Business / Custom Strategies
Strategies Built
for Your Edge.
We research, validate, and deploy bespoke quantitative strategies for your specific asset class, risk constraints, and execution environment.
What we build
Strategy categories
Statistical Arbitrage
Pairs and basket trading across correlated instruments. Spread modeling, half-life estimation, regime-aware entry/exit.
Momentum & Trend Following
Systematic momentum on futures and equities with adaptive lookback, regime filters, and position sizing via Kelly or risk parity.
Market Making / DRL-MM
Deep reinforcement learning market-making agents trained on limit order book data. Handles adverse selection and inventory risk.
Factor Models
Multi-factor long/short equity models combining value, quality, momentum, and alternative data signals with ML-based weighting.
Regime-Conditional
Strategies that adapt or pause based on detected market regime — trending vs. mean-reverting, high vs. low volatility.
Event-Driven
Alpha from earnings surprises, macro announcements, and alternative data (sentiment, positioning, flow). Systematic, not discretionary.
Methodology
How we validate
Every strategy we build passes the same rigor we apply to our own capital. No exceptions.
- In-sample / out-of-sample split — OOS period is set before research begins, never chosen post-hoc
- Walk-forward validation across multiple non-overlapping windows
- t-statistic on alpha ≥ 2.0 required before presenting results
- Monte Carlo permutation test for strategy returns vs. random benchmarks
- Parameter sensitivity analysis — strategy must be robust to ±20% parameter variation
- Regime breakdown: performance in trending, mean-reverting, and high-vol periods shown separately
What you get
Deliverables
Research Report
Full hypothesis writeup: data sources, signal construction, IS/OOS methodology, statistical significance (t-stat, p-value), and regime breakdown.
Strategy Code
Production-quality Python code: signal generation, execution logic, risk management. Documented, testable, transferable.
Backtest Suite
Walk-forward backtest, Monte Carlo stress tests, drawdown by period, parameter sensitivity analysis. No cherry-picked windows.
Live Deployment
Paper trading phase followed by live deployment with hard position limits. You own the infrastructure; we deploy on your stack.
Monitor Dashboard
Real-time performance tracking: PnL attribution, regime state, drawdown alerts, and weekly email summaries.
Ready to start?
Book a free strategy brief.
30 minutes. We sign NDA, discuss your asset class, constraints, and timeline. No commitment. You'll know by the end of the call if it's a fit.
NDA · 48h response