"The markets sing a song, it's our job to listen."
-Des Woodruff
A Scientific Method for Markets
Our approach is grounded in data, tested with rigor, and designed for resilience.
We don’t chase trends—we engineer strategies that adapt and endure.
Discovery
✓ Identifying inefficiencies through exploratory data analysis.
✓ Market microstructure insights, sentiment, and price action research.
✓ Market microstructure insights, sentiment, and price action research.
Development
✓ Hypothesis-driven modeling
✓ Statistical validation and signal generation
✓ Strategy coding (Python, R, or C++)
✓ Statistical validation and signal generation
✓ Strategy coding (Python, R, or C++)
Backtesting & Simulation
✓ Historical simulations using robust testing environments
✓ Walk-forward analysis, slippage modeling, and risk assessment
✓ Walk-forward analysis, slippage modeling, and risk assessment
Optimization & Deployment
✓ Performance tuning without overfitting
✓ Live-paper testing and iteration before deployment
✓ Live-paper testing and iteration before deployment
What we do
We develop data-driven trading strategies that eliminate guesswork and help institutional investors navigate markets with precision.
Will Griswold III
President