses, while allowing winning positions to capture the full extent of favorable moves.
Where others see risk, we see opportunity. Market dislocations create the price divergences that our strategies are designed to capture systematically.
Every strategy is stress-tested across bull markets, bear markets, crashes, and black swan events. We deploy only what survives rigorous out-of-sample validation.
Designed to generate returns whether markets rise, fall, or move sideways. True diversification means performance uncorrelated to traditional portfolios.
Four-layer risk architecture with automated circuit breakers. No single trade can materially impact the portfolio. Institutional-grade protection as standard.
Our multi-layer risk architecture ensures systematic capital preservation while maintaining the discipline to capture market opportunities.
Every trade has predefined stop-losses (1.75% - 3.5%) and maximum hold durations. Hard exits trigger automatically when thresholds are breached.
Maximum 2 losing trades per day per pair. Prevents compounding losses on difficult trading days with automatic daily resets.
Position sizes automatically reduce at 15% drawdown. Full trading halt at 35% with manual review required. Recovery protocol for gradual re-engagement.
Volatility filters ensure optimal market conditions. Session windows target peak liquidity. Slippage controls automatically reduce position sizes.
Our market-neutral design generates returns independent of market direction. During crashes, positions are hedged—limiting directional exposure while maintaining opportunity for gains.
Your money, our strategy. Investor funds are held in multi-signature wallets requiring multiple parties to authorize withdrawals. Trading accounts operate with limited permissions—no single point of failure, no unauthorized access.
Our results are derived from systematic backtesting with institutional-grade cost modeling, including market impact, slippage, and funding costs.
Our team combines deep expertise in quantitative research, systematic trading, and technology. We bring institutional experience to every aspect of our operation, from strategy development to execution infrastructure.
For qualified investors. Minimum investment: $1,000,000.