STATStatistical Arbitrage
Exploit mean-reverting price relationships between correlated instruments. When structural pairs deviate beyond statistical thresholds, we capture the reversion.
MKMKMarket Making
Provide continuous two-sided liquidity across electronic venues. Profit from bid-ask spread capture while maintaining near-zero directional exposure.
MOMOMomentum
Systematic trend-following across futures, currencies, and equities. We identify momentum regimes early and hold through their statistical duration.
MREVMean Reversion
Short-term price dislocations driven by order flow imbalances or microstructure events. Fast-cycle strategies with tight risk limits and defined edge windows.
XASTCross-Asset Arbitrage
Exploit pricing discrepancies between related instruments across asset classes — ETFs vs. components, futures vs. spot, ADRs vs. local shares.
RGDTRegulatory-Driven
Trade around predictable, rules-based market events: index rebalances, futures rollovers, dividend adjustments. Edge rooted in structural calendar effects.