ThetaResearchLabs

Quantitative research desk
Forked Digital

Systematic trading and market-making.

A systematic edge is small and repeated — a win rate a hair over half, and a model that beats chance — compounded into the curve below.

Net P&L
+133.89 pts
net of costs
Win rate
50.05%
a persistent edge
Model AUC
0.539
0.500 = chance

Equity curve — cumulative, net of costs

0 to +140 ptsnet of costs

Drawdown — worst -16.29 pts

0 to -16 ptsbelow running peak

Signal · decile lift 43.8% to 57.6% win rate

Decile 1 · lowest score10 · highest

Model · ROC — AUC 0.539 vs 0.500 chance

FPR 0 to 1TPR 0 to 1