We bring together quantitative research, trading technology, and infrastructure to study systematic strategies in digital asset markets.
Co-founder & co-author
Michael leads quantitative research at Kopto. His work spans formalizing the statistical arbitrage framework, developing factor models and residual alpha signals, and shaping the research methodology behind systematic strategy development and validation.
Co-founder & co-author
Jaime co-leads quantitative development and infrastructure at Kopto. His work spans building low-latency Rust systems for trading algorithms and strategies, designing and maintaining data pipelines, and contributing to research through feature engineering for signal generation.
Co-founder & co-author
Vincent co-leads quantitative development and infrastructure at Kopto. His work spans building robust trading and backtesting systems, designing scalable data pipelines and research tooling, and leading the infrastructure that supports strategy development, deployment, and production operations.