Systematic Trading Infrastructure for Digital Assets
Institutional-grade algorithmic trading systems for directional trading, statistical arbitrage, volatility arbitrage, and prediction markets
Our Products
Four specialized trading systems, each purpose-built for its market domain
OPUS ALPHA
AI-powered algorithmic trading across 6 exchanges and 50 digital assets
- Multi-indicator voting consensus with 4-regime market adaptation
- 6 trading models spanning 3 risk tiers (Conservative, Balanced, Aggressive)
- 5 selectable AI validation engines (Grok, DeepSeek, Claude, Gemini, Qwen)
- Real-time WebSocket execution with bracket SL/TP protection
OPUS DELTA
Mean-reversion pairs trading exploiting cointegrated cryptocurrency relationships
- 9 statistical methods: Engle-Granger, Johansen, Kalman, Ornstein-Uhlenbeck, and more
- 4-phase optimization: universe screening, profiling, parameter optimization, walk-forward
- Dual-leg execution across multiple exchanges
- CUSUM kill switch for regime breakdown detection
OPUS GAMMA
Options trading on Deribit with IV surface construction and dynamic delta hedging
- 5 vol strategies: DVOL mean reversion, IV/RV spread, term structure, skew, gamma scalping
- Black-Scholes pricing with full Greeks computation (Delta, Gamma, Vega, Theta)
- Real-time volatility surface construction and interpolation
- Dynamic delta hedging via perpetual futures
OPUS OMEGA
Trading, market making and arbitraging prediction markets across Polymarket, Kalshi, and PredictIt
- 6 trading verticals: Crypto, Sports, Weather, Politics, Finance, Cross-Platform
- Rust EIP-712 sidecar for 2-5ms order signing latency
- Multiple parallel WebSocket connections to Polymarket CLOB
- Multi-source data feeds: exchanges, weather APIs, sports APIs, polling data
Technology Stack
Purpose-built engines for each market domain, unified by shared infrastructure
Signal Generation
Each product deploys specialized signal engines. Alpha uses multi-indicator voting consensus across 16 technical indicators. Delta applies cointegration tests and Kalman filtering. Gamma analyzes implied volatility surfaces. Omega detects cross-market pricing inefficiencies.
AI Integration
Optional LLM-based signal validation supporting 5 AI engines: Grok 4, DeepSeek V3, Qwen Max, Claude Sonnet 4.6, and Gemini 2.5 Pro. Operates in Autonomous or Validator mode for independent confirmation before execution.
Risk Management
Fixed-dollar risk per trade with dynamic SL/TP scaling by signal strength. Portfolio-level exposure limits, anti-pyramiding controls, and exchange-native bracket orders ensure consistent risk regardless of leverage or position size.
Backtesting & Optimization
Multi-phase optimization pipeline with parallel processing. Walk-forward validation, Combinatorially Symmetric Cross-Validation (CSCV) for overfitting detection, and zero implementation drift between backtest and live execution.
Infrastructure
Multi-exchange connectivity: Kraken, Binance, Bybit, Bitget, Hyperliquid, Aster DEX, Deribit, Polymarket, Kalshi
Real-time WebSocket data feeds with automatic reconnection and failover
Per-user isolated SQLite databases with full audit trail
Cloud deployment across Singapore and Amsterdam regions
Encrypted credential storage with AES-256-GCM
Automated daily, weekly, and monthly performance reports
Made by Traders, for Traders
Two decades of experience across traditional finance, cryptocurrency markets, and quantitative trading. We build the systems we trade with -- every feature exists because we needed it ourselves. From directional futures to volatility arbitrage to prediction markets, each product reflects real trading requirements, not theoretical models.
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