Building The Next Generation of Crypto Research & Trading Technologies, at scale

We're a 6 years old crypto hedge fund that focuses on systematic trading and HTF, on CEX & DEXs

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MORE POWER to

Quants,Traders & Engineers.

  • 10x More Granular Data
  • 100% Open Source
  • 1000x Speed & More Scalable

Project L3 Atom.

World's first open crypto data initiative.
Lite: 937,935 (left)   | Advanced: 49,634 (left)  |   Max: 9,735 (left)
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About us

GDA Fund (previously known as Blockchain Partners Holdings) is a six-year-old leading crypto research, financial engineering & technology firm. We are a team of experienced traders, data scientists, extreme programmers, financial analysts, and talented engineers based out of Sydney and San Francisco. We built our entire company without any external funding and will continue to run like a startup. Our most recent milestone —Project L3 Atom (the world's first open crypto data initiative) makes us extremely proud.

Our next big milestone involves the world's first all-in-one quant research & algorithmic trading solution for both centralized and decentralized exchanges. Beta is launching on 15th Feb 2022.

We are building the early building blocks for web 3.0 and are extremely passionate about building open source tools to innovate.

M2M, blockchain, and crypto are the future. All of our proprietary tech will be given to the community for free under GDA Open License. Yes, no catch. We are true believers of the spirit of crypto and blockchain—the economic freedom, where everyone should have access to financial freedom. We are dedicated to making a difference. All of our R&D and operations are available for the public to verify.

We live and breathe in crypto and blockchain 24/7. We love taking on big challenges. Crypto is a thriving, wild 24/7 industry. Solving problems and building the technology means we have to do a 100x better job than a typical one. It pushes our imagination and creativity to its limits. Often, we have to rethink everything from first principles. This gives unprecedented value and opportunity for creativity, extreme engineering, and innovation. The brilliance of companies like SpaceX and Tesla is that they apply an approach of establishing what is called a vertically integrated monopoly (VIM). VIM’s involve a lot of complex pieces and moving parts that are able to fit together in just the right way. We believe that decentralised smart systems will play a major role in the global economy, enabling trillions of dollars worth of industries to merge in the coming years.

1 . We mostly focused on long-only

The early days, we mostly focused on long-only, quantitative, algorithmic trading strategies based on social and on-chain data, to develop investment strategies. Late 2019, Blockchain Partners Holdings expanded and was rebranded as GLOBAL DIGITAL ASSETS FUND under Dubai International Financial Centre and Dubai Financial Services Authority.

2. We mostly focused on long-onlyThe early days, we mostly focused on long-only

quantitative, algorithmic trading strategies based on social and on-chain data, to develop investment strategies. Late 2019, Blockchain Partners Holdings expanded and was rebranded as GLOBAL DIGITAL ASSETS FUND under Dubai International Financial Centre and Dubai Financial Services Authority.

3. We mostly focused on long-onlyThe early days, we mostly focused on long-only

quantitative, algorithmic trading strategies based on social and on-chain data, to develop investment strategies. Late 2019, Blockchain Partners Holdings expanded and was rebranded as GLOBAL DIGITAL ASSETS FUND under Dubai International Financial Centre and Dubai Financial Services Authority.

25,000+
Hours in R&D
79,600,000
24 hours Entries and Reads.
5ms
Data Enhancement speed
2,000+
Indicators and patterns

Stats

Returns(YTD)
GDA (PB 1,2,3, & 4)
+ 758%
Returns(60D)
GDA PB (2&3)
+ 167%
Returns(YTD)
GDA (PB 1,2,3, & 4)
+ 758%
Returns(60D)
GDA PB (2&3)
+ 167%
PnL
(YTD)
+1,236%
MDD RFF
adjusted
-41.10%
Strategy
Systematic & quantitative
trading (L-MFT)
Futures, Perpetual &
Inverse Perpetual
Contracts
Sharpe measure
3.6%-27.6%
Beta (BTC)
57.6% (Stablecoins, BTC & L1)
AUMG
(YTD) (PB 1-4)
+758%
MDD RFF
adjusted
-68.25%
Strategy
SP & long-only
No. Holdings
36
Net Max
Concentrated
57.6% (Stablecoins, BTC & L1)
Distribution
IB 01: Conservative (60%*)IB 02: Semi (20%*)IB 03: Moderate (10%*)
IB 04: EMs (8%*)
MDD: Maximum Drawdown | RFF: Risk-free rate adjusted
IB: Investment basket
L1 smart-contract, L2 SMB, RF middleware, Side-chains, DEX, Cross-chain SE solutions, Efficient, IBC

Activities

An intersection of engineering, trading and quantitive research.

