Eclectic. Rigorous. Meticulous.

Hallasan leverages quantitative strategies in event contracts to generate uncorrelated returns for investors.

Our Approach

We specialize in event-agnostic strategies that capitalize on inefficiencies in event contract markets. By leveraging our deep understanding of market mechanics, we systematically identify and exploit mispricings—without relying on any single outcome. Our approach is designed to generate consistent, uncorrelated returns across diverse market conditions.

Our Strategies

Statistical Arbitrage

Capturing inefficiencies by trading relative spreads between multiple related contracts. This includes cross-market mispricings and mean-reverting relationships.
Trend-Following

Systematically identifying short-term price momentum and reversion patterns in event contracts to capitalize on predictable market behaviors.
Market-Making

Providing liquidity by efficiently managing bid-ask spreads, leveraging pricing models to minimize risk, and benefiting from order flow imbalances.