Systematic Strategies
We execute a portfolio of uncorrelated, rule-based strategies designed to capture structural market edges and perform across diverse market regimes.
Night Drift
A non-correlation style strategy designed to capture structural pricing discrepancies and alternative risk premium in global index assets.
Opening Impulse
A directional breakout style strategy designed to capture volatility-driven impulses and optimize portfolio efficiency by exploiting liquidity gaps.
Day Vector
A systematic trend-following and momentum style strategy. It adapts to changing volatility levels to capture sustained price trends and optimize portfolio-level alpha.