Quant Trading

Systematic strategies that trade liquid crypto pairs according to coded rules, 24 hours a day. No discretion, no emotion, and hard limits on how much any one of them is allowed to lose.

Rules, not opinionsEvery entry and exit is coded

Hard drawdown limitsEnforced by the system, not the desk

Our capital firstLive-tested before members can allocate

The case for systems

Crypto trades every hour of every day. People do not.

The market that sets Bitcoin's price at 4 a.m. on a Sunday is the same market that sets it on a Tuesday afternoon. A strategy that only trades when its operator is awake is leaving half the data on the table.

Our quant book is a set of independent strategies, each with a written rule set, a tested edge and a risk budget. They are executed by software against major exchange venues, monitored continuously by the engineering team, and halted automatically when their limits are reached.

What they share is a refusal to improvise. The thousandth trade is sized, entered and stopped exactly like the first, whether the market feels calm or terrifying that day.

Systems lose too

A strategy takes every valid signal, including the losing ones. Expect losing weeks and losing months. The limits exist to keep them from becoming losing years.

How a strategy is judged

Edge	Positive expectancy across bull, bear and sideways regimes, not just the flattering period
Drawdown	Worst peak-to-trough fall in testing, which becomes the basis for its live limit
Capacity	How much capital it can run before its own trades move the price against it
Correlation	How it behaves alongside the other strategies; we want them to lose at different times
Live match	Forward-test results must resemble the backtest after fees and slippage, or it does not ship

Strategy families

Four ways the book tries to make money

Each family earns in a different market condition, which is why the book runs them together rather than betting on one.

Directional

Trend following

Enters in the direction of a sustained move once it has proven itself and exits when it breaks. Loses small and often in choppy markets; earns in the handful of large trends each year.

Multiple timeframes, BTC and ETH focus
Volatility-scaled position size
Trailing exits, no profit targets

Range

Mean reversion

Fades short-term overextension in liquid pairs, betting that a sharp move partially retraces. Earns in sideways markets; is switched off by its own filter when a trend regime is detected.

Statistical entry and exit bands
Hard stop per position
Regime filter disables it in strong trends

Market neutral

Funding-rate capture

Holds spot and the opposite perpetual-futures position so price moves cancel out, and collects the funding payments that perpetual markets pay the less crowded side.

Delta-neutral by construction
Earns from positioning, not direction
Unwinds automatically when funding turns

Market neutral

Cross-venue spread

Buys an asset where it is momentarily cheaper and sells where it is dearer, across exchanges. Small, frequent, low-risk gains that depend on speed and inventory, not on prediction.

Pre-positioned inventory on each venue
Fee-aware thresholds
Capacity-limited by design

Risk controls

What stops a strategy running away

An automated system without limits is a faster way to lose. These are enforced in code and cannot be switched off by a trader having a good feeling.

Stop on every position

The protective stop is submitted with the entry. No position exists without a defined worst case.

Leverage cap per strategy

Each strategy has a maximum gross exposure relative to its capital. Market-neutral books are allowed more; directional books less.

Daily loss limit

If a strategy loses its daily budget it stops trading until the next session. A bad day is not allowed to become a bad week.

Drawdown kill switch

At its peak-to-trough limit the strategy flattens and is suspended pending a written review by the quant team.

Book-level exposure cap

Strategies are netted. If several are long the same asset for different reasons, total exposure is capped across the book.

Human override to flat

The desk can only ever push a strategy to flat, never to larger. In a genuinely disorderly market, standing aside is the override.

Development pipeline

How a strategy reaches member capital

A backtest is the easiest number in finance to manufacture, which is why it is the first stage of our process, not the last.

Hypothesis

A rule is written down from a repeatable market behaviour: a funding pattern, a volatility regime, a cross-venue lag.

Historical test

Years of data across bull, bear and sideways markets, with realistic fees and slippage. Anything that only works in one regime is rejected.

Live on our money

Runs with company capital at small size. Most candidates fail here, where real fills and real latency arrive.

Member release

Only after a live period that matches the backtest does the strategy open to members, scaled up gradually and monitored for drift.

Reporting

What you see in the dashboard

Allocating to the quant book gives you a line in your dashboard with the same transparency as every other product.

Allocation value in USDTUpdated continuously as positions are marked to market.
Current drawdown and its limitHow far the book is from its peak, and how far it may go before de-risking.
Strategy mixWhich families are active and how the risk budget is split between them.
Monthly strategy noteWhat worked, what did not, and any strategy that was suspended or retired.

Quant book or managed portfolio?

	Quant	Portfolio
Depends on market going up	Partly	Yes
Uses leverage	Capped	Never
Trade frequency	High	Monthly / quarterly
Complexity	Higher	Low
Suggested horizon	6 months+	12 months+

Many members hold both. The products are designed to earn in different conditions.

Quant trading

See the live strategy mix and limits

Current drawdown limits, strategy weights and historical results are published inside the dashboard before you allocate.

Create free account Ask the quant team