
Our Strategies
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Statistical Arbitrage
Capturing inefficiencies by trading relative spreads between multiple related contracts. This includes cross-market mispricings and mean-reverting relationships.
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Trend-Following
Systematically identifying short-term price momentum and reversion patterns in event contracts to capitalize on predictable market behaviors.
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Market-Making
Providing liquidity by efficiently managing bid-ask spreads, leveraging pricing models to minimize risk, and benefiting from order flow imbalances.