Systematic Alpha & Volatility Harvesting
Institutional-grade algorithmic equity and options execution, microstructure liquidity capture, and deterministic risk management. Powered by StreamBase tick analytics.
Systematic Volatility Harvesting
Continuous theta decay extraction through rule-governed 80/20 covered calls, dynamic strike delta optimization, and pre-MOC cash sweep engines designed to recycle margin without directional bias.
StreamBase Tick Telemetry
Sub-second options pricing, Dealer Gamma Regime flip tracking, and volume-weighted average price (VWAP) elasticity boundaries for micro-structure liquidity capture and Smart Exit limit orders.
Deterministic Risk Firewall
Tier-1 disaster stops (2.5x buffer), strict multi-account strategy separation, strategic position intent isolation, and 100% tax-shield asset preservation against unintended liquidations.
Active-Passive HA Cluster
Multi-region Cloud Run redundancy (Primary us-east4, Standby us-central1) synchronized via atomic Google Cloud Storage CAS leases and a 3-second hot state stream with zero broker quota exhaustion.
Institutional Tear Sheets
Audited execution records, risk-adjusted performance attribution (Sharpe, Sortino, Calmar), win-rate distributions, and maximum drawdown metrics logged in real-time.
Market Maker Smart Exits
Algorithmic resting order walker stepping inside bid-ask spreads and Market Maker "Sell Dear" posting to bank liquidity rebates and eliminate retail transaction friction.
🚀 Institutional Portal & Public Track Record Launching Soon
The QuantHarvest public web portal and verified allocator tear sheets are currently being finalized for Q3 2026. Private production execution engines and client cockpit are fully operational.