We Tradein the Dark.
Systematic strategy engines, ML-enhanced regime detection, and institutional-grade risk infrastructure — built from first principles.
Most operations market their wins. We publish the record — every position, every drawdown, unedited.
Strategy Engineering
Regime-aware equities, factor-driven gold futures, and systematic prediction-market pricing — every signal earns deployment through information-coefficient screening and walk-forward validation.
Risk Infrastructure
Hard constraints written before the first order: trailing drawdown guards, CVaR ceilings, Kelly caps. The 00Risk platform ships the same machinery to the public.
Tooling & Analytics
Live dashboards, pre-kickoff bet ledgers, automated session jobs on AWS and Railway — and a GPU research program simulating a galaxy from first principles.
Three books. One standard.
Live figures quoted straight from the strategy feeds — paper capital, institutional constraints, no edits and no omissions.
ProjectR
Regime-aware systematic equities. A six-state market classifier feeds an XGBoost/LightGBM ensemble validated across two decades of data.
ProjectA
Factor-driven gold futures (1OZ, COMEX). COT positioning, real-yield carry, and dollar momentum inside the Phidias 50K rulebook, enforced in code.
QuantBet
Systematic World Cup 2026 betting on prediction markets. Every model-recommended bet Kelly-sized and logged before kickoff — published win or lose.
Signal to execution, in order.
Seven stages shared across every book on the desk. No stage is optional, and no trade skips the line.
Data Layer
Two decades of price, macro, and positioning history: equities feeds for ProjectR, weekly CFTC COT reports, real-yield and DXY series for ProjectA, sharp market prices for QuantBet. Release-lag handling guarantees signals only ever see data that existed at decision time.
Regime Engine
A six-state market classifier (trend up/down, mean-revert, high-vol, crisis, flat) conditions everything downstream. The market is several environments, not one — the engine identifies which one is live before any model votes.
ML Layer
XGBoost/LightGBM ensembles vote on positioning; disagreement between models is itself a signal that scales conviction. Factors earn their place through information-coefficient screening, never narrative.
Risk Overlay
Hard constraints written before the first order: trailing drawdown guards, CVaR ceilings, Kelly caps, prop-firm rulebooks enforced in code. Breaching a funder's limit is treated as unacceptable, not unlucky.
Sizing
Volatility-scaled position sizing for the futures book; tiered fractional Kelly with a hard 3% cap for prediction markets. Size follows measured edge, never conviction.
Portfolio
Regime-conditional construction with strict drawdown discipline — sustainable outperformance over headline returns, stress-replayed through 2008, 2020, 2022, and 1987.
Execution
Paper execution through Alpaca (ProjectR) and a semi-automated EC2 session job on the Phidias rulebook (ProjectA, weekdays 4:15 PM CT); Kalshi and Polymarket for QuantBet. Every fill is logged and published unedited.
Walk-forward and backtested figures are hypothetical research output — they carry the benefit of hindsight and do not represent live trading with real capital. The live figures above them are the point.
Know your risk. Beat the market.
The tools quant firms keep behind the wall — factor attribution, Monte Carlo simulation, stress testing, and the 00Risk Score, a trader credential built to mean something.
A galaxy, simulated from first principles.
The Galactic Civilization Simulator grows star systems, chemistry, life, and — if the rules are right — civilizations from raw physics on GPU. Nothing is scripted; whatever survives is what you get. A 24/7 live universe, streamed with an AI news desk reporting on what emerges.
Open to the right conversations.
Recruiters, prop firms, and collaborators — everything on this site is reproducible and every number has a paper trail. Ask for it.
Nothing on this site constitutes an offer to sell securities or investment advice. Strategy performance shown is paper-traded or backtested and does not represent live trading with real capital.