A systematic trading engine for crypto markets. Strategies validated across three market regimes. Deployed only after walk-forward confirmation. Executed in under twenty milliseconds.
These are not aspirations — they are the gates every strategy must pass through before it touches capital.
Every strategy has a falsifiable hypothesis and a single mechanical entry rule. No discretion. No override. The trigger fires or it does not.
Sustained directional moves on BTC and ETH perpetuals are preceded by volatility expansion above the 20-day ATR baseline, confirmed by funding rate neutrality. The most battle-tested strategy in the portfolio.
Short-term price extremes on liquid perps revert when order book imbalance contradicts the move. Avoids catching falling knives by requiring book disagreement with price direction.
Extreme funding rates on perpetual contracts can be captured market-neutrally with a delta-hedged spot position. Isolates the funding payment as the primary return source.
Temporary price dislocations between spot venues during volatility spikes mean-revert within seconds. Execution is highly sensitive to latency, withdrawal times, and inventory balance.
Cascading liquidations exhaust when large open interest clusters are cleared. The subsequent bounce is tradeable if cascade termination can be identified in real time.
A modular pipeline engineered from first principles. Market data flows from exchanges into a normalized store. Strategies subscribe to signals, a shared risk layer sizes positions, and execution routes orders to venues.
Figures pulled directly from the trading database. Unlevered. Net of fees and slippage. Updated every thirty minutes from exchange APIs.
This page documents an in-house quantitative trading system operated as a private company. It is not a solicitation, investment offering, or performance advertisement. Past performance does not predict future results. Quantitative trading involves substantial risk of loss.
A running record of strategy deployments, risk framework changes, and infrastructure work.