Intraday systematic strategies on crypto perpetuals.
Our strategies target relative pricing and behavioral-bias signals.
Two complementary research lines.
Statistical arbitrage models joint pricing dynamics across crypto perpetual futures, harvesting mean-reversion deviations at intraday horizons where signal decay is predictable and transaction costs are manageable.
Short-horizon CTA captures behavioral bias and order-flow momentum at sub-day holding periods, avoiding the regime sensitivity that undermines longer-horizon directional strategies in crypto.
A return stream driven by market activity.
Returns are driven by crypto market activity and cross-sectional dispersion.
This makes the return profile distinct from long-only crypto exposure, longer-horizon trend-following, and most digital asset strategies that carry implicit BTC beta.
The goal is not to predict where Bitcoin goes — it is to profit from how markets behave while it gets there.
Risk is the architecture.
- 01Intraday exposure limits
- Hard caps on gross, net, single-instrument, and sector exposures, enforced in real time.
- 02Automated loss controls
- Stop-out logic at position, strategy, and book level operates automatically.
- 03Dynamic risk scaling
- Realized volatility and regime indicators drive continuous adjustments to deployed capital.
- —December 2025 crypto selloff
- The book was profitable on December 10, 2025, one of the sharpest single-day crypto drawdowns, validating the risk framework under real stress.