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DECODING THE
MATHEMATICS OF
FINANCIAL MARKETS

We are a team of Mathematicians and Software Engineers actively ideating, modelling, and running strategies that can exploit opportunities in all sorts of Financial Markets.

Explore Our Work Join Our Team

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Models Analyzed

Markets Tracked

Strategies Active

[01] (re)defining quantitative research

2025

Regime-Based Portfolio Strategies: A Comparative Analysis of Complexity vs. Simplicity

A comprehensive analysis of three regime-based portfolio allocation strategies demonstrating that traditional 60/40 portfolios can outperform sophisticated machine learning approaches after accounting for transaction costs and implementation challenges.

Portfolio Optimization Machine Learning Regime Detection

2025

CPU/GPU-Accelerated Jump Diffusion HJB Equations for Crypto Market Making

A comparative analysis of CPU and GPU implementations for solving Hamilton-Jacobi-Bellman equations in high-frequency cryptocurrency market making, demonstrating up to 43% higher profitability in volatile conditions with sub-second latency.

Market Making GPU Computing HFT

[02] Open Source

LeanBacktester

A lightweight, high-performance backtesting framework for quantitative trading strategies with minimal dependencies.

TradeKernel

Core trading engine with ultra-low latency order execution and real-time market data processing capabilities.

01_Engineering

High-Performance Systems

Building ultra-low latency trading infrastructure with custom algorithms optimized for financial markets.

                                    throughput— ns latency
                                

02_Research

Quantitative Analysis

Advanced mathematical modeling and machine learning for market prediction and risk assessment.

Sharpe — | α —

[ initialising model... ]

03_Innovation

Future Technologies

Exploring cutting-edge technologies to maintain competitive advantage in rapidly evolving markets.

exec

— µs

signal

— µs

risk

— µs

[ pipeline latency ]

Address_

100 E Lea Blvd
FO6390
Suite KE100
Wilmington, DE, 19802

Ideating_

About_

Arithmax Research does not operate any business lines that accept funds from external investors. Any person, company, or app purporting to accept external investor funds on behalf of Arithmax Research is fraudulent.

SYSTEMS ONLINE

LATENCY: 0.08ms

UPTIME: 99.97%

ARITHMAX RESEARCH v2.1.0 |

DECODING THE MATHEMATICS OF FINANCIAL MARKETS

[01] (re)defining quantitative research

Regime-Based Portfolio Strategies: A Comparative Analysis of Complexity vs. Simplicity

CPU/GPU-Accelerated Jump Diffusion HJB Equations for Crypto Market Making

[02] Open Source

LeanBacktester

TradeKernel

High-Performance Systems

Quantitative Analysis

Future Technologies

Address_

Ideating_

About_

DECODING THE
MATHEMATICS OF
FINANCIAL MARKETS