Intraday inefficiencies in digital asset markets.
AX Quantitative is a systematic trading team running statistical arbitrage and short-horizon CTA models on crypto perpetual futures.
Read our approach →in-sample & out-of-sample
across perpetual futures
market inefficiency
A systematic team built on institutional foundations.
AX Quantitative applies institutional quantitative research methods to intraday crypto markets. The team's background spans mid-frequency equity statistical arbitrage and managed-futures research — disciplines where rigorous signal construction, execution awareness, and explicit risk budgeting come standard.
Relative pricing and behavioral bias.
Statistical arbitrage
Cross-sectional and pairwise mispricings across crypto perpetual futures, harvested at intraday horizons.
Short-horizon CTA
Trend and behavioral-bias signals scaled to sub-day holding periods, where signal-to-noise is highest.
Risk-first construction
Strict intraday exposure limits, automated loss controls, and dynamic risk scaling integrated into every signal.
"Returns are driven by market activity and dispersion."