Our interest was in exploring opportunities in cryptocurrency markets, with the goal of exploiting various market inefficiencies to generate steady absolute returns (not correlated with market movements) with low volatility, or simply put, steady profit without major drawdowns. We have already developed and tested a set of automated trading algorithms and have run them on the real exchanges. We have a fast and reliable infrastructure to execute our algorithms. Our current returns are over 25% per month.
- Combination of statistical arbitrage strategies and market-making strategies with extremely low holding periods that deliver absolute returns that are unaffected by market direction
- Our cutting-edge geographically distributed IT infrastructure monitors market anomalies and shifts in statistical patterns with microsecond delay
- Lightning-fast order execution
- Proprietary risk management models and optimal capital allocation are the core of our trading methodology
- Quantitative alpha models that generate trading signals based on statistical machine-learning and numerical optimization methods
- Order execution models based on optimal stochastic control and reinforcement learning
Once our ideas proved to be working and scalable, we’ve decided to raise additional capital and spread our trading business on crypto exchanges worldwide.