About
Holonomy Securities
Holonomy Securities is a proprietary quantitative trading firm. We deploy systematic strategies built on mathematical models of market structure, targeting non-stationary stochastic dynamics across derivatives, prediction markets, and equity options.
All capital is proprietary. There are no outside investors. Every strategy is live-tested before capital deployment, continuously auto-recalibrated from market data, and subject to strict risk controls.
Methodology
Strategy development follows a rigorous cycle: mathematical modeling from first principles, calibration from historical tick data, walk-forward backtesting, paper trading under live market conditions, and final capital deployment. Model parameters are continuously auto-recalibrated from live market data.
A class of strategies requires no explicit calibration: parameters are intrinsically determined via geometric methods on a learned state manifold, including weighted Fréchet mean aggregation over the manifold of market states. This eliminates manual tuning cycles and yields parameter estimates that adapt to the geometry of the data rather than a fixed parametric family.
Risk is managed through both static and dynamic Kelly criterion position sizing, conditioned on regime classification. Static Kelly sets a floor under each position; dynamic Kelly adjusts continuously as the regime posterior updates.