Discreet by design
We operate privately and publish sparingly. Edge is protected; results speak.
Quietly building measured edge
A discreet, research‑driven proprietary trading firm. We prioritize clean execution, robust infrastructure, and respect for risk.
Small, senior teams with high ownership and low ego. Our playbook: hypothesis → evaluation → guardrailed execution → attribution.
We operate privately and publish sparingly. Edge is protected; results speak.
Reproducible pipelines, regime awareness, and peer review on every result.
Limits, heat caps, and automated exits with live telemetry and audits.
A brief history of how we’ve built, simplified, and compounded.
Two friends trading equities and options. Early lessons in discipline, risk control, and the value of reproducible research. Core principles were set: research first, guardrailed risk, and clarity before scale.
Expanded into systematic hypothesis testing. Began experimenting with strategy frameworks across equities and futures. Built habit of daily attribution and review, cementing a research-driven culture.
Formalized data pipelines and research repositories. Introduced version control and reproducible backtesting. Moved from ad-hoc exploration to structured experimentation, laying groundwork for institutional rigor.
Built purpose-fit data ingestion, versioned feature pipelines, and attribution reporting. Shifted focus to clean systems and scalability.
Staged deployment with policy-as-code limits, heat caps, and automated exits. Introduced post-trade diagnostics to ensure safety and clarity in execution.
Expanded liquid market coverage. Tightened attribution loops and simplified execution paths. Scaling only where conviction and correlation allowed.
We’re selective and low‑profile. If you care about clean research and risk‑aligned systems, reach out.