ARCUS CORE ENGINE: ONLINE|5Y CAGR: +31.4%|SHARPE: 2.84|MAX DD: -3.8%|BETA TO SPX: 0.08
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ARCUSQUANT
ALGORITHMIC CAPITAL
QUANTITATIVE METHODOLOGY & ALGORITHMIC ARCHITECTURE

QUANT STRATEGY ENGINES

ARCUS operates four non-correlated quantitative sub-systems designed to systematically capture statistical mispricings, order flow imbalances, and options skew while maintaining net-zero market beta.

QUANTITATIVE ALPHA ENGINES

ALGORITHMIC STRATEGY ARCHITECTURE

Four non-correlated algorithmic execution models generating consistent, low-volatility returns across all macroeconomic regimes.

ACTIVE ENGINE: STAT-ARB LIVE TRADING

Statistical Arbitrage & Market Neutral Core

Sub-second pair correlation anomaly discovery across global equity & futures markets.

HISTORICAL CAGR+24.2%
SHARPE RATIO3.12
MAX DRAWDOWN-2.4%

STRATEGY METHODOLOGY & SIGNAL EXTRACTION

Exploits transient pricing dislocations across thousands of cointegrated asset pairs. Utilizes ultra-low-latency statistical models to execute zero-net-exposure positions with strict risk limits.

REAL-TIME SIGNALS EVALUATED140,000+ / 24h
AVERAGE POSITION DURATION4.2 minutes

EXECUTION PARAMETERS

  • STRATEGY CAPACITY:$1.5B
  • SP500 BETA CORRELATION:0.04 (Market Neutral)
  • ORDER ROUTING:Sub-millisecond Direct Market Access
  • RISK SYSTEM: Auto Tail-Stop
01

SIGNAL GENERATION & FEATURE ENGINEERING

Continuously ingests 620,000+ data ticks per second across Level-3 orderbooks, cross-asset correlations, options implied volatility surfaces, and macro liquidity indicators.

02

PORTFOLIO OPTIMIZATION & RISK ENGINE

Real-time quadratic convex optimization enforces strict position limits, value-at-risk (VaR) constraints, and automatic tail-risk hedge triggers.

03

ULTRA-LOW LATENCY EXECUTION LAYER

Direct Market Access (DMA) sub-millisecond order routing via Equinix NY4 and LD4 co-located fiber networks to minimize slippage and maximize fill quality.

READY TO EXAMINE COMPLETE WHITE PAPER & DUEL-LEGER?

Accredited institutional investors may request complete quantitative code methodology and historical trade audit logs.

REQUEST ACCREDITED INVESTOR PORTAL