Most student investment clubs run the same playbook — stock pitches, DCFs, presentations on names everyone already covers. We do something different.
We build systems. Research that runs against real data. Theses that survive out-of-sample testing. We want to know what actually holds up — not what a textbook says should happen.
We focus on APAC because the macro setup is compelling and under-researched. Divergent monetary policy creates structural dislocations. FX carry dynamics in SGD, MYR, IDR, and THB get less coverage than G10. APAC equity microstructure is thin on published work. We're filling the gap.
Everything is systematic. Thesis in, stress-tested, published only when the numbers hold. No discretionary overrides.
Founded 2025. Singapore.
Research
Original macro and cross-asset research on APAC markets. Policy divergence, FX carry, equity factors, regime detection. All work published externally.
Quant
Signal generation, backtesting infrastructure, data pipelines. Python, pandas, internal tooling. We build what we need.
Markets
Daily coverage across APAC. Market color, idea generation, paper portfolio risk monitoring. We track what moves and figure out why.