Live — 32 strategies
Live
Market Making
Glosten-Milgrom MM
Bayesian adverse-selection model that infers the probability of trading against an informed party and adjusts quotes asymmetrically in real time.
Bayesian
Adverse Selection
Quote Skew
Live
Market Making
Hawkes Process MM
Self-exciting point process that models trade arrival clustering. Tightens spreads when activity is low; widens aggressively as intensity spikes toward informed flow.
Point Process
Intensity
Arrival Clustering
Live
Market Making
Roll Model MM
Implements Roll's (1984) serial covariance spread estimator and Corwin-Schultz high-low estimator to price the true spread and harvest round-trip capture from noise traders.
Roll 1984
Serial Covariance
Spread Estimation
Live
Market Making
Kalman Grid
Kalman filter continuously estimates the fair-value mid-price. Grid orders are placed adaptively around the filtered mean, tightening as signal confidence rises.
Kalman Filter
Adaptive Grid
State Estimation
Live
Market Making
Inventory Balancer (A-S / GLT)
Avellaneda-Stoikov optimal execution with GLT 2013 infinite-horizon extension. Uses risk aversion and volatility to continuously skew quotes, draining inventory before drawdown risk accumulates.
Avellaneda-Stoikov
GLT 2013
Inventory Skew
Live
Market Making
VWAP Market Maker (Spot)
Anchors quotes around VWAP with volume-weighted fair value targeting. Adjusts spread as price drifts from the VWAP anchor and widens during high-volume sessions.
VWAP
Volume-Weighted
Anchor
Live
Market Making
Queue-Reactive MM (Futures)
Huang-Lehalle-Rosenbaum 2015 volume-optimal queue placement. Reacts to order book depth changes in real time, designed for futures perpetuals.
HLR 2015
Order Book
Perpetuals
Live
Market Making
OFI Flash MM (Futures)
Cont-Kukanov-Stoikov 2014 Order Flow Imbalance sign-rule with MM quotes. Ultra-short-hold maker driven by OFI signals on futures perpetuals.
OFI
Order Flow
Futures
Live
Market Making
Cartea-Jaimungal Micro MM (Futures)
Cartea-Jaimungal-Penalva 2015 Prop. 10.5 stochastic optimal control. Continuous-time HJB solution for optimal bid/ask placement under inventory penalty.
HJB
Stochastic Control
Inventory Penalty
Live
Market Making
MicroPrice MM (Futures)
Stoikov 2017 weighted mid-price with optional tape TFI fusion. Prices quotes using bid/ask volume-weighted fair value, reducing adverse selection by quoting closer to instantaneous fair value.
MicroPrice
Stoikov 2017
Fair Value
Live
Mean Reversion
ATR Channel Market Maker (Spot)
Dynamic SMA midline with ATR-scaled channel bands. Regime gate suppresses entries during ATR expansion cycles; exits on mean-reversion to midline or gain/drawdown targets.
ATR Channel
Regime Gate
Mean Reversion
Live
Mean Reversion
BB Squeeze Market Maker (Spot)
Bollinger Band lower-touch mean reversion with squeeze filter. Detects low-volatility compression and positions for reversion capture with momentum confirmation.
Bollinger Bands
Squeeze Filter
Breakout
Live
Mean Reversion
CCI Mean Reversion MM (Spot)
CCI(20) oversold accumulator with deviation-from-SMA exits. Waits for the Commodity Channel Index to signal extreme displacement before entering a reversal long.
CCI
Oversold
SMA Exit
Live
Mean Reversion
EMA Bounce Market Maker (Spot)
Fast/slow EMA stack bounce harvester. Buys when price is yanked below the EMA line and the elastic snap-back is imminent; exits when price returns above the EMA.
EMA Stack
Bounce Zone
Dynamic Stop
Live
Mean Reversion
Ichimoku Cloud MM (Spot)
Ichimoku Kinko Hyo cloud boundary mean-reversion harvester with TK cross confirmation. Entries at cloud boundary touch; exits on TK cross or midline recovery.
Ichimoku
TK Cross
Cloud Boundary
Live
Mean Reversion
Keltner Channel MM (Spot)
EMA + ATR channel lower-touch mean-reversion — smoother than Bollinger Bands. Enters on channel lower breach, exits on EMA midline recovery.
