Systematic trading, built to survive.
Multi-strategy portfolios designed, tested and run on rules. Risk first. Returns from what is left standing.
The build
108days, first signal to launch
1,800+commits
355klines of code
85pre-registered studies
138research reports
252research workspaces
58automated checkers
7,000+instruments researched
Approach
Independent strategies, low correlation.
- Diversified by design. Separate strategies across equities, currencies and commodities, selected for low correlation with each other.
- Risk-based sizing. Positions sized by market volatility, not conviction, with hard caps on concentration.
- Circuit breakers on every component. Each one stops itself if it falls beyond its own historical limits.
- Fully systematic. Decisions on confirmed market data, executed automatically. No discretion, no overrides.
Process
Every idea faces the same gauntlet.
- Pre-registered. The test and its pass mark are written down before any result exists.
- Out-of-sample. Judged on years it was not designed on.
- Beat random. Compared against scrambled versions of itself. Luck does not pass.
- Robust. Stable across separate market phases and neighbouring settings. No isolated peaks.
- Real costs. Spreads, commissions and financing at actual venue rates.
- Reproduced. Every study replicated byte-identical at every review stage.
- Adversarial review. Every study and assumption critiqued and attacked by an independent review panel before deployment.
Infrastructure
Engineered for continuity.
Dedicated execution server, separate from research. Isolated read-only market data. Health checks and alerts on every job. Tested disaster recovery. Every change version-controlled, reviewed and reversible.
Portfolios
Updates