Aethelis Quant v6.1.0 QUANT is an institutional-grade, deterministic algorithmic execution engine engineered for quantitative hedge funds, proprietary trading desks, and family offices. Operating on low-latency bare-metal clusters adjacent to primary European exchange endpoints (OCI Frankfurt VCN), the infrastructure deploys a decoupled, 7-Desk hybrid quantitative architecture spanning Digital Asset Derivatives and Regulated CME TradFi Futures.
4 Crypto + 3 CME TradFi.
â Aggressive Golden Profile.
Audited peak-to-trough.
OCI Frankfurt bare-metal link.
Crypto derivative capital is allocated across four mathematically orthogonal execution engines adhering to the Strict 100% Capital Conservation Rule (∑ wi = 100.0%).
| Desk | Quantitative Taxonomy | Target Alloc. | Engine Profile | Execution Venue & Core Mechanism |
|---|---|---|---|---|
| DESK 01 | Volatility Squeeze Breakout | 20.0% | BALANCED | Bybit & Binance DMA. Bollinger Band / Keltner Channel compression regime detection with ATR breakout extension brackets. |
| DESK 02 | Cross-Sectional Momentum | 35.0% | AFTER_BURNER | Bybit Linear Perps. Trend continuation factor with Causal State Guard: halts falling-knife entries during sharp liquidity purges. |
| DESK 03 | Auction Market Theory (AMT) v6.1.0 | 30.0% | â AGGRESSIVE (GOLDEN) | Flagship Production Engine (DMNE-CERT-DESK3-AMT-2026-Q3). Multi-venue Maker DMA (Bybit, Binance, OKX). Asymmetric Two-Phase De-risking, Dynamic Screener with Bitcoin Beta Eviction, and passive maker rebate harvesting. |
| DESK 07 | Delta-Neutral Basis Carry | 15.0% | AGGRESSIVE CARRY | Binance USDT-M & OKX Spot. Synthetic cash-and-carry funding yield capture with mathematical delta-neutrality (Δ ≡ 0.00). |
Asymmetric Two-Phase De-risking Architecture: The execution state machine bifurcates position lifecycle into Phase I (Capital Protection)âwhich instantly establishes break-even thresholding and structural downside mitigationâand Phase II (Convex Runner)âwhich dynamically releases profit targets into an unbounded runner state to extract high-skew tail events without risking initial principal.
Dynamic Screener with Bitcoin Beta Eviction: Continuous two-tier universe scanner actively isolates high-dispersion volume opportunities while systematically evicting assets exhibiting heightened Bitcoin co-movement, ensuring zero systemic beta drag.
Maker Direct Market Access (DMA): Sub-millisecond passive liquidity posting across Bybit Linear, Binance Futures, and OKX Swap, capturing positive maker rebates and avoiding taker slippage.
The TradFi division deploys three institutional quantitative strategies on regulated CME micro futures via an asynchronous TCP Direct Market Access gateway to Interactive Brokers LLC, backed by unified SPAN margin monitoring.
| Desk | Asset Universe & Venue | Alloc. ($450k NAV) | Active Profile | Mathematical Formulation & Alpha Kernel |
|---|---|---|---|---|
| DESK 04 | CME COMEX Micro Metals (MGC / SIL) |
50.0% ($225k) | AFTER_BURNER | Recursive Kalman Filter cointegration: dynamic statistical hedge tracking, entry on spread dispersion, weekend gap containment protocol. |
| DESK 05 | CME NYMEX Energy (CL / RB / HO) |
30.0% ($135k) | AFTER_BURNER | Refinery crack margin model: multi-product distillation spread mean-reversion with seasonal regime calibration and physical inventory buffers. |
| DESK 06 | CME Micro JPY FX (MJY / 6J) |
20.0% ($90k) | AFTER_BURNER | Macro interest rate differential carry with volatility reversion filter and anti-shock monetary regime lock. |
The allocation matrix has been pre-calibrated across institutional risk tiers, balancing conservative balance-sheet preservation through high-velocity alpha extraction:
| Risk Profile | Execution Mode | Net Return (120d) | Sharpe Ratio | Sortino Ratio | Max Drawdown | Mandate Classification |
|---|---|---|---|---|---|---|
| CONSERVATIVE | Low Notional | +11.20% | 4.32 | 6.85 | -0.85% | Capital Preservation / Treasury Buffer |
| DEFENSIVE | Controlled Notional | +18.50% | 4.42 | 7.12 | -1.35% | Defensive Absolute Return |
| BALANCED | Standard Baseline | +24.00% | 4.50 | 7.30 | -1.80% | Multi-Asset Market-Neutral Core |
| DYNAMIC | Dynamic Leverage | +26.80% | 4.52 | 7.38 | -2.05% | Balanced Alpha Maximization |
| â AGGRESSIVE (GOLDEN) | Flagship Production | +210.04% | 4.53 | 15.30 | 3.05% | Benchmark Institutional Production (v6.1.0) |
| HYPER_CUBE | Maximum Skew | +328.50% | 4.48 | 12.15 | -5.80% | High-Capacity Statistical Alpha |
To eliminate speculative risk and illiquid execution slippage, the InstitutionalUniverseManager enforces a 3-stage mathematical gate prior to asset admission:
Hard gate across Binance Spot, Futures & Bybit Linear.
Median rolling volume filters ephemeral wash trading.
Deep consolidated bid/ask liquidity required.
Certified Institutional Digital Asset Basket: High-liquidity tier-1 instruments meeting continuous 365-day listing criteria. Unseasoned hype tokens, speculative micro-caps, and non-conforming listings are hard-rejected at ingestion with zero portfolio exposure.
Risk governance is enforced deterministically at the kernel level before any order packet reaches the network wire:
| Circuit Breaker | Trigger Condition | Automated Daemon Enforcement Protocol |
|---|---|---|
| Level 1 Breaker | Intraday drawdown ≥ -3.0% from daily High-Water Mark | Immediate throttling of new entry orders; urgent Telegram Sentinel dispatch. |
| Level 2 Breaker (Lockout) | Intraday drawdown ≥ -5.0% from daily High-Water Mark | Mandatory 24-Hour Lockout: trip to SAFE_MODE_DERISKING; all resting orders purged; positions systematically reduced; 24h trading lock engaged. |
| SPAN Margin Cap | TradFi SPAN margin utilization ceiling | Hard order block on CME DMA bridge; prevents overnight exchange liquidation margin calls. |
| Emergency Flatten | Manual operator trigger or black-swan venue disconnect | Sub-second market liquidation of derivative positions; capital segregated to cash balances. |
AETHELIS LTD (Company No. 16245256) is an independent quantitative software provider incorporated under the laws of England and Wales, with registered office at 165-167 Great Portland Street, London W1W 5PF, United Kingdom. Aethelis Ltd is strictly a software engineering vendor (SIC 62012, 62020, 62090) and does not conduct regulated investment activities under MiFID II, MiCA, or the UK Financial Services and Markets Act (FSMA). For statutory legal perimeters, non-custodial architecture, and institutional restrictions, consult the formal Regulatory Disclosures →.