Keltner
EMA + ATR
Lower Touch
Live
Mean Reversion
MACD Momentum MM (Spot)
Histogram-turn dip buyer with SMA-20 dip filter and zero-cross exit. Buys when the MACD histogram starts recovering from below zero; exits on histogram zero-cross.
MACD
Histogram Turn
Dip Filter
Live
Mean Reversion
Mean-Reversion Oscillator (Spot)
Ornstein-Uhlenbeck 1930 with Bertram 2010 optimal thresholds. Multi-oscillator confluence system (RSI, Stoch, MFI, CCI) that triggers on joint oversold/overbought extremes.
O-U Process
RSI + MFI
Confluence
Live
Mean Reversion
RSI Mean Reversion MM (Spot)
RSI(14) oversold accumulator with mean-reversion exits. Buys on deep oversold readings with optional DCA layering; exits when RSI recovers above neutral.
RSI(14)
Oversold
DCA Layers
Live
Mean Reversion
StochRSI Mean Reversion MM (Spot)
Stochastic RSI(14) oversold accumulator with short-term exhaustion exits. Catches panic-sell spikes on the composite StochRSI reading before the bounce.
StochRSI
Oversold
Exhaustion Exit
Live
Mean Reversion
Williams %R Market Maker (Spot)
Williams Percent Range oversold accumulator with momentum-recovery exits. Buys when %R signals price is near its lookback low; exits on momentum recovery.
Williams %R
Oversold
Momentum Recovery
Live
Statistical Arb
Cointegration Pairs (Spot)
Engle-Granger 1987 with MacKinnon 1991 critical values. ADF-tested cointegrated pair trading on the spread Z-score; enters when spread deviates beyond dynamic threshold.
Cointegration
ADF Test
Z-Score
Live
Execution MM
TWAP Scalper Market Maker (Spot)
Time-Weighted Average Price scalper with TWAP lot-slicing execution. Waits for price to dip below the rolling TWAP before entering, slicing fills across time to minimise market impact.
TWAP
Lot Slicing
Impact Reduction
Live
Scalper
Harris Scalp MM (Spot)
Harris 2003 tape-driven stuffing detector with Egginton-VanNess 2016 verification. Captures the bid-ask spread on rapid fill cycles with tight inventory controls.
Harris 2003
Tape-Driven
High Frequency
Live
Trend & Direction
PriceActionPro (Peer)
HTF structure, POIs, FVG/OB with anchored VWAP and session gating. ICT-based market structure with Higher Timeframe bias; entries on confirmed BOS/CHoCH and order block fills.
ICT
Order Blocks
HTF Bias
Live
Trend & Direction
Donchian Channel Breakout/Reversion MM (Spot)
Dual-mode Donchian channel strategy with reversion and breakout modes. Tracks highest/lowest prices over a configurable window; selects regime based on volatility conditions.
Donchian
Dual Mode
Breakout
Live
Trend & Direction
Parabolic SAR MM
Wilder 1978 Parabolic SAR trend-following spot MM. Buys when SAR flips below price in uptrend; exits when SAR flips above price signalling reversal.
Wilder 1978
Parabolic SAR
Trend Following
Live
Trend & Direction
SuperTrend Market Maker (Spot)
ATR-band trend overlay support bounce harvester. Only buys when prices dip close to the SuperTrend support floor, then sells when price bounces back above it.
SuperTrend
ATR Band
Support Bounce
Live
Trend & Direction
Quantroduction Mixer (Spot)
Modular 11-indicator confluence engine. Configurable ANY/ALL gate logic combining SMA, RSI, MACD, EMA cross and more — tunable per pair.
11-Indicator
Confluence Gate
Multi-Filter
Live
Trend & Direction
Quantroduction Mixer (Futures)
11-indicator confluence engine with long/short signals for perpetuals. Futures-native with funding rate awareness and open interest gating for both directions.
Funding Rate
Open Interest
Long/Short
Live
Calendar
Moon Phases (Spot)
Lunar-phase grid entries for spot. Watches new and full moon phases as calendar triggers; buys on full moon, reduces on new moon.
Lunar Phase
Calendar
Grid Entries
Live
Calendar
Moon Phases (Futures)
Lunar-phase long/short grid for perpetuals. Full moon triggers longs, new moon triggers shorts; designed for futures with directional capability.
Lunar Phase
Long/Short Grid
Futures