We are a small group of programmers and former portfolio managers with experience in digesting academic research and developing actionable trading strategies.

  • 13F Fillings of $100M+ US funds.
  • Intraday trend-following of macro announcements
  • Intraday trend-following of earnings announcements
  • ...


  • We have 10+ year experience producing custom backtests in various banks and for ourselves.
  • We have our own ideas we believe could be turned into profitable trading strategies. We can also test strategies suggested by a client.
  • We provide an honest feedback and try to avoid strategies we do not personally like.
  • We highly prefer strategies where we can find a reason for the anomaly to exist.
  • We believe such anomalies are less prone to be the result of spurious relationships and have higher chance to persist in the future.