Advanced quant research
and extreme programming

Project L3 Atom has enabled a new generation of data analysis methodologies, data analysis techniques, statistics and crypto native insights to innovative quantitative research and to develop highly scalable trading technologies. Our extreme software optimization framework (ESOF) is designed to scale software development with ever changing requirements.

Algorithmic trading

Combines systematic crypto trading and years of algo research.  With trial and error, we have developed a scientific approach to algorithmic strategy development, execution and optimisation on both centralized and decentralized exchanges.

High-frequency trading

For the first time, Project L3 Atom enables atomic granularity on the order book and is able to scale low latency trade execution and signal generation. The rich data and insights of the market impact, participant fill rate, order flow, order book and real-time supply and demand allows us to test, design and optimise high-frequency trading on crypto futures and derivatives.

Academic research and
product innovation

Crypto is a wild 24/7 industry. Often needing to rethink engineering and problem-solving in first principles. It pushes imagination and creativity to its limits while giving unprecedented value and opportunity for innovation. Our engineers, researchers and product managers work day and night to improve and invent new ways to solve difficult problems.

Data is Everything.

Information is the most valuable commodity in the world.

"The problem"
Big market participants can manipulate data, spoof trades and do other malicious acts to the detriment of data quality. Exchanges can and do throttle user connections to limit their data capabilities — there are no incentives for them to deliver high quality data. The lowest possible data latency (time-delays), data granularity, iteration speed and data flexibility are the bedrock of the quantitive and HFT world.

Today's crypto market data
  • Low quality, noisy data. Inadequate for proper backtesting and HFT research —e.g. LOB events are aggregated (three events are reported in LOB).
  • Low speed, high latency.
  • Change in Data notified as it happens to web-socket feeds
  • Connections are over a WS and drop constantly (part of a throttling policy).
  • Corrupted Matching Engine has preferred users that jump Que.
  • Free, and no SLA.
Traditional markets
  • Highly Regulated, change in data given years in advance.
  • Protocols such as FIX have hundreds of message types (more data points).
  • Reliable stream via PNs.
  • All connections will have an identical latency in the nano seconds.
  • Matching engine works on a strict FIFO basis.

Project L3 Atom World's first open crypto data initiative.

Using advanced data science, high performing computing and clever engineering, we are recreating the missing events and reconstructing the L3 order book into its atomic structure in real-time .

High Performance Computing & Better Network Engineering

Kernel Bypass Networking With FD.io and Vector Parallel Processing
  • Data Plane Development Kit
  • FD.io VPP - the "Magic" of Vectors
  • Intel Xeon instruction cache and data cache always hot
  • Minimized memory latency and usage
  • 1 Tb/s Throughput
Hardware optimised for computation
  • c6i.metal Ec2 instance optimized for computation
  • 3rd Generation Intel Xeon Scalable processors (code named Ice Lake
  • L1 Bandwidth is 100 Gbs
  • AVX512 Vector instruction set
  • 10 nm Architecture
1

Max Software Optimisation

C++ HPC
  • Vectorisation
  • SIMD enabled functions
  • Vector Dependence
  • Strip mining
  • Intel Cpp compiler
  • Intel Open MP for Multi-Threading
  • Intel Clusters MPI for distributed computing
CPython
  • NumPy
  • NdArrays: Shape shifting
  • Ufuncs
  • Collective methods
  • Statistical Analytics with SciPy
2

Creating Rich Data, Normalisation & Enhancement

Processing Snapshots + trades + 3 LOB events in memory - real time
  • LOB rebuilt in memory, metrics calculated in real time.
  • Using multidimensional NdArrays and Shape shifting we move from 3 events to 8 atomic events in the lob
  • We are aware of our position in the lob price queues, Enhanced L3 (L3 Atomic)
  • Data is normalized and enhanced with above additional information in real time
Statistical Analytics on Market Quality
  • SciPy calculates Order flow analytics
Learn MoreView our design principles and architecture design
3
Results

Atomic Granularity.

Enabling the new era of quantitative finance & financial engineering in crypto.

Allowing a Deeper Understanding of the order flow, supply and demand, order book and liquidity.

