Strategies
Active Strategies
Polybius
LiveBTC · Polymarket CLOB
Polybius detects BTC price direction and market regime (Trending or Mean-Reverting) from a joint BTC/ETH signal space. Positions are placed on the Polymarket prediction market CLOB.
Signal
Random matrix theory + cointegration spread
Sizing
Fractional Kelly, regime-conditioned
Engine
Rust · Tokio · sub-second cycle
Malliavin
DevEquity Options · Deribit · IBKR
Options volatility surface engine. Multi-agent regime detection with coarse-grained signal emission across the vol surface manifold. Deployment target: Deribit and IBKR.
Signal
Vol surface regime detection, multi-agent
Sizing
Regime-conditioned, delta-hedged
Engine
Rust · multi-agent architecture
Bismut
DevEquity Derivatives
Volatility surface manifold toolkit. Malliavin calculus-based Greeks, SDE volatility models, and backtest infrastructure for equity derivatives strategies.
Signal
Malliavin calculus Greeks, SDE vol models
Sizing
Options-based, risk-adjusted
Engine
Rust · backtest infrastructure