Systematic Alpha
on Digital Assets
Research, execution, and risk under one roof. Managed systematic strategies on digital assets.
Process
Finding Robust Strategies
Bayesian optimization explores the parameter space intelligently, converging on configurations that survive out-of-sample validation.
Strategy Optimization
Bayesian search · TPE sampler
Trials
0/50
Best Sharpe
0.000
Solutions
Mandates
Managed systematic strategies for institutional allocators in digital assets.
Family Offices
Allocate to managed quant strategies tailored to your mandate and risk tolerance.
Hedge Funds & FoFs
Add a disciplined systematic manager to your digital-asset book.
Foundations & Treasuries
Outsource digital-asset capital to a risk-controlled, transparent manager.
DAOs & Protocols
Yield and execution on protocol treasuries with full on-chain transparency.
Systematic Strategies
Strategy Set
Systematic strategies operated end-to-end, across multiple venues with fully automated execution.
Arbitrage
Capturing transient dislocations across exchanges with low-latency, proprietary execution.
- Cross-exchange spreads
- Triangular arbitrage
- Latency-driven execution
Delta-Neutral
Market-neutral strategies that capture spreads and yield without directional risk.
- Funding rate capture
- Spot-perpetual basis
- Statistical / pairs
Market Making
Liquidity provision with optimal quote placement, inventory management, and adaptive spreads.
- 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
Operations
Built for Portfolio Managers
The infrastructure and discipline behind every mandate.
Bayesian Optimization
Strategy parameters tuned with Bayesian methods, exploring vast parameter spaces in a fraction of grid-search time.
Overfitting Detection
Every strategy passes walk-forward analysis, Probability of Backtest Overfitting, and Deflated Sharpe Ratio before going live.
Real-time Monitoring
Optimization and live execution monitored 24/7. Sharpe, drawdown, returns — tracked as they happen.
Tick-Level Backtesting
Backtesting at any resolution — from millisecond ticks to daily bars — for realistic fill simulation.
Python + Rust Stack
Strategies authored in Python, executed by a Rust engine. Research speed with production-grade performance.
Cloud Infrastructure
Infrastructure that runs thousands of trials in parallel — no local hardware limits, no downtime.
Risk Management
Portfolio-level position sizing, stop-loss automation, and drawdown limits — enforced pre-trade.
Multi-Venue Execution
Execution across Binance, Bybit, OKX, Hyperliquid, Coinbase, dYdX, and Deribit — through a unified execution layer.
Live Simulation
Run strategies against live market data with simulated capital before deploying real funds.
Multi-Account Execution
Mirror execution across allocator accounts. Each mandate runs in its own isolated portfolio.
Compliance & Audit
Full audit trails, role-based access, and reporting workflows built for regulated allocators.
Engagement
From Discovery to Capital
From first conversation to live capital in four steps.
Discovery
Understanding your mandate, risk tolerance, and allocation size.
Strategy Fit
Systematic strategies matched to your goals and constraints.
Deploy
Rust-powered execution runs 24/7 with institutional risk controls.
Report
Transparent, real-time PnL, positions, and risk dashboards.
Considering a Quant Allocation?
Get in touch to discuss how Takashi can manage capital alongside your existing mandate.