We research, design and execute cross-ecosystem high-frequency and arbitrage quant strategies — deployed simultaneously across prediction markets, crypto, FX and gold. Every arbitrage engine is grounded in mathematical models — math only, no foresight. High-performance architecture delivers flagship execution quality across every ecosystem.
LAC is a research-led cross-ecosystem quant firm. We focus on the seams that few institutions touch simultaneously — capturing low-correlation, high-frequency and arbitrage-style alpha across prediction markets, crypto, FX and gold on a shared high-performance architecture.
Our approach is rooted in scientific method — hypothesis-driven, evidence-led, reproducible. Every arbitrage engine is grounded in mathematical models — math only, no foresight. Original research and auditable mathematical derivation are the edge.
Partnerships are open only to vetted, long-term strategic partners — transparent, auditable, accountable. Risk before scale; alignment before growth.
LAC connects 4 independent ecosystems simultaneously — each with distinct liquidity depth, signal patterns, transaction costs and regulatory regimes. We construct positions across these differences and timing dislocations. Every ecosystem runs on the same high-performance architecture; arbitrage logic is built only on verifiable mathematical models.
Event venues and prediction markets — asymmetric payoffs, fragmented liquidity. Structured probability models calibrated against media, on-chain and macro data — math only, no foresight. High-performance architecture supports high-frequency flagship execution.
Centralised exchanges, multi-chain DEXes, perpetuals and spot in parallel. Three signal families run side-by-side — funding rates, cross-venue spreads and on-chain MEV. Arbitrage engines define edge through mathematical models — no foresight. High-performance architecture supports microsecond HFT flagship execution.
MT5 brokers, bank liquidity pools and ECN concurrently. Cross-platform spreads, liquidity imbalances and macro signals captured through mathematical models — including specialised models for weekend gaps and central-bank releases. High-performance architecture ensures multi-venue execution quality.
London spot gold and COMEX futures held in parallel — calendar, cross-venue and cross-session spreads captured through mathematical models — math only, no foresight. High-performance architecture supports HFT flagship execution and acts as a non-correlated counter-balance to crypto and FX exposure.
Hypothesis-driven, out-of-sample-validated, reproducible. Every arbitrage engine is grounded in mathematical models — math only, no foresight. Never overfit, never opaque, never narrative-driven.
From signal generation to position management, every layer is scientific and auditable. Collaboration, intellectual integrity and rigour define the culture.
One high-performance stack across 4 independent ecosystems — Prediction / Crypto / FX / Gold. Alpha lives in the seams and timing dislocations between them; arbitrage logic is built only on verifiable mathematical models.
Risk management underpins long-term success. From strategy design, position sizing, counterparty review to operating processes — risk runs through everything.
We don't chase ornate strategy trees. We measure three engineering axes — latency, determinism, coverage. High-performance architecture spans all 4 ecosystems. Everything else is derivative.
We don't publish individual résumés or rely on storytelling. We let the research, signals and infrastructure speak. Three principles run through everything we do.
Our strategies span trading frequencies and styles and are implemented across thousands of exchange-traded and over-the-counter instruments. Every arbitrage engine is grounded in mathematical models — math only, no foresight. Every strategy passes internal peer review, out-of-sample backtest and real-friction stress tests before going live.
High-performance, scalable, containerised processes span data, execution and operations. All 4 ecosystems share one architecture — centralising and sharing these functions across the investment team improves efficiency, reduces transaction costs, and accelerates the journey from idea to live trading.
Risk management has underpinned our long-term approach from day one. From the design of our investment strategies and the size of our positions, to the counterparties we onboard and the processes that drive our business — careful consideration of risk informs everything. We do not accept hot money or chase rapid scale.
Our culture is characterised by collaboration, intellectual integrity and methodological rigour. Three complementary disciplines — research, engineering, risk — accountable to one another, leaning on one another. We do not run a sales team.
Microstructure modelling, signal R&D, backtest infra. Arbitrage and alpha models start from mathematical derivation — math only, no foresight. We hire investment professionals who combine exceptional technical skill, in-depth market expertise, and a desire to collaborate.
C / Rust / FPGA engineers. The high-performance, scalable, containerised execution platform separates research from position management while keeping each accountable; every signal path is designed as a deterministic system — all 4 ecosystems share one architecture.
Position limits, kill-switch, compliance and partner review. 24/7 incident desk. The careful consideration of risk runs through every layer — strategy to operations.
Partnership Application
Partnerships are by invitation; applications reviewed discreetly after submission.
