Quantitative trading.
Proprietary capital.
Mathematical methods. Systematic execution. Live across financial markets.
Strategy
Polybius
BTC direction and market regime detection. Live execution on the Polymarket CLOB. Built on a non-stationary SDE view of price dynamics with sub-second decision cycles.
Execution
High-Performance Stack
Rust engine with Tokio async runtime. Continuous calibration from live tick data. Regime-conditioned position sizing via Kelly criterion.
Approach
Rigorous mathematical modeling: stochastic differential equations, random matrix theory, and geometric methods on learned state manifolds. Model parameters are continuously auto-recalibrated from live data. A class of strategies requires no calibration at all, using weighted Fréchet mean aggregation to adapt intrinsically to market geometry. Risk is sized through static and dynamic Kelly criterion, conditioned on regime.