Research
We mine market and alternative data for statistically robust signals, and stress-test every hypothesis before it earns capital.
Algorithmic trading firm
Systematic returns,
engineered from rigorous
quantitative research.
Convolvere builds and runs data-driven trading strategies — combining quantitative research, statistical modeling, and low-latency execution to find an edge across global markets.
Quantitative researchSignal generationStatistical modelingRisk managementLow-latency executionPortfolio constructionQuantitative researchSignal generationStatistical modelingRisk managementLow-latency executionPortfolio construction
Our process
Three phases.
One systematic edge.
Model
Signals are combined into risk-aware portfolios and backtested across market regimes, costs, and slippage assumptions.
Deploy
Strategies go live with automated risk controls and are monitored continuously against real-time performance.
Our strategies
Systematic strategies running
across global markets.
Equities · Statistical arbitrage
Meridian
Market-neutral equity strategy exploiting short-term mean-reversion across liquid large-caps.
Futures · Trend following
Northbeam
Multi-asset trend strategy trading futures across rates, commodities, and FX.
Digital assets · Market making
Latticework
Low-latency market-making strategy providing continuous liquidity across major digital asset venues.
Options · Volatility arbitrage
Solstice
Systematic volatility strategy capturing pricing dislocations across listed options markets.
Questions
Good to know
about how we operate.
We trade liquid instruments across global equities, futures, FX, and digital assets — anywhere we can find a statistically robust, executable edge.
Every signal goes through out-of-sample testing, walk-forward validation, and rigorous transaction-cost modeling before it's allocated live capital.
Position limits, volatility targeting, and automated circuit breakers are built into every strategy, with exposure monitored continuously in real time.