  • Participant market impact to market microstructure correlations mapping
  • Participant market impact
  • Participant fill rate
  • Value areas, liquidity & volume clusters mapping
  • Shapeshifting phenomenon detection
  • Liquidity traps & SFP detection
  • MM fakeouts density
View our research

Enabling New Era of Quant Finance, Analytics & Financial Engineering in Crypto.

Research & development

Advanced quantitative research & backtesting, insights into market microstructure and order book dynamics, designing market behaviour models, data driven contract insights,  liquidity clusters heat-map development.

Predictive Analytics & Predictions

Liquidity clusters shapeshifting phenomenon, market microstructure correlations, market strength & weakness index, trend developments, identify trading ranges and the trend distribution, estimate fluctuations & volatility.

Signal generation

Signal contact strategy development, multi assets accelerated signals, cross strategy design and development (generating alpha combining strategies across CEX/DEX)

Management

Liquidity aggregation, portfolio constructions, composition & analytics, rebalancing

Execution & Optimisation

Enhancing trade execution (CEX & DEX), smart order routes, deeper liquidity cost optimisation, HFT load-balancing, pricing & fee optimisation, cost effective market entry

Risk

Advanced risk model development, tail-hedging, liquidation management

Institutional-grade data: L2, L3 & L3 Atomic data streams.

Open Data Streaming Suite (ODSS)

And, yes, it's Open-source
Lite: 937,935   | Advanced: 49,634  |   Max: 9,735
Signup for an early access

Open Data Streaming Suite (ODSS) Specs

Inverse & USDT Perpetual
Spots
Spots & Futures
Spots & Futures
SP/F
Enhanced Data

Last, Index and Mark price, Open interest/value, Cross sequential, delivery fee rate, Predicted delivery price, Predicted funding rate, Aggregate Open Position Values, long Short Ratio, Taker Volume, Contract/Index Basis, Error Logs

Customisable Data

Normalised Funding Rate (NFR), Extended Open Interest (EOI), Fund Flow Ratio, ADL/Insurance Fund Health, GLP (Maker/taker fees)

View Dashboard (v1.1)

Technology Stack

All-in-one research powerful algorithmic trading & execution engine for both centralized and decentralized exchanges.

Releasing 04- Jun- 2022

FTX, Bybit, Coinbase, Binance, OKex, Phemex, Kraken, Kucoin - (Spot, Futures, Perpetual) - 15th Feb 2022

Uniswap, dYdX, PancakeSwap, Sushiswap, 1inchexchange, Perpetual Protocol - (Spot, Perpetual, SP/F) - 26th Feb 2022

Sign up for early access
50ms
1TB/S

Reducing the noise substantially and building a cohesive map of the volume,
liquidity and hidden layers of the market microstructure.

Advanced filters, indicators

Reducing the noise substantially and building a cohesive map of the volume,
liquidity and hidden layers of the market microstructure.

Learn More
1TB

Data Per/day

Automated Chart Pattern Recognition Infrastructure (ACPRI)

State-of-the-art pattern recognition Infrastructure natively designed for crypto.

ACPRI is a middleware application that uses Machine Learning (ML) to detect and automate chart pattern recognition.

The Typical Technical Pattern Analysis (TTPA)

This module consists of up to 2,000 common technical chart patterns, including head and shoulders, flags, wedges, cups and handles, and rectangles

View more
The Volume and Liquidity Clusters Chart Analysis (VLCCA)

Uniquely designed libraries of liquidity and volume clusters on spots and futures from major centralised exchanges. Its primary aim is to identify and represent the market microstructure strength, liquidity depth, market relativity and momentum. The VLCCA module helps identify the major liquidity concentration areas, spot stop hunting, liquidity traps, SFP areas.

View more
The Advanced Technical Pattern Analysis (ATPA)

Tailored for the Bitcoin (BTC)and Ethereum (ETH) futures markets to represent and identify the market microstructure correlations, strength or weakness, trend development, shapeshifting phenomenon, identify a trading range and the trend distribution, downtrends, and sideways markets.

View more

Next-gen
backtesting engine.

Simulating for real-world trading environment.

This open backtesting tool is designed to develop paper trading strategies, combine strategies, deploy single and cross equities, test accelerated signals, and customise risk profiles all in a safe environment without the risk of losing capital. Connect crypto L3 & L3 Atomic data for advanced quant research and HTF strategy development.

