Console / Research / Strategies
A researched library, ready on day one.
The platform ships with a statistical-arbitrage suite you can inspect, configure, and extend, with the logic and parameters of every model open to review.
The Console ships with statistical-arbitrage models that are ready to research, configure, and deploy on day one, and documented well enough to be assessed on their merits.
Statistical arbitrage, built in
The suite implements cointegration-based pairs trading with adaptive, Kalman-smoothed hedge estimation and per-pair entry bands calibrated to each pair's mean-reversion speed and trading cost. These are established techniques, applied so that a reviewer can follow the reasoning from signal to position.
Entries priced at the real book
Executable-spread entry gating evaluates each candidate at the price it would actually trade, admitting a position only when the opportunity survives the cost of crossing the market.
Transparent and configurable
Every strategy exposes its parameters and its logic for review. Use it as delivered, adapt it to the constraints of a specific mandate, or take it as a reference architecture for your own research.
Built to your mandate, handed over
On request, we research and build additional strategies to a partner's mandate - and hand them over: logic, configuration, and the evidence behind them.
For institutions
Models you can put in front of a committee.
A portfolio manager answering for a systematic strategy needs more than its return history: the mechanism that produces the return, and the conditions under which it stops working. Both are documented for every model in the suite.
Next step
Strategies, live on your strategies and venues.
Response within two business days