Core Research Pillars
- Statistical Arbitrage & Cross-Asset Dispersion: Pure out-of-sample cointegration grids, structural ETF/equity spreads, and mean-reversion manifolds.
- Derivatives & Asymmetric Volatility: Microstructure-aware options strategies, 0DTE SPXW gamma surfaces, broken-wing butterflies, and dynamic pin-risk monetizations.
- Macro Structural & Continuous Rates: CME discrete futures modeling, CTD basis & duration curves, and sovereign rate parity.
- Autonomous Quantitative Engine (Blitz): Ultra-low-latency C++ event simulation, native tick parsing, and fail-closed institutional risk telemetry.
PolarisLink™ Institutional Protocol
High-frequency market data ingestion, sub-250μs SSE event multiplexing, and cryptographic agent provenance connecting C++20 Blitz backtesting engines with live broker gateways.
Institutional Governance
Operated under strict physical air-gap validations, purged combinatorial cross-validation, and zero-synthetic data integrity standards.