Quant Systems

A systematic long/short equity engine trading small-cap dislocations against a market hedge, using a proprietary geometric signal and a validation-first research process. Currently running a live paper-trading track record.

The approach

A systematic, rules-based trading engine that identifies statistical dislocations in small-cap US equities and expresses them through a short basket, hedged with a broad market long position. The book rebalances on a fixed periodic cycle — closer to positional trading than continuous or high-frequency execution.

The core research is a custom-derived signal built from the geometry of price action itself, rather than fundamentals, sentiment, or a large factor model — a small, tightly-controlled set of proprietary factors developed independently rather than adapted from published work. A separate, constrained module screens for catalyst and event risk, but plays no role in position selection itself.

Considerable engineering effort has gone into validation discipline over raw performance-chasing: catching and correcting the kinds of subtle statistical errors that commonly make backtests look better than they are, and hardening the codebase with an extensive automated test suite.

Status: running as a live paper-trading book on a real brokerage platform, building a multi-cycle track record. Not yet trading live capital.