Aethelis Quant v6.2.0 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 | Liquidity Sweep & Reclaim | 35.0% | AFTER_BURNER | Bybit Linear Perps. Anti-Chase Architecture: zero breakout chase on market highs; executes on deep structural liquidity sweeps at -2.80 ATR with +0.20 ATR reclaim confirmation, protected by the BTC Parabolic Shock Guard. |
| DESK 03 | Auction Market Theory (AMT) v6.2.0 | 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 Cross-Venue Basis Arbitrage | 15.0% | AGGRESSIVE CARRY | Binance USDT-M & OKX Spot. Synthetic cash-and-carry funding arbitrage with dynamic 60-epoch rollover management, positive rate floor protection, and strict 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 an uncorrelated institutional multi-asset quantitative suite on regulated CME micro futures via an asynchronous TCP Direct Market Access gateway to Interactive Brokers LLC, backed by unified SPAN margin monitoring and deterministic risk gating.
| 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 | Precious Metals Kalman Cointegration: recursive Kalman Filter tracking dynamic hedge ratio (β), opening mean-reversion brackets at ±2.00σ spread dispersion with weekend gap circuit breakers and sub-second leg rebalancing. |
| DESK 05 | CME NYMEX Energy (CL / RB / HO) |
30.0% ($135k) | AFTER_BURNER | Energy 3:2:1 Crack Spread Refining Arbitrage: systematic cross-commodity refinery spread ($3\text{CL} = 2\text{RB} + 1\text{HO}$) mean-reversion at ±1.25σ entry with strict EIA inventory release event gating to neutralize announcement shocks. |
| DESK 06 | CME Micro JPY FX (MJY / 6J) |
20.0% ($90k) | AFTER_BURNER | Interbank FX Carry (USD/JPY): structural interest rate differential capture (+5.25% APR) with Anti-Panic Volatility Gate ($ATR_{24}/ATR_{120} \le 1.20\text{x}$) to halt exposure during currency shocks, entering on pullback Z-score ≤ -2.00σ with max 10h hold. |
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 (v6.2.0) |
| 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 →.