Our interdisciplinary research and development lab is working to solve challenges and innovate new concepts across cryptocurrency markets and trading-related activities.
Deep Dive into Bitcoin Market Manipulation.
From pump and dump groups, insiders trading on hidden knowledge, whales creating fake sell walls to psych out the market and wash traders washing, it is safe to say that market manipulation is rampant within the cryptocurrency space and should be accepted as a native and unavoidable feature.
We aren’t in the game of breaking the law for the pursuit of profit, but we are of the approach of developing strategies and models that understand, navigate and embrace the manipulation, accept it as part of the cut-and-thrust of crypto trading and allow us to keep strong transparency on where the action is at.
Applying Nassim Taleb’s Black Swan Principals to Crypto.
Systematic risk events are almost impossible to predict and completely avoid and can’t be simply mitigated through diversification. Luckily, traditional markets aren’t plagued by these events on a frequent basis (More like every 10 years, give or take). Crypto is completely different. Surviving crypto’s extreme volatility is a whole new level in itself, from IV’s above 100% to charts showing wild swings within a few hours period.
We are the only crypto fund focused on tail risk hedging strategies built specifically for the crypto markets. We believe that placing a stronger emphasis on the probability of fat tails is a must in these markets. We are insuring ourselves with convex asymmetric protection against sharp market moves and violent price whipsaws.
Market Microstructure and Order Book Dynamics in Exchanges.
Often linear models and traditional technical analysis breaks down when it comes to developing strong strategies and models for crypto - these markets are completely unregulated, they are the ‘Wild West’. We believe that it’s best to take insight directly from the heart of the fight and where the action is - the Order Books.
We are focusing on studying the important elements of the Bitcoin market microstructure to build rich intraday strategies that gain data into market manipulation, exchange network impacts, derivatives and spot market relationships and hidden trader activities and demands.
Does On-Chain Analysis and Social Signals Still Work?
A large part of our research and proprietary models look into on-chain metrics and social signals and translating these into price appreciation metrics in order to see the potential impact on the current and future price of Bitcoin.
In sum, our objective is to see how external market/trading data points can give a unique and more comprehensive analysis into observed correlations, market sentiment, retail hype, hodler enthusiasm and smart money movements.
We are taking a new approach to understanding the crypto markets through native fundamental and applied research with leading academics, researchers, developers, quants, traders and industry veterans.
Researchers, developers, quants, academics, industry leaders.
Countries of teams' global locations across Australia, US, UK, Germany, Dubai, Sweden, France.
Proprietary custom built models and strategy components being researched, tested and developed.
Core research focus areas across market microstructure, tail risk hedging, on-chain analytics and social signals.
Partnering with leading industry
institutions, technology firms and
research firms for initiative into the
Bitcoin Market Microstructure and ....