Systematic Alpha for Professional Portfolios

We are a team of elite quant engineers driven by raw data. We deliver mid- and long-term trading strategies and ready-to-use models across asset classes — all backed by a proven performance record.

Quantitative Analysis

Our Solutions

Trading Models

Proven strategies across FX, crypto, US equities, and Saudi/Tadawul markets.

Geopolitical Risk

Models to understand risks of wars, elections, and conflicts using local news sources.

API Solutions

Actionable signals via API or any suitable IT solution for your infrastructure.

Consultancy

Happy to discuss your approaches and provide white paper solutions.

Performance Across Asset Classes

FX

0.9 Sharpe
9% Annual Return
20% Max Drawdown

Crypto

1.8 Sharpe
27% Annual Return
20% Max Drawdown

US Equities

2.3 Sharpe
33% Annual Return
20% Max Drawdown

Saudi Equities

2.4 Sharpe
35% Annual Return
20% Max Drawdown

Agile. Innovative. Always Ahead.

We are a focused team of quantitative researchers — small enough to move fast, yet skilled enough to deliver institutional-grade results. Unlike large firms weighed down by bureaucracy, we adapt quickly, testing and deploying new ideas at speed.

AI & Machine Learning

Transformer-based NLP for news analytics, reinforcement learning for adaptive portfolio strategies.

Modern Data Science

Feature engineering, regime detection, and integration of alternative datasets to uncover hidden signals.

Tech Infrastructure

GPU-accelerated research, scalable backtesting engines, and distributed data pipelines — all designed to optimize both performance and cost efficiency.

Improve your portfolio with quant-driven models