Quantitative Research Lab — Dallas, TX
We Trade in the Dark.
Systematic strategy engines, ML-enhanced regime detection, and institutional-grade risk infrastructure — built from first principles.
Three disciplines.
One research lab.
Strategy
Engineering
Systematic, regime-aware ETF portfolio engines with ML-enhanced signal generation. Every model is versioned, documented, and subjected to post-mortems across full market cycles.
Risk
Infrastructure
Drawdown-first thinking baked into every layer — from position sizing to regime overlays. Survivability across bear markets is weighted equally with upside capture.
Tooling
& Analytics
00Risk and internal tooling give every strategy live risk visibility from day one of backtest. VaR, factor decomposition, Monte Carlo, and equity curve analysis — institutional grade.
The Systems
Signal to execution — seven stages, each independently versioned. Click any stage to expand detail.
Data Layer
Equities & ETFs, macro proxies, volatility surface, breadth features. Cleaned into a research-ready dataset with regime-conditioning features engineered at ingest time.
Regime Engine
6-state GMM classifier — Bull Trend, Bull Volatile, Sideways, Bearish Volatile, Bear Trend, Crisis. Regime duration and transition probability feed back into the ML feature set as live inputs.
ML Layer
30/70 ML/momentum blend across regime-conditional market states. Orthogonal signal features: regime duration, transition probability, cross-sectional rank, mean reversion, volatility structure ratios.
Risk Overlay
GARCH volatility forecast, Monte Carlo simulation across thousands of paths, Kelly criterion sizing. Drawdown monitor and kill-switches throttle the system when behavior exits expected bounds.
Sizing
Soft direction gate: 75% penalty applied to mildly negative trends, hard exclusion below −2%. n_long = 10 position cap. Position weights derived from Kelly-adjusted edge estimates per regime state.
Portfolio Construction
Modular 16-phase architecture. Exposure bands, turnover constraints, drawdown limits, and regime-conditional rebalancing. Each phase is independently versioned and testable.
Execution & Analytics
Paper execution with full trade log. 00Risk integration delivers live VaR, equity curve analysis, factor decomposition, and per-regime attribution from the first backtest day.
The Data
Know Your Risk.
Beat the Market.
00Risk brings quant firm–grade portfolio analytics to everyone. Connect your broker, get a Risk Score out of 1000, survive 2008 in simulation — then climb the global leaderboard.
Open to the right conversations.
00Capital is in a research and build phase. We're selectively open to conversations with future LPs, quantitative researchers, and technical collaborators interested in the system stack.
Nothing on this site constitutes an offer to sell securities or a solicitation to manage outside capital.