└_ Prop quant fund
Systematic trading.
Engineered for inefficiency.
We combine systematic research, machine learning and low-latency execution to identify and capture market inefficiencies across liquid markets.
Our strategies operate across medium- and high-frequency horizons — turning small, repeatable inefficiencies into systematic returns while contributing to more efficient markets.
[01] Approach
Research.
Execution.
Repeatability.
Our investment process combines quantitative research, statistical modelling and machine-learning techniques with proprietary execution technology.
We focus on repeatable market inefficiencies where research quality and execution speed create a measurable edge.
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Systematic
Rules-based research and portfolio construction.
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Multi-horizon
MFT and HFT strategies operating across different market regimes and time scales.
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Proprietary
Research, models and execution infrastructure developed in-house.
[02] Team
Built by traders
and engineers.
Our team brings experience from Deutsche Bank, Binance and Jane Street across quantitative research, systematic trading and low-latency infrastructure.
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// Provenance (01)
Deutsche Bank
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// (02)
Binance
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// (03)
Jane Street
Quantitative research // Market microstructure // Execution systems
[03] Infrastructure
In-house
ultra-low-latency
infrastructure
Our trading stack is built in-house and engineered for deterministic, low-latency execution.
From market data processing to signal evaluation and order execution, the infrastructure is designed around speed, control and reliability.
Execution latency scale from zero to ten microseconds.
[Status]
At capacity.
We are currently operating at full capacity.
No new subscriptions or external capital are being accepted at this time.
Institutional enquiries