We research, design and execute cross-ecosystem high-frequency and arbitrage quant strategies — deployed simultaneously across prediction markets, crypto, FX and gold. Every arbitrage engine is grounded in mathematical models — math only, no foresight. High-performance architecture delivers flagship execution quality across every ecosystem.
LAC is a research-led cross-ecosystem quant firm. We focus on the seams that few institutions touch simultaneously — capturing low-correlation, high-frequency and arbitrage-style alpha across prediction markets, crypto, FX and gold on a shared high-performance architecture.
Our approach is rooted in scientific method — hypothesis-driven, evidence-led, reproducible. Every arbitrage engine is grounded in mathematical models — math only, no foresight. Original research and auditable mathematical derivation are the edge.
Partnerships are open only to vetted, long-term strategic partners — transparent, auditable, accountable. Risk before scale; alignment before growth.
LAC connects 4 independent ecosystems simultaneously — each with distinct liquidity depth, signal patterns, transaction costs and regulatory regimes. We construct positions across these differences and timing dislocations. Every ecosystem runs on the same high-performance architecture; arbitrage logic is built only on verifiable mathematical models.
Event venues and prediction markets — asymmetric payoffs, fragmented liquidity. Structured probability models calibrated against media, on-chain and macro data — math only, no foresight. High-performance architecture supports high-frequency flagship execution.
Centralised exchanges, multi-chain DEXes, perpetuals and spot in parallel. Three signal families run side-by-side — funding rates, cross-venue spreads and on-chain MEV. Arbitrage engines define edge through mathematical models — no foresight. High-performance architecture supports microsecond HFT flagship execution.
MT5 brokers, bank liquidity pools and ECN concurrently. Cross-platform spreads, liquidity imbalances and macro signals captured through mathematical models — including specialised models for weekend gaps and central-bank releases. High-performance architecture ensures multi-venue execution quality.
London spot gold and COMEX futures held in parallel — calendar, cross-venue and cross-session spreads captured through mathematical models — math only, no foresight. High-performance architecture supports HFT flagship execution and acts as a non-correlated counter-balance to crypto and FX exposure.
Hypothesis-driven, out-of-sample-validated, reproducible. Every arbitrage engine is grounded in mathematical models — math only, no foresight. Never overfit, never opaque, never narrative-driven.
From signal generation to position management, every layer is scientific and auditable. Collaboration, intellectual integrity and rigour define the culture.
One high-performance stack across 4 independent ecosystems — Prediction / Crypto / FX / Gold. Alpha lives in the seams and timing dislocations between them; arbitrage logic is built only on verifiable mathematical models.
Risk management underpins long-term success. From strategy design, position sizing, counterparty review to operating processes — risk runs through everything.
We don't chase ornate strategy trees. We measure three engineering axes — latency, determinism, coverage. High-performance architecture spans all 4 ecosystems. Everything else is derivative.
We don't publish individual résumés or rely on storytelling. We let the research, signals and infrastructure speak. Three principles run through everything we do.
Our strategies span trading frequencies and styles and are implemented across thousands of exchange-traded and over-the-counter instruments. Every arbitrage engine is grounded in mathematical models — math only, no foresight. Every strategy passes internal peer review, out-of-sample backtest and real-friction stress tests before going live.
High-performance, scalable, containerised processes span data, execution and operations. All 4 ecosystems share one architecture — centralising and sharing these functions across the investment team improves efficiency, reduces transaction costs, and accelerates the journey from idea to live trading.
Risk management has underpinned our long-term approach from day one. From the design of our investment strategies and the size of our positions, to the counterparties we onboard and the processes that drive our business — careful consideration of risk informs everything. We do not accept hot money or chase rapid scale.
Our culture is characterised by collaboration, intellectual integrity and methodological rigour. Three complementary disciplines — research, engineering, risk — accountable to one another, leaning on one another. We do not run a sales team.
Microstructure modelling, signal R&D, backtest infra. Arbitrage and alpha models start from mathematical derivation — math only, no foresight. We hire investment professionals who combine exceptional technical skill, in-depth market expertise, and a desire to collaborate.
C / Rust / FPGA engineers. The high-performance, scalable, containerised execution platform separates research from position management while keeping each accountable; every signal path is designed as a deterministic system — all 4 ecosystems share one architecture.
Position limits, kill-switch, compliance and partner review. 24/7 incident desk. The careful consideration of risk runs through every layer — strategy to operations.
Partnership Application
Partnerships are by invitation; applications reviewed discreetly after submission.
