Independent Quantitative Research Boutique

Independent Research
for Systematic Strategies

We identify, evaluate and present institutional-grade algorithmic trading strategies to qualified allocators.

5
Strategies Covered
19+
Years in Markets
Full
Due Diligence
Under Coverage

Four systematic approaches.
One unified framework.

Options Premium · BTC-Denominated
Options Yield
Strategy
Systematic options premium extraction with a BTC-denominated return objective.
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CAGR
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Sharpe
↗
Delta-Neutral · Options
Volatility Arbitrage
Strategy
Delta-neutral volatility arbitrage exploiting mispricings in the options surface.
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CAGR
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Sharpe
↗
Funding Carry + Trend
Multi-Factor
Strategy
A funding-carry engine combined with a systematic trend overlay across regimes.
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CAGR
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Sharpe
↗
Quantitative · Mid-Frequency
Statistical Arbitrage
Strategy
A diversified ensemble of independent quantitative signals across liquid futures.
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CAGR
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Sharpe
↗
Options Yield · BTC-Denominated
BTC Compounding
Strategy
Synthetic long BTC with systematic options writing to compound the BTC position.
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CAGR
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Sharpe
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Research & Insights

From the trading desk.

Volatility · Strategy
Volatility Regimes in Crypto Options: How We Identify Mispricings
When implied volatility diverges from realised volatility, systematic strategies can capture that spread with precision.
March 2026 · 6 min read
Funding Rates · Market Structure
The Perpetual Carry Trade: Extracting Yield from Funding Rate Dynamics
Perpetual futures create a structural premium that sophisticated traders can harvest delta-neutrally.
February 2026 · 8 min read
Quantitative · Portfolio
Why 20 Uncorrelated Alphas Beat One Great Signal Every Time
Diversification across uncorrelated signals is the most reliable edge in systematic trading.
January 2026 · 7 min read
All Insights →