We are students trading global macro and statistical arbitrage opportunities
Formed in 2017 at Duke University, we began with a singular focus on global macro strategies based on systematic sociopolitical projections.
Our 2018 expansion into cryptocurrencies via statistical arbitrage and algorithmic trading has consistently generated superior returns.
Due to divergent individual pursuits after graduation, we disbanded in 2019. All proprietary technologies and algorithms have been retained for our new venture.
Our longest-running strategy focuses on discretionary opportunities by systematically analyzing and predicting global macroeconomic and sociopolitical changes.
Powered by colocation servers, low-latency architecture, and high-frequency trading, our statistical arbitrage strategy seeks to identify and capture inefficiencies in equity markets.
Our inter-exchange arbitrage strategy revolves around scalable algorithms aiming to generate consistent returns from trading pair discrepancies across global exchanges.