Strategies
We build systematic strategies with defined universes, signals, and risk parameters. Allocations and access depend on suitability. We do not promise performance; we emphasize process, controls, and transparency.
Crypto ML + Feature Engineering
Universe
Major liquid crypto pairs (e.g. BTC-USD, ETH-USD and selected alts). Liquidity and volume filters applied; illiquid names excluded.
Data
Multi-timeframe OHLCV, funding rates, and order-book-derived proxies where available. Data is normalized and stored in a feature store for reproducible research.
Modeling
Feature engineering pipeline with walk-forward validation and regime filters. No overfitting to in-sample data; out-of-sample and live paper phases before any capital deployment.
Execution
Liquidity-aware position sizing, risk caps per symbol and portfolio, drawdown controls. Orders are sized to minimize impact; limit and market logic depending on urgency.
Monitoring
Drift detection on features and model outputs. Retraining cadence is defined; alerts on breaches of risk or performance thresholds.
US Pre-Market Smallcap Momentum / Microstructure
Universe
US smallcaps with meaningful pre-market volume and relative strength. Screen for tradable spread and avoid names with halt or corporate-action risk where possible.
Signals
Gappers, volume shocks, spread and volatility filters. Microstructure cues from order flow and tape where available.
Risk
Halt risk controls, max position size, time-based exits (e.g. end of pre-market or first hour). Liquidity constraints enforced; no oversized size relative to average volume.
Execution
Limit and marketable limit logic with explicit slippage assumptions. Stop rules and kill-switch triggers defined before deployment.
Disclosures. This material is for informational purposes only and does not constitute investment advice, a recommendation, or an offer or solicitation to buy or sell any security. Trading involves substantial risk of loss. Past performance is not indicative of future results. Strategies may be modified or discontinued. Contact us for suitability and access terms.