Algo-Based Trading

We deploy portfolios of quantitative strategies across major liquid asset classes globally. Continuous investment in infrastructure, technology, and talent enables efficient implementation, accelerating the transition from idea generation to live execution.

We operate multiple strategies, including:

Options Theta Skimming

We focus on capturing options time value decay while maintaining balanced exposure to portfolio sensitivities.

Spread Trading

We trade relative value opportunities across similar instruments listed on different exchanges, seeking to capture temporary pricing inefficiencies.

Long Only Emerging Markets

We aim to outperform benchmark indices by combining fundamental analysis with proprietary trend-based indicators.

A key focus remains the development of advanced algorithms for high- frequency trading and execution efficiency.