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Etherius Capital is a proprietary trading firm. The information contained herein is intended solely for sophisticated market participants and is not directed at retail investors or the general public.
Past performance is not indicative of future results. All trading involves risk and capital may be at risk.
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Established in 2002, Etherius Capital specializes in quantitative multi-asset strategies across 30+ exchanges in Asia-Pacific and North America.
Powered by multi-agent LLM macro filtering and advanced quantitative models, we operate 24/5 trading in index futures, commodity futures, currency futures, equities, and fixed income products — maintaining an exceptional risk and performance profile.
Research, execution and risk management run on a single platform we built ourselves. Strategies are researched, validated, deployed, monitored and rebuilt through one loop that works the same way in every market and every asset class — so the firm does not depend on any single strategy, market or person being right.
Markets are a complex, adaptive world — regimes shift, correlations break, liquidity moves and yesterday's edge decays. Our answer is not a cleverer prediction. It is a stable, repeatable process that turns that complexity into routine.
A library of reusable signal primitives is assembled into state-machine strategies and swept by optimisers across every timeframe and objective.
Independent statistical gates and a purged cross-validation reject the overwhelming majority of candidates. The pipeline is designed to say no.
Survivors reach production through one audited, reversible pipeline — backed up, snapshotted and rollback-ready before the first order.
Every position carries a stop resting at the broker, every book a circuit breaker, and every morning brings a report nobody has to remember to write.
What the book and the agents learn feeds the next research cycle. The portfolio is rebuilt when the evidence says so, not on a calendar.
Our core business spans global index futures, currency futures, commodity futures, stocks, and fixed income products. Through deep market research and advanced quantitative models, we identify opportunities and manage risk with precision.
We believe the advantage of quantitative trading lies in eliminating human interference through data and algorithms — achieving efficiency, accuracy, and discipline in every decision.
Our team combines senior financial expertise, professional quantitative analysis, and elite engineering to continuously evolve our strategies and systems for ever-changing markets.
The process is the product. Research and production share one code base, one data pipeline and one workbench, so a candidate found on the weekend's research run can be validated, promoted and deployed within days — and undone in a single command if it does not earn its place.
Nasdaq, S&P 500, Hang Seng, Nikkei 225, CSI 300
Gold, Crude Oil, Copper, Rubber, Agriculture
G10 FX Futures
US & All-China Listed Stocks
Government & Corporate Bonds
HKEX, CME, OSE, SGX, CFFEX, SHFE
We put artificial intelligence where it helps and keep it away from where it must not be. Models argue, filter and manage. Tested code decides what actually reaches a broker.
Through the trading day, a cast of specialised model agents takes opposing sides on every instrument we trade — regional analysts, advocates for each direction, a red team paid to attack the consensus, and a synthesiser who writes the verdict.
The outcome is never a trade. It is a small, machine-readable view that tilts how much weight a strategy gives each kind of signal, and how strong a signal must be before it is allowed to act. Remove it and the strategies simply carry on.
Our autonomous trading agents hold a paper portfolio of their own. Every position they open carries a stop-loss enforced twice over, inside caps they cannot argue their way past. Before each decision they are told, in advance, exactly what they are not permitted to do.
What they learn is written to an auditable note store rather than an ever-growing prompt, and any change to how they think must beat the incumbent over blinded historical windows before it goes anywhere near the live book.
Execution, risk, sizing and journaling are ordinary, tested code. Models reach them only through narrow, schema-validated contracts, and can be swapped, downgraded or switched off entirely without touching the pipeline.
Promotion from paper to live is a configuration change made by a person. No button, no API call and no model output can do it.
An edge decays, a roll gets missed, a feed goes stale, a process dies overnight. None of those announce themselves — so each one has a control that runs whether anyone is watching or not.
Each strategy is tested every week for a statistical break in how it behaves, alongside rolling performance, weight drift and shifts in how the book's legs move together.
Each book carries a daily loss limit. On breach the portfolio manager closes every position at market and blocks new entries until the next day's reset.
The broker's view of our positions is compared against our own around the clock, per venue, and any mismatch raises an alert immediately.
Before a strategy is allowed to trade, its live state is checked against the model it was validated as. If they disagree, it does not start.
Contracts roll