About Quillon Markets
We build quantitative trading systems for prediction and decentralized derivatives markets where institutional participation is structurally constrained.
Our work focuses on market microstructure, structural mispricing, cross-market constraints, and regime-aware risk management, supported by an engineering stack designed for fast, controlled deployment.
Strategy Research
We develop systematic strategies across venues, including structural dislocations, cross-market constraints, funding rate dynamics, and execution-driven opportunities.
Coherence and Risk
We enforce consistency across related outcomes and manage exposure through explicit constraints, sizing rules, and portfolio-level risk controls. In derivatives markets, this extends to cross-margin optimization, liquidation threshold management, and leverage cycle positioning.
Execution and Operations
Strategies are deployed through an automated execution stack with monitored performance, controlled fallbacks, and clear intervention paths when conditions degrade. For derivatives venues, this includes real-time liquidation monitoring, funding rate exposure management, and multi-venue margin coordination.