Quantitative Investment Strategies

Artificially
Intelligent
Strategies

Systematic, market-neutral algorithms engineered to extract structural edge across equities, crypto, and derivatives — regardless of market direction.

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Investment Philosophy

The best way to survive market downturns is not to fight them. Our systems reduce exposure when conditions deteriorate — earning returns from structural edges, not directional bets.

01

Structural Edge

Returns derived from diversification, spread capture, and microstructure intelligence — sources of alpha that persist across market regimes rather than depending on any single one.

02

Graceful Degradation

When conditions turn hostile, our systems automatically trade less, widen safety margins, or halt entirely. They never fight the tape. The safest position is always available: no position at all.

03

Layered Defense

No single risk gate protects the portfolio. Multiple independent layers — circuit breakers, correlation filters, toxic flow detection, volatility gates — ensure no single failure can cause serious damage.

Strategy Portfolio

Multi-Strategy Portfolio Engine

start_trading.py
LiveEquities · ETFs · Crypto
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Six distinct trading strategies running simultaneously across a diversified portfolio. Each targets a different market condition — breakouts, mean reversion, momentum, channel breakouts, volatility expansion — so the portfolio never depends on a single regime. A master orchestrator distributes symbols, tracks positions independently per strategy, and enforces coordinated risk limits across all of them.

Architecture
6 Concurrent Strategies
Strategy-as-a-portfolio diversification
Circuit Breaker
3% Drawdown Halt
Closes all positions, halts until next session
Daily Loss Limit
1% Maximum
All new entries blocked on breach
Regime Awareness
Dynamic Filtering
Sits out sustained bear markets entirely
Correlation Engine
Portfolio-Level
Prevents sector crash cascade
State Persistence
Self-Healing
Positions survive system restarts
View on Alpaca

Microstructure Alpha Engine

prophet_liquid
LiveCrypto · Market-Neutral
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A market-making and microstructure intelligence platform running three complementary strategies: passive spread capture via an adaptive Avellaneda-Stoikov model, orderbook imbalance scalping on 30–120 second horizons, and statistical arbitrage across correlated pairs. Fed by a real-time analytics engine computing order flow, toxic flow probability, and price impact at millisecond granularity.

Model
Avellaneda-Stoikov
Academic market-making with live microstructure
Toxic Flow Detection
VPIN Gated
Spreads widen 3× on informed flow; kill-switch at extremes
Hold Duration
30–120 Seconds
Minimal directional exposure
Risk Gates
6 Independent Layers
All must pass before any quote is posted
Manipulation Detection
Probabilistic Scoring
Real-time spoofing detection blocks manipulated markets
Leverage
None
Spot only — max loss bounded by inventory
View on Collective2

0DTE Options Strategy

Coming SoonOptions · Intraday

0DTE options strategy. Details forthcoming.

Risk Architecture

Designed to survive what the market does next.

Both systems share a core principle: when conditions deteriorate, activity decreases. They earn returns from structural edges — diversification and spread capture — rather than directional conviction. No single bad trade, bad day, or bad regime can cause serious damage.

01

Market Regime Filtering

Strategies sit out entirely when conditions don’t match — no forced trades in hostile environments.

02

Toxic Flow Kill-Switch

Informed-trader detection widens spreads progressively and halts quoting at extreme toxicity.

03

Dynamic Correlation Limits

Portfolio-level correlation filtering prevents concentration. A sector crash doesn’t cascade.

04

Circuit Breaker Protocol

3% portfolio drawdown closes everything and halts trading. Hard daily loss caps block new entries at 1%.

05

Spoofing & Manipulation Guard

Multi-factor probabilistic model detects manipulation in real time. No trading in compromised markets.

06

End-of-Day Flattening

Equity positions close before market close. No overnight gap risk. No weekend surprises.

Infrastructure
Python
Alpaca API
Polygon.io
Level 2 Data
WebSocket
PostgreSQL
VPIN Models
Avellaneda-Stoikov
LightGBM

Inquire about
allocation.

For qualified investors interested in systematic, market-neutral strategies with institutional-grade risk architecture.