The complexity of financial markets is increasing every year. As a result, discovering new sources of alpha is difficult. However, our strategies successfully detect and trade market patterns on a regular basis

  • Event-Driven

    Our algorithms trade various intraday inefficiencies when certain events occur.

  • Statistical Arbitrage

    Our strategies exploit mean-reversion patterns between securities across CEX and DEX markets.

  • Volatility trading

    We aim to profit from volatility changes using various instruments: options, futures and swaps.