Running Snail Quant
Compounding grows like a snail's shell — each turn built on the exact ratio of the last. We research market-neutral arbitrage and mid-frequency quant strategies in crypto markets, pairing risk controls with rigorous methodology and a 24/7 execution system.
The spiral wins on ratio, not speed
Each turn of a snail shell grows 1.618× larger than the last — not a coincidence, but nature's oldest compounding algorithm. We do not chase every trend; we wait for repeatedly proven patterns, then execute them with millisecond certainty.
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Three independent strategy lines complement one another across market regimes while sharing a common risk and execution stack, with drawdown management as a primary discipline.
The above is a methodology overview only and does not constitute a return commitment for any product. Historical performance and detailed data are supplied only to qualified investors after full disclosure.
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Research and execution are decoupled but share one data and risk stack — a model a researcher changes today can run in production that same day.
People we're looking for
We are a small team, but everyone owns a strategy end to end — from idea to production. We look for patience and rigor in how you solve problems.
- assertSolid math or statistical intuition
- assertObsessive about clean code — tests before features
- assertPatient with slow, zero tolerance for wrong
- assertWilling to read three papers for a 3% return improvement