Systematic research since 2018
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, and institutional-grade cryptocurrency market data.
Proprietary signals for cryptocurrency markets. Partners license our signals to build strategies in their own infrastructure, under their own control.
Survivorship-free, institutional-quality cryptocurrency pricing data from major exchanges. Cleaned and validated so you can focus on research instead of data preparation.
First research into cryptocurrency market anomalies
Research deepens across ideas and methods, and the foundations of our data infrastructure are laid
StatArb research begins, and Vicuna becomes a professional operation
The StatArb signal goes live
Research and production infrastructure scaled up
Continuous research: signal robustness and scalability significantly improved
The signal family expands: new signals and strategies added
First research into cryptocurrency market anomalies
Research deepens across ideas and methods, and the foundations of our data infrastructure are laid
StatArb research begins, and Vicuna becomes a professional operation
The StatArb signal goes live
Research and production infrastructure scaled up
Continuous research: signal robustness and scalability significantly improved
The signal family expands: new signals and strategies added
"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."
