Our team comes from STEM backgrounds and leading institutions in quantitative research. In 2018, we began analysing one of the first anomalies in cryptocurrency markets, and by 2021 we turned our research into a professional operation focused on building institutional-grade quantitative products.
Along the way, we learned first-hand how difficult and costly it is to obtain reliable data in crypto. We spent years collecting, cleaning, and validating pricing data across exchanges. That experience shaped both our alpha signals and our market data products. If you are interested in learning more, please don't hesitate to reach out.
2018
Research Started
6+
Years of Research
100+
Anomalies Tested
2022
Signal Live Since
We license two core products: proprietary alpha signals built on behavioural finance research, and institutional-grade cryptocurrency data.
Proprietary signals that capture the predictability of cryptocurrency returns. Clients license our signals to build market-neutral strategies grounded in behavioural finance research.
Survivorship-free, institutional-quality cryptocurrency pricing data from major exchanges. Cleaned and validated so you can focus on research instead of data preparation.
Initial start of research - Momentum anomaly research
Gaining more knowledge and experience with quantitative research & researching new ideas and strategies
First research on Stat-Arb investment strategy
Investing in new database & computer power in order to conduct better and more efficient research
Starting date of Stat-Arb alpha signal
All operational systems moved to the Microsoft Azure Cloud
Signal update: Focus on better risk-management
Signal update: Focus on better risk-adjusted performance
Signal update: 1. Improving execution to lower transaction costs & 2. Better risk management of extreme events.
Signal update: Focus on better risk-adjusted performance
Signal update: Focus on better risk-management of extreme events
Signal update: Improving risk-adjusted returns
Signal update: Improving risk-adjusted returns
Signal update: Improving execution
Signal update: Significantly improving scalability potential
Initial start of research - Momentum anomaly research
Gaining more knowledge and experience with quantitative research & researching new ideas and strategies
First research on Stat-Arb investment strategy
Investing in new database & computer power in order to conduct better and more efficient research
Starting date of Stat-Arb alpha signal
All operational systems moved to the Microsoft Azure Cloud
Signal update: Focus on better risk-management
Signal update: Focus on better risk-adjusted performance
Signal update: 1. Improving execution to lower transaction costs & 2. Better risk management of extreme events.
Signal update: Focus on better risk-adjusted performance
Signal update: Focus on better risk-management of extreme events
Signal update: Improving risk-adjusted returns
Signal update: Improving risk-adjusted returns
Signal update: Improving execution
Signal update: Significantly improving scalability potential
"I completed my Master's degree at Tilburg University in the Netherlands, in the field of Quantitative Finance and Actuarial Science. Following my studies, I gained valuable professional experience at Robeco, working as Graduate Quant Researcher and Portfolio Manager. At Vicuna, I focus on researching new ideas and improving our quantitative models."
