Loading...
Loading...
Systematic, quantitative research for digital-asset markets — out of Hong Kong
We turn market microstructure, rigorous backtesting and on-chain forensics into repeatable, risk-adjusted alpha.
0xBroker is systematic, quantitative research for digital-asset markets, working out of Hong Kong — at the seam between Asian trading hours, deep CEX liquidity and a self-custodial, on-chain financial stack. Decisions are not made on conviction or commentary, but on expected value: every signal is modeled, backtested out-of-sample, costed to the basis point, and sized by its risk-adjusted edge.
16+
Markets covered
24/7
Systematic monitoring
OOS
Validation standard
Risk-adj.
Return mandate
Quant Research
We model markets as stochastic processes, not narratives. Factor decomposition, cointegration and regime-switching models surface structural edges across spot, perpetuals and FX/CFD — priced net of fees, slippage and funding.
Systematic Backtesting
Every strategy is interrogated walk-forward and out-of-sample. We report expected value per trade, Sharpe and Sortino, max drawdown and profit factor — Monte-Carlo stress-tested and survivorship-bias-free before a single dollar of risk.
On-Chain Intelligence
We read the chain at the byte level — Transfer logs, mempool, wallet clustering and smart-money flow. Settled on-chain truth front-runs social hype, turning raw block data into directional, risk-sized conviction.
Hypothesis → backtest → OOS. An idea earns capital only after walk-forward and out-of-sample validation, with Monte-Carlo resampling to bound tail risk and kill curve-fit artifacts.
Cost-aware to the basis point. Taker fees, slippage, borrow and funding are modeled explicitly. If the edge does not survive transaction costs, it does not exist.
Risk-adjusted, always. We optimize for Sharpe and Sortino, cap drawdown and exposure, and size via fractional-Kelly — compounding the edge while keeping the losses shallow.
On-chain as ground truth. Block data, mempool and smart-money clustering give a settlement-layer view of flow that lags neither price nor sentiment.
Spot & perpetual spreads across 16+ countries, net of fees and withdrawal frictions.
Funding rates, correlation matrices, DEX/CEX basis and cross-chain dislocations.
Spot-long / perp-short funding harvest, annualized and stress-tested for compression.
S&P 500, NASDAQ-100, JPX and APAC/EU equities — backtested momentum, gap and ATH strategies.
Smart-money flow turned into autonomous, risk-sized execution on liquid perps.
Proprietary FX, index and commodity signals with win-rate, EV and Sharpe attribution.
⚠ 0xBroker publishes research and market intelligence for informational purposes only. Nothing herein is investment advice or a solicitation. Backtested and past performance is not indicative of future results; digital-asset and leveraged trading carry substantial risk of loss.