Striking Alpha Through Quantitative Research
Kopto provides systematic alpha and market-neutral returns through statistical arbitrage in digital asset markets, using factor decomposition and residual signal research to manage exposure to common market and factor risks.
Kopto takes its name from the Greek kóptō, meaning “to strike,” also used for striking coins. Shaping metal into coinage requires precision, effort, and repeated refinement.
We believe extracting alpha demands the same discipline. It is a difficult process of rigorous research: questioning assumptions, testing signals, and refining models until the evidence supports a strategy.
We provide systematic alpha and market-neutral returns through statistical arbitrage in digital asset markets. Our research studies whether residual behaviour can support relative-value strategies after common market risks have been accounted for.
Read the abstract and introduction to our research.
Explore pod onboarding or access to our trading software. Book a discussion of our research results and live trading performance, including Sharpe ratios, drawdowns, and the context behind the numbers.
