Kronon Labs

KRONON STRATEGIES

At our firm, collaboration is key to innovation. Our team works together on a diverse range of cutting-edge projects, each aimed at advancing the field of quantitative trading. Here's an in-depth look at our current strategic focus areas:

Single Asset Factor Trading

We're pioneering advanced factor-based strategies for individual assets, operating across different time horizons:

Medium Frequency Trading

Our medium-frequency strategies leverage sophisticated factor models to capture alpha in the sweet spot between high-frequency noise and low-frequency trends. We utilize machine learning and statistical techniques to identify and exploit persistent market inefficiencies.

High Frequency Trading (HFT)

In HFT space, we're developing ultra-low-latency systems and algorithms to capitalize on microscopic market movements. Our focus is on building robust infrastructure and innovative signal processing techniques to maintain a competitive edge in this demanding field.

Multi-Asset Factor Trading

Long-Short Trading

Our multi-asset approach allows us to diversify risk and capture relative value opportunities across various market segments. We're developing sophisticated long-short strategies that leverage cross-asset factors and correlation structures to generate alpha while maintaining market neutrality.

Optimal Order Management

Stochastic Control Problem-Based Approach

We're at the forefront of applying advanced mathematical techniques to order execution. Our stochastic control-based approach optimizes order placement and sizing in real-time, considering market impact, volatility, and liquidity dynamics. This project aims to minimize transaction costs and maximize execution quality across all our strategies.

Data-Driven Market Making

Complementing our model-based approach, we're also developing data-driven market-making strategies. This project leverages reinforcement learning and big data analytics to adapt to market dynamics in real-time, allowing for more flexible and responsive liquidity provision.

Systematic Options Trading Strategy

We're building advanced systematic strategies for options markets, focusing on:

• Statistical arbitrage opportunities
• Volatility modeling and trading
• Greeks-based strategies for precise risk management

Our goal is to capitalize on the unique characteristics and complexities of options markets using quantitative approaches.