Our portfolio is constructed from diverse, uncorrelated alpha sources designed to perform across varying market regimes.
We categorize our strategies by their underlying mathematical premise and holding period.
Exploiting temporary pricing inefficiencies between co-integrated assets. We use Kalman Filters to dynamically estimate hedge ratios.
Using Gradient Boosting (XGBoost) models to predict directional moves based on Option Chain flows and Volatility Skew.
Parsing tick-level data and Order Book (Level 2) imbalances to capture short-term liquidity voids and momentum bursts.
While our strategies differ in logic, they share a common robust execution backbone. This centralized risk layer ensures that no single strategy can compromise the firm's capital base.
View Research Methodology*Hypothetical correlation based on backtested returns.