Institutional quant research, applied to crypto.
AX Quantitative is a proprietary trading team building intraday systematic strategies on crypto perpetual futures. Our research process and risk discipline are inherited from the institutional quantitative trading world — adapted for the structure of crypto markets.
Built on traditional quant.
The team's background is rooted in traditional quantitative trading. We previously worked on mid-frequency equity statistical arbitrage and managed-futures programs — experience that shapes how we think about signal construction, execution, and risk.
We apply the same standards to crypto: research-driven signal generation, rigorous out-of-sample validation, and explicit risk budgets at every level of the book.
DRW Crypto Prediction Challenge.
Our machine learning models ranked Top-50 in both the in-sample and out-of-sample evaluation phases of the DRW crypto prediction challenge — a competitive benchmark measuring predictive accuracy against a broad field of quantitative entrants.
- In-sampleTop-50
- DRW Crypto Prediction Challenge
- Out-of-sampleTop-50
- DRW Crypto Prediction Challenge
What we believe.
Edges are structural
Durable returns come from structural inefficiencies in market microstructure and behavior.
Risk is the product
Targeted volatility, controlled drawdowns, and dynamic exposure scaling define the strategy as much as the signals do.
Out-of-sample discipline
No signal enters production without rigorous walk-forward validation. Overfitting is the primary risk in systematic research.