A self-funded quantitative trading firm. We turn rough-volatility and Monte Carlo research into systematic strategies across gold, digital assets and equities.
Our trading methodology is underpinned by proprietary methods developed and patented by our founders. Three granted patents form the core of our pricing stack.
Extends the Heston stochastic volatility model to rough volatility regimes, with the variance process driven by fractional dynamics. Captures short-dated implied volatility smile behaviour that standard diffusion models systematically miss.
A variance-reduction method for Monte Carlo estimation of derivative prices under stochastic volatility. Designed for path-dependent payoffs where closed-form solutions do not exist, achieving tighter confidence intervals at equivalent compute cost.
An integrated calibration and pricing system that combines the above methods into a production-grade valuation pipeline. Handles real-time market data ingestion, model calibration, and price generation at trading latencies.
We build from mathematical foundations, not parameter fits. Every method in our pricing stack is derived from stochastic calculus and tested rigorously before it is deployed.
We trade exclusively with our own capital. No outside investors, no conflicted incentives, no redemption risk. Our results matter because they are entirely ours.
Incorporated in Estonia as an OÜ, operating under EU frameworks. Clear regulation, a strong technical talent pool, and direct access to European markets.
For research collaboration, hiring or general enquiries, write to us directly.
[email protected]