Two quant researchers. MSc Finance, Asset & Risk Management. Years on systematic desks. No gurus. No coaching certificates. No "millionaire by 25". Just mathematics that works.
Quant Researcher · Stat-Arb & Vol
MSc Finance, Asset & Risk Management. Specialist in statistical arbitrage, mean-reversion architectures, and volatility surface modeling. Builds and operates the Σ-7 Mean Reversion and Ψ-Vol Surface engines.
Research focus: high-dimensional cointegration, regime-aware execution, options micro-structure.
Quant Researcher · Trend & Risk
MSc Finance, Asset & Risk Management. Cross-asset CTA & risk-parity specialist. Builds and operates the Δ-Momentum cross-asset engine. Publishes on factor decay and execution micro-structure.
Research focus: time-series momentum, vol-targeting, transaction cost analysis at scale.
We don't post Lambo screenshots. We don't sell mindset. We don't have a Telegram signals group. We're researchers — that's all we know how to be.
Our money runs alongside the strategies you'll see. If a method fails, our P&L tells us before any student does.
We've watched the trading-coach industry hollow itself out for years. We're tired of it. So are you. Let's fix it.