A proprietary systematic alpha signal for cryptocurrency markets. Live since April 2022.
StatArb is a systematic signal for cryptocurrency markets, based on years of statistical research. It turns that research into a single, forward-looking input that partners can build into their own strategies.
The signal is in live use and delivered in real time to the partners who license it. They integrate it into their own investment process, in their own infrastructure and under their own control. How it fits their broader strategy and risk framework is entirely their decision.
Our approach is scientific. Ideas must survive rigorous statistical testing, across time periods and market regimes, before they earn a place in production.
Markets are made of people. Our research starts from how investors actually behave, and from the persistent inefficiencies that behaviour creates.
Every candidate signal is tested for statistical significance and for consistency across time periods and market regimes. Most ideas fail that bar, which is the point.
We have tested well over 100 market anomalies across more than six years of research. Only a small fraction ever reaches production.
The StatArb signal has a live track record since 30 April 2022. Since 2024 it has been traded by Data Vision, the proprietary trading company we build for, and partners license the same signal to build their own strategies.
The factsheet shows the full track record and risk metrics from our own implementation of the signal. Past performance does not guarantee future results.
Multiple ways to access our signals, designed to fit seamlessly into your existing workflow and infrastructure.
Programmatic access with real-time and historical endpoints. Integrate directly into your trading systems or research pipelines.
Scheduled or on-demand exports in standard formats, ready for analysis in Excel, Python, R or any other tool.
Automated file delivery to your secure server on a daily or custom schedule.
Need a different format or delivery method? We work with you to build a solution that fits your infrastructure.
