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Weather Premium
Tom's weather betting strategy. A systematic short-volatility strategy on OTC binary temperature derivatives — signal generation is fully systematic, while execution and hedging stay deliberately discretionary.
DV01 · Macro & Markets
Regime-switching long/short strategy on equity index futures. Positions sized by duration-adjusted exposure across US, developed and EM markets, with rules-based drawdown controls at the position and portfolio level. Factor tilts vary by macro regime.
the readout
Options strategy run by a biochemist who trades around FDA catalysts — approval decisions, trial readouts, label expansions. The edge is in reading the primary literature. High risk, high conviction, incredibly high reward.
investability
Factor-model approach to residential property investment. Built to decompose returns into identifiable drivers rather than rely on price momentum. Includes data infrastructure for sourcing, cleaning and scoring assets at scale.
the discount
Indexes a portfolio's exposure to geopolitical and political risk events. Originally built to surface equities trading at a discount to fundamentals due to overstated political risk — a systematic way to find what the market is mispunishing.
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