Learn the discipline, run the dashboards, or bring us in as a long term partner.
We prioritise long term consulting and treat it as a partnership. The first engagement is rarely the valuable one. The value compounds as we learn your book, your constraints, and where your edge actually comes from, then evolve the models with you.
Quant, product, and business questions are the same question at different resolutions. We work across all three.
Decision tools, not chart walls. Each dashboard answers one question a desk actually has to answer daily, with the model's own uncertainty shown alongside its output.
Which regime is the market in, how confident is that call, and what breaks it. Realized versus implied vol, correlation state, and a switching model with visible transition probabilities.
for: allocators, risk, discretionary desksPerp funding, futures basis, and carry across venues in one surface, net of the fees and slippage that decide whether the trade exists at all.
for: market neutral funds, treasuriesWhat you are actually exposed to, factor by factor across beta, momentum, size, and liquidity, with drawdown attribution that names the source instead of the date.
for: funds, family offices, treasuriesReal depth by venue and hour, expected slippage for a given size, and where the same liquidity is being counted twice. Sizing decisions before they cost you.
for: protocols, OTC, execution teamsThe role AI just made possible: five quant functions, merged into one person. A trading idea used to move through five people, losing context at every handoff. AI collapses the need for five people: it does not collapse the need for the judgment that travelled between them.
A paid four week accelerator in five modules, covering the quant side of crypto: AMMs, derivatives protocols, lending and yields, and the bridge back to TradFi. Available privately for desks and funds.
See the full program