Quantitative Investing
in Alternative Assets
Institutional-grade trading infrastructure for crypto and digital assets. Systematic strategies, robust execution, and rigorous risk management.
Live Preview
Watch Optimization in Action
Bayesian optimization intelligently explores the parameter space, converging to optimal strategy configurations.
Strategy Optimization
Bayesian search · TPE sampler
Trials
0/50
Best Sharpe
0.000
Solutions
Built for Teams Managing Serious Capital
Infrastructure that scales with your operation, from research desk to production deployment.
Prop Trading Desks
Centralized strategy research, backtesting, and deployment for trading teams.
Hedge Funds
Portfolio-level optimization with compliance controls and audit trails.
Signal Providers
Broadcast strategies to subscriber networks via API. White-label your alpha.
Family Offices
Institutional infrastructure with self-hosted deployment options available.
Trading Strategies
Systematic Alpha Generation
Deploy institutional-grade strategies across multiple asset classes with fully automated execution.
Arbitrage Operations
High-frequency strategies capturing transient market dislocations across exchanges with proprietary algorithms.
- Cross-exchange spreads
- Funding rate arbitrage
- Spot-perpetual basis
Liquidity Provision
Advanced market-making with optimal quote placement, inventory management, and adaptive spread algorithms.
- Dynamic spread adjustment
- Inventory hedging
- Multi-venue aggregation
Machine Learning
Deep learning models identifying market inefficiencies and predictive patterns for systematic alpha generation.
- Sentiment analysis
- Order flow prediction
- Regime detection
Platform
Built for Serious Traders
Research, backtest, and deploy strategies with institutional-grade infrastructure.
Bayesian Optimization
TPE and CMA-ES samplers via Optuna. Find optimal parameters in a fraction of grid search time.
Overfitting Detection
Walk-forward analysis, Probability of Backtest Overfitting, and Deflated Sharpe Ratio built-in.
Real-time Monitoring
Watch optimization trials live. Track Sharpe, drawdown, and returns as they happen.
Multi-Timeframe
Store 1-minute bars, derive any timeframe on-demand. No data duplication.
Python Strategies
Write strategies in Python. Full access to pandas, numpy, and any library you need.
Cloud Infrastructure
Scalable cloud backend. Run thousands of trials in parallel without local hardware limits.
Risk Management
Position sizing, stop-loss automation, and portfolio-level risk controls with real-time alerts.
Exchange Connectors
Native integrations with Binance, Bybit, OKX, and more. Unified API for seamless execution.
Paper Trading
Test strategies with simulated capital before risking real money. Full execution simulation.
Strategy Distribution
Broadcast signals to external capital via API. Multi-account execution across managed portfolios.
Team Access Control
Role-based permissions, audit logging, and compliance controls for regulated environments.
Process
How It Works
From idea to live trading in four steps.
Define Strategy
Write your trading logic in Python or use pre-built templates.
Optimize
Bayesian optimization finds the best parameters automatically.
Validate
Statistical tests ensure your strategy isn't overfit to historical data.
Deploy
Go live with paper trading first, then real capital when ready.
Ready to Scale Your Operation?
Get in touch to discuss how Takashi can support your trading infrastructure.