CBRO / Systematic digital assets

Systematic Digital Markets

Cross-market research and crypto-native intelligence, translated into rules-based portfolios with risk embedded before execution.

Explore the approach Institutional enquiries

01 Quantitative research 02 Portfolio construction 03 Execution systems

Research field / 01 CBRO—SYS

Cross-market

Crypto-native

Risk-first

Signal logic is one layer.
Portfolio construction and controls complete the system.

CBRO / CONTROL LOGIC One system.
Four governed layers.

01 / INPUTResearchEvidence

02 / TRANSLATIONPortfolioBudgets

03 / GATEPre-tradeControls

04 / OUTPUTExecutionRules

Approach

Research architecture

Two research lenses.
One portfolio discipline.

CBRO combines methods that travel across markets with research shaped by digital-asset structure.

Lens / A Cross-market

Transferable
market logic.

Research frameworks designed to remain coherent across assets, regimes, and market structures.

Lens / B Crypto-native

Structure-specific
intelligence.

Research informed by the mechanics, flows, and behavioural structure unique to digital-asset markets.

Complementary modules translate these research lenses into portfolio decisions.

Architecture / 03 modules

Cross-sectional

Factor-neutral

Relative-value ranking with systematic control of style, sector, and concentration exposures.

Time-series

Adaptive

Instrument-level forecasts organised around short-horizon dislocations and disciplined position normalisation.

Crypto-native cross-sectional

Cash-neutral

Market-structure-aware ranking translated into balanced long and short books across an eligible universe.

Risk

Portfolio governance

Risk isan input.Not an overlay.

Portfolio budgets, liquidity and eligibility checks, concentration limits, and instrument-level controls are applied before execution.

Research

Evidence

Portfolio

Budgets

Pre-trade

Controls

Execution

Rules

R—01

Binding budgets

Risk constraints shape portfolio construction rather than being applied after positions are formed.

R—02

Systematic neutralisation

Unintended factor, sector, and directional concentration is actively governed.

R—03

Pre-trade eligibility

Liquidity, market availability, and instrument conditions are checked before orders enter the market.

R—04

Automated controls

Portfolio and instrument rules operate continuously within the agreed mandate.

Operating model

Mandate architecture

Built for mandates,
not black boxes.

Rules-based execution within an agreed mandate, automated portfolio and instrument controls, and native account transparency.

CBRO / MANDATE ENGINECONTROL STATE / ACTIVE

01ResearchEvidence enters

02PortfolioBudgets bind

03ControlOrders qualify

04ExecutionRules translate

ACCOUNT CONTROL / INVESTORVISIBILITY / NATIVEPROCESS / RULES-BASED

O / 01

Separately managed

The investor retains account control and direct visibility into the native operating environment.

O / 02

Rules-based execution

Portfolio decisions are translated through predefined controls, limits, and operating rules.

O / 03

Transparent by design

Positions and account activity remain observable through the investor’s native account access.

Contact

Institutional enquiries

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conversation.

For professional investors, allocators, and institutional counterparties seeking a systematic digital-asset mandate.

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