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.