We are a multidisciplinary team of mathematicians, statisticians, and theoretical computer scientists developing quantitative strategies to identify and exploit opportunities across global financial markets. We combine rigorous mathematical modeling with cutting-edge technology, and we deploy proprietary capital while offering limited partnership opportunities to interested investors.
A RAGentic system built with Semantic Kernel's Architecture and C# that performs quantitative research and generates trading signals.
Quantitave research and Engineering on various promisory strategies, existing quant problems and opportunities using Mathematics and Statistics with end-end Data Science workflows
A Quantitative Pre-Trading Research tool for stocks, Crypto, Govt Bonds and ETFs hosted on AWS EC2 - Migration to JS ongoing
A bare-metal, deterministic OS for high-frequency trading (HFT), written in C++/ASM with nanosecond-level latency optimizations. Features include custom scheduler, kernel bypass, and real-time memory management.
A Unified Securities fetching pipeline with a very fast backtesting engine for Arithmax strategies with Slippage modelling and customized risk through Lean CLI and Quant Connect
A Promising exploration on receiving, analyzing and exploiting order book imperfections like imbalances and price mishaps using broker websockets and C++
Live SPY Algorithmic Backed bots for Day Trading Stocks by utilizing ALPACA / IBrokers as the REST Agents.
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