Proprietary trading
We trade our own capital on end-to-end systematic infrastructure, from signal research and portfolio construction through to live order execution and risk control.
Systematic tradingLondonEst. 2022
We trade our own capital systematically and provide the same systems to clients.
ASYM Capital is a proprietary trading firm and Quantitative-as-a-Service (QaaS) provider, working across equity, derivatives and fixed income markets.
Key figures
- Asset classes
- Equity, derivatives, fixed income
- 3
- Signals in production
- 60+
- Execution latency
- 240µs
- Sharpe ratio
- 1.871
1 Past performance is not indicative of future results.
About
We look for positions where the potential upside is materially larger than the downside.
Our research measures that asymmetry, and our execution systems are built to keep it after trading costs.
ASYM Capital is registered under DERIVQ LIMITED (CRN 09852527).
Quantitative-as-a-Service
The systems that trade our own book are the ones we deploy for clients, at any portfolio size. QaaS is available to institutions, family offices, funds and high-net-worth investors.
Services
Six services, built on the systems we run on our own capital.
Systematic trading strategies
Algorithmic trading systems across equity, derivatives and fixed income, covering signal generation, portfolio construction, risk management and live order execution.
Enquire about systematic trading strategiesAlgorithmic execution
Low-latency TWAP, VWAP and adaptive execution algorithms connected directly to broker APIs, with market-impact and transaction-cost modelling.
Enquire about algorithmic executionQuantitative analytics (QaaS)
Bespoke quantitative models, alpha signals and factor exposure reports, for portfolios of any size.
Enquire about quantitative analyticsBacktesting infrastructure
Event-driven backtesting on multi-year tick-level data, with slippage and commission modelling and the standard measures: Sharpe, Sortino, Calmar and maximum drawdown.
Enquire about backtesting infrastructureMarket signal intelligence
Regime detection with hidden Markov models, momentum and mean-reversion signals, and cross-sectional volatility analytics across 60+ equities, delivered before the market opens.
Enquire about market signal intelligencePortfolio risk management
Real-time risk monitoring, Greeks exposure management and systematic hedging, with multi-factor risk decomposition, live stress testing and scenario analysis across positions.
Enquire about portfolio risk managementPhilosophy
The first question we ask of any model or position is whether the distribution of outcomes is skewed in our favour.
When the data shows directional skew, we do not force the portfolio back into balance. We stress-test the tails as well as the mean, and we model transaction costs so that execution does not give back what the signal found.
Technology
From market data to live execution
Every strategy moves through the same four stages, with risk controls built into each one.
-
Data
Multi-year tick-level history across all three asset classes, stored so that every result can be reproduced.
- Granularity
- Tick-level
- History
- Multi-year
- Asset classes
- Equity, derivatives, fixed income
- Equity universe
- 60+ names
- Storage
- Time-series database
- Reproducibility
- Every backtest re-runnable
-
Research and signals
Multi-factor signal generation and portfolio construction, with models that adapt to the market regime.
- Signals in production
- 60+
- Signal families
- Momentum, mean reversion, cross-sectional volatility
- Regime detection
- Hidden Markov models
- Factor models
- Multi-factor, with exposure reporting
- Derivatives pricing
- QuantLib
- Research language
- Python
-
Backtesting
Event-driven simulation on tick data with realistic costs. No strategy reaches capital before it passes statistical validation.
- Engine
- Event-driven
- Data
- Tick-level, multi-year
- Cost modelling
- Slippage and commission
- Performance metrics
- Sharpe, Sortino, Calmar, maximum drawdown
- Scope
- Multi-factor, multi-asset
- Gate to capital
- Statistical validation
-
Execution
A low-latency order-routing core connected to brokers over FIX, running TWAP, VWAP and adaptive algorithms.
- Execution latency
- 240µs
- Order routing
- C / C++ core, sub-millisecond
- Connectivity
- FIX protocol, broker APIs
- Algorithms
- TWAP, VWAP, adaptive
- Cost model
- Market impact and transaction costs
- Markets
- NASDAQ, NYSE, CME, LSE
Risk, at every stage
Built into the pipeline from the start, not added after the fact.
- Real-time exposure monitoring
- Portfolio Greeks
- Multi-factor risk decomposition
- Live stress testing
- Scenario analysis
- Systematic hedging
Contact
Enquiries from institutions, family offices, funds and high-net-worth investors.
- Phone
- +44 7743 262560
- Office
- 53 Kilby Court, Southern Way
London SE10 0PR, United Kingdom - Legal entity
- DERIVQ LIMITED (CRN 09852527)
- Markets
- NASDAQ · NYSE · CME · LSE
- Founded
- 2022
To get in touch, email contact@asymcapital.uk or call +44 7743 262560.