Volatility Regimes in 2025
We examine regime shifts and their impact on systematic risk scaling.
Research • 02 Oct 2025
What We Do
We apply data-driven, rules-based approaches to liquid global markets.
Systematic Trading
Rules-based programs across liquid global markets.
Research
Empirical research, factor discovery, and validation.
Risk Management
Volatility scaling, risk budgets, and drawdown controls.
Strategy Pillars
Short-term Quant
Signal combinations across intraday to multi-day horizons.
Market-Neutral Research
Neutralization to broad risk factors and careful execution.
Mid-term Trend Following
Diversified momentum with adaptive risk scaling.
Execution & Infrastructure
Smart order routing, robust monitoring, and resilience.
Latest Insights
Building a Scalable Trading System
Design choices for reliability, latency, and observability in production.
Engineering • 15 Sep 2025
Factor Investing: An Overfitting Checklist
A practical checklist to avoid spurious factors and p-hacking.
Research • 01 Aug 2025
Collaborate with us
For partnerships and media inquiries, reach out to our team.