We research and deploy systematic trading strategies. Every idea is validated on historical data before a dollar is risked, then run as a fully automated book and monitored in production. Our work spans market-neutral, trend, reversion, arbitrage, carry and volatility across crypto perpetual and options venues.
Dollar-neutral books that harvest funding-rate and basis dislocations across perpetual venues, with risk-adjusted position weighting and daily rebalancing.
View strategy →SoonDefined-risk short-premium options structures — straddles and iron-flies — delta-managed on Deribit to capture the variance risk premium.
View strategy →SoonCross-sectional and breakout momentum baskets that ride directional dislocations, with ratcheting trailing stops to protect open gains.
View strategy →SoonA two-sided, intraday mean-reversion book that fades multi-timeframe price dislocations on liquid perpetual futures and holds for the snap back to fair value.
View strategy →LiveCross-exchange and basket arbitrage capturing transient pricing gaps between related instruments, sized to liquidity and netted for fees.
View strategy →SoonLong/short baskets ranked on a blend of carry and momentum factors, built to deliver a smooth, low-correlation return stream.
View strategy →Soon