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, driven by events such as Brexit, U.S. interest rate changes, and electoral outcomes.
Since then, our expansion into statistical arbitrage and algorithmic trading in 2018 has consistently generated superior returns, particularly from cryptocurrency trading pairs.
Due to divergent individual pursuits after graduation, from postgraduate studies to full-time employment, we disbanded in 2019.
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.