Quantitative Framework & Research Infrastructure

• ▶240+ alpha signals from market microstructure
• ▶Funding rates & on-chain sentiment analysis
• ▶20/60-day realized volatility corridors
• ▶Gradient-boosted classifiers — >60% reversion probability

Signals are generated in real-time from 12 data sources and scored using an ensemble model that weights recent regimes. Each signal has a defined confidence interval and decay function.

• ▶Reinforcement Learning (RL) position optimizer
• ▶Transformer-based order book model
• ▶VWAP execution — <10bps average slippage
• ▶Smart order routing across CEX & OTC

The RL optimizer determines entry timing, sizing, and exit within pre-defined risk corridors. The transformer model predicts short-term order flow to time limit orders optimally.

• ▶GARCH(1,1) dynamic volatility targeting
• ▶Intra-day VaR & CVaR monitoring
• ▶Auto-deleveraging at 2σ breakout
• ▶Kalman filter & ARIMA band recalibration

The risk engine runs continuously and is architecturally separated from the alpha engine. It can override or halt any position without human approval if thresholds are breached.

• ▶Real-time wallet clustering & anomaly detection
• ▶Stablecoin flow monitoring
• ▶Cross-chain liquidity analytics
• ▶On-chain sentiment signals

Proprietary on-chain data pipeline indexes 8 blockchains every 15 seconds. Wallet clustering identifies likely whale positions and exchange flows 6–18 hours before they impact price.

• ▶Monte Carlo tail-risk forecasting
• ▶LSTM hybrid backtesting engine
• ▶1,000+ validated trade history
• ▶Fat-tailed volatility regime modeling

Every strategy modification is backtested against 4 years of tick-level data across 3 volatility regimes before deployment. Walk-forward validation with 6-month holdout periods.

• ▶SOC2 Certified Architecture
• ▶2-of-3 Multi-Party Computation (MPC) keys
• ▶Coinbase Custody, Copper, Matrixport
• ▶10% AUM max counterparty concentration

MPC keys require 2-of-3 signatories from geographically distributed key holders. All signing events are logged immutably. Insurance covers up to 100% of digital assets held in custody.