Where Math and Finance Meet.
As a boutique quantitative research firm, we deploy rigorous theoretical frameworks in conjunction with machine learning models to identify and capture structural inefficiencies within financial markets.
As a boutique quantitative research firm, we deploy rigorous theoretical frameworks in conjunction with machine learning models to identify and capture structural inefficiencies within financial markets.
We take an entrepreneurial approach to data discovery, continually identifying and curating proprietary alternative datasets that provide differentiated market insight.
Our process emphasizes originality, speed of acquisition, and rigorous verification; ensuring that the information advantage we develop translates directly into trading edge.
We take an entrepreneurial approach to data discovery, continually identifying and curating proprietary alternative datasets that provide differentiated market insight.
Our process emphasizes originality, speed of acquisition, and rigorous verification; ensuring that the information advantage we develop translates directly into trading edge.
100m+
100m+
Data points processed monthly
Data points processed monthly
50+
50+
Proprietary datasets.
Proprietary datasets.
100%
100%
Systematic, Model-Driven.
Systematic, Model-Driven.
Systematic, Model-Driven.
1. Hypothesis-Driven Market Research
We begin with a grounded economic or structural thesis; an inefficiency that can be clearly explained and supported by market microstructure, behavioral dynamics, or regulatory mechanics. Every strategy starts with a reason the edge should exist and persist.
2. Empirical Validation & Stress Testing
We transform theory into rigorous, data-driven models. Strategies are evaluated through point-in-time datasets, forward-looking simulations, execution cost analysis, and scenario stress tests designed to reveal tail vulnerabilities. If a strategy doesn’t stand up to real-world frictions, it doesn’t move forward.
3. Execution
Only after clearing stringent risk and verification thresholds does a strategy enter live trading with firm capital. Performance is continuously monitored, allowing models to adapt to changing market regimes while preserving core thesis integrity. Proven edges scale; unproven ones are retired.
1. Hypothesis-Driven Market Research
We begin with a grounded economic or structural thesis; an inefficiency that can be clearly explained and supported by market microstructure, behavioral dynamics, or regulatory mechanics. Every strategy starts with a reason the edge should exist and persist.
2. Empirical Validation & Stress Testing
We transform theory into rigorous, data-driven models. Strategies are evaluated through point-in-time datasets, forward-looking simulations, execution cost analysis, and scenario stress tests designed to reveal tail vulnerabilities. If a strategy doesn’t stand up to real-world frictions, it doesn’t move forward.
3. Execution
Only after clearing stringent risk and verification thresholds does a strategy enter live trading with firm capital. Performance is continuously monitored, allowing models to adapt to changing market regimes while preserving core thesis integrity. Proven edges scale; unproven ones are retired.
1. Hypothesis-Driven Market Research
We begin with a grounded economic or structural thesis; an inefficiency that can be clearly explained and supported by market microstructure, behavioral dynamics, or regulatory mechanics. Every strategy starts with a reason the edge should exist and persist.
2. Empirical Validation & Stress Testing
We transform theory into rigorous, data-driven models. Strategies are evaluated through point-in-time datasets, forward-looking simulations, execution cost analysis, and scenario stress tests designed to reveal tail vulnerabilities. If a strategy doesn’t stand up to real-world frictions, it doesn’t move forward.
3. Execution
Only after clearing stringent risk and verification thresholds does a strategy enter live trading with firm capital. Performance is continuously monitored, allowing models to adapt to changing market regimes while preserving core thesis integrity. Proven edges scale; unproven ones are retired.
