Every corner of the systematic universe.
Seven markets, nine strategy types, four investment structures.
Verified to the same institutional standard.
Markets
Digital Assets
Spot, perpetuals, futures, options, and on-chain venues across every major crypto exchange. Delta-neutral, market-neutral, and directional systematic strategies operating at institutional scale.
Equities
Single-name and index strategies across developed and emerging markets. Long-short, market-neutral, statistical arbitrage, and factor-based systematic mandates.
Futures
Index, commodity, rate, and cross-asset futures. Trend, carry, relative-value, and systematic macro.
FX
G10 and EM currency strategies. Carry, momentum, mean-reversion, and microstructure-driven execution.
Rates
Curve, spread, and volatility strategies across government and swap markets.
Volatility
Options-based strategies across equities, crypto, and rates. Long-vol, short-vol, dispersion, and relative-value vol.
Cross-asset
Systematic macro and multi-asset strategies that express views across every market above in a single mandate.
Strategies
Delta-neutral
Market-agnostic positioning that generates returns independent of directional exposure.
Market-neutral
Long-short constructions with minimal net market exposure, targeting alpha over beta.
Statistical arbitrage
High-frequency and mid-frequency mean-reversion across correlated instruments.
Basis & relative value
Exploiting pricing dislocations across related instruments, venues, or maturities.
Momentum
Systematic trend-following across timeframes, markets, and asset classes.
Microstructure
Edge extracted from order-book dynamics, execution, and short-horizon signals.
Volatility arbitrage
Relative-value trades across the volatility surface.
Long-short equity / crypto
Systematic selection with balanced long and short exposure.
Systematic macro
Cross-asset, model-driven macro expressions.
Structures
Separately Managed Accounts (SMA)
Custody stays with you. Segregated, transparent, institutional by default. The dominant structure across the platform.
Funds
Fully regulated systematic quant funds with monthly live performance reporting, for allocators who prefer commingled structures.
Institutional mandates
Custom allocations with bespoke risk, capacity, and reporting terms - structured directly with the manager.
Talent placement
Direct-hire mandates for hedge funds and prop shops building systematic desks. Pre-verified quants, live PnL on file.
Requirements
Selection standards
Not every strategy qualifies for the platform. A team is only added once it passes every bar.
Source-verified performance through read-only exchange or custodian credentials.
Live track record of meaningful duration under current methodology.
Institutional infrastructure - risk management, execution, and operational controls at allocator standard.
Direct principal access - the person running the strategy is available to speak with allocators.
The teams that meet the bar become visible. The teams that don't, don't.
See who made it.
Every team on the platform passed the same bar. Browse the universe.
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