KALMANON

Proprietary trading desk

Kalmanon

Own capital.
Model-driven.

Sports · Digital assets · Event markets

01 Philosophy

Hypotheses earn their seat.
Nothing else stays.

Research serves the book. Ideas that survive friction remain; the rest are cut.

Focus
Statistical learning
Market microstructure
Optimization
Computational finance
02 Markets

Venues we trade.

  • Sports Pre-match structures
  • Digital assets Liquid perpetuals
  • Event markets Prediction venues
03 Framework

Constraints before ambition.

Objective

min Σi (wi · xi)

subject to

  • risk constraints
  • liquidity limits
  • execution costs

Risk

Exposure, drawdown, and venue posture bind the book. Alpha does not rewrite the kill conditions.

Infrastructure
Distributed systems
Low-latency compute
Data engineering
04 Principles
  • Precision
  • Curiosity
  • Rigor