SYSTEMATIC · EST. 2019 · EQUITIES / CRYPTO / EVENTS
Markets are noise.
We trade the signal.
A quantitative trading firm operating across equities, crypto-native venues, and prediction markets. Fully systematic. Fully transparent.
/01 — THESIS
/02 — STRATEGIES · CLICK TO OPEN THE BOOK
/03 — EXECUTION STACK · CLICK A STAGE
INGEST — Normalized feeds from 18 venues. Wire-to-book in 9ms, replayable to the tick.
/04 — VENUES & COVERAGE
/05 — RISK MONITOR
/06 — MARKET DEPTH
/07 — FIGURES
/08 — INSIGHTS
Adverse selection in prediction-market books
Event contracts trade like options with no greeks. How we price informed flow when the underlying is a vote.
8 MIN · DESK NOTES→ENGINEERINGWhat we learned routing $2.4B through thin liquidity
Queue position is a currency. Notes on pacing, slicing, and when crossing the spread is the alpha.
6 MIN · EXECUTION→DESK NOTESLatency is a risk model
Every microsecond of jitter is inventory risk in disguise. How the execution desk budgets time like capital.
11 MIN · RISK→/09 — CAREERS · OPEN ROLES
/10 — ACCESS
ELDRIKS CAPITAL — ALLOCATION TERMINAL v3.1
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