Quantitative Research
A quantitative research platform for investors who measure returns in bitcoin. Systematic strategies grounded in on-chain analytics, macroeconomic signals, and rigorous walk-forward validation.
Core Capabilities
Hypothesis-driven analysis applied to digital asset markets with fully reproducible, version-controlled methodology. Every signal is auditable.
Multi-layered risk management engineered for capital preservation — ATR-based position sizing, walk-forward validation, and real-time drawdown monitoring.
Unified data pipelines spanning full-chain on-chain analytics, macroeconomic indicators, and exchange microstructure across three venue feeds.
Conviction-weighted portfolio construction with deterministic sizing rules. No discretionary overrides, no narrative-driven allocation.
Philosophy
Every position is the output of a reproducible research process, stress-tested with walk-forward validation before a single sat is deployed.
Every data point is stamped with its actual release date. No look-ahead bias contaminates the research process.
Strategies are validated on rolling out-of-sample windows with overfit detection before any capital is allocated.
SHA-256 manifests, atomic writes, and resumable state machines ensure data integrity from ingestion through signal generation.
890,000+ blocks parsed into ClickHouse with two-pass prevout resolution — complete UTXO-level visibility.
Infrastructure
We work with a select group of institutional partners who share our commitment to evidence-based investing.
inquiries@xuercapital.com