Binance - v1.0 released
FTX, Bybit, Coinbase, OKex, Phemex, Kraken, Kucoin - (Spot, Futures, Perpetual) - 15th Feb 2022
Uniswap, dYdX, PancakeSwap, Sushiswap, 1inchexchange, Perpetual Protocol - (Spot, Perpetual, SP/F) - 26th Feb 2022

Capture
Pro Charts

Generate and export high resolution trade instants using TradingView GUI framework.

Learn More

Powerful execution engines and connectors for both centralized & decentralized exchanges.

Exchange connectors and execution engine infrastructure that enables two-way communication between exchanges, Open Data Lake & backtesting engines.

Exchange connectors and execution engine infrastructure that enables two-way communication between exchanges, L3 Atomic Open Data Lake & backtesting engines.

1TB
Data Per/day
10ms
Speed
1TB
Data Per/day
10ms
Speed

Be part of
our team of 12+ motivated members.

We are a team of experienced traders, data scientists, quants, financial engineers  and talented engineers based out of Sydney, San Francisco and around the world.

Ashton Hettiarachi
CEO & Chief Product Architect
Richard Mashood
HFT Performance Engineer
Sebastian Wüs
Cryptocurrency Derivatives Trader (Bybit/FTX/Coinbase)
Harut Grigoryan
Distributed/Networking Software Systems Lead
Priyanka Pursan
ML Research
Gavin Stein
Technology & Research
Analyst
Jack Lodge
Smart Contract and DLT Research Analyst
Prasanta Sahoo
Sr. Technical Advisor

Explore
Open Positions

Work with innovators to solve complex problems

Explore Opportunities

Track progress

Research Publications
View all research publication.
Access Code Repository
View all research publication.
Connect R&D Progress
Community & Socials
Career & internships
Hackathons
View L3 Atom in Action
View all research publication.
Access Backtesting Engine v1.0
View all research publication.
2021
Project L3 Atom—the world's first open crypto data initiative. By using advanced maths, data science, high-performing computing and clever engineering, we were able to recreate the L3 order book into its atomic structure in real-time, enabling a new generation of data analysis methodologies, quantitative finance and algorithmic trading solutions.
Development of back testing engine by mirroring Binance and Bybit exchange in our servers in nano-second granularity, with extreme precision to replicate the real-world trading environment
Develop, test multiple systematic HTF trading on framework on 30s, 1m, 5m, 10m (BTC/USD Futures & Perpetual)
Removing Noise from Crypto Volume & Liquidity Data (GDA Level I — Level III filters and indicators framework)
2022 Q1
Expand L3 Atom in to DEX (Trade Vol snapshots, Concentrated Liquidity, Range Position, Mempool,IL (Impermanent Loss)
Expand L3 Atom in to DeFi: APY (Annual percentage yield),APR (annual percentage interest),TVL (Total Value Locked),Trade Vol snapshots,Liquidity snapshots)
An institutional-grade quant workflow infrastructure for rapid strategy development.
Advanced execution and matching engine with aggregated deep liquidity in spots and futures (DEX & CEX)
Liquidity clusters management for LPs & risk distribution tranches modeling and agent-based execution optimization.

Research Lab

Our interdisciplinary R&D lab is working to solve complex problems, build, deploy cutting-edge technology at scale.

Open Crypto Data Initiative
Institutional-grade, reliable, and fast stream.

Read More

Automated Chart pattern recognition infrastructure (ACPRI) framework using Deep Learning.

Read More

Removing Noise from Crypto Volume & Liquidity Data (GDA Level I — Level III filters and indicators framework)

Read More

Apply for
R&D Grant

ACPRI (Automated Chart Pattern Recognition Infrastructure) module enhancement using ML & DRL.

Application closing dates : June 13th

USD 50,000
Apply now


BTC/USD High frequency trading execution optimisation and load balancing. Deeper liquidity smart order routes and cost optimisation.

Application closing dates : June 13th

USD 50,000
Apply now

Ethereum, Solana, Fantom compatible L2 or a middleware solution with hight throughput execution adapters development.

Application closing dates : June 13th

USD 50,000
Apply now

We are hiring.

Master of Information Technology Management
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Bachelor of Project Management
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Bachelor of Commerce (Honour)
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Executive Master of Business Administration
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Doctor of Philosophy (Engineering)
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Aeronautical Engineering (Honours) - Programming
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Junior Software Engineer (Intern)
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Junior Software Engineer (BA or MS Honours)
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Junior Data Scientist (BA or MS Data Science)
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Junior Analyst (Mathematical Sciences BA or MS)
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