Innovation Pipeline
From hypothesis to production: our systematic methodology for developing scalable, quantitative and active trading strategies
Logic-Driven Research & Discovery
Identification of market inefficiencies through academic research, alternative data analysis, and systematic pattern recognition.
- Market microstructure analysis
- Alternative data exploration
- Academic literature review
- Active trading methodologies
Backtesting & Robustness Validation
Comprehensive testing framework with walk-forward analysis, out-of-sample validation, and Monte Carlo simulation.
- Historical simulation
- Risk model development
- Stress testing scenarios
- Statistical significance
Strategy Deployment
Gradual scaling from paper trading to full allocation with continuous monitoring and performance attribution.
- Historical simulation
- Risk model development
- Trade Management Development
- Statistical significance
Strategy Categories
Diversified approach across multiple strategy types and market segments
Scalping
Extremely short-term trades that take advantage of limit order book dynamics and outsized volatility.
Momentum
Short-term trades designed to take advantage of volatile intraday moves based off of central limit order-book dynamics.
Swing
Higher timeframe strategies that take advantage of macro directional volatility and asset drift intraday.
Incubation Metrics
Track record of successful strategy development and deployment across market cycles with institutional-grade risk management.
Iterations
Strategies undergo an average of 6+ iterations before deployment
Optimisation
Strategy performance is reviewed weekly and optimised monthly
Trade Management
Real-time volatility, volume, liquidity and equity curve filtering to dynamically adjust trade management strategies
Strategy Pipeline
Development Metrics
Metrics reflect current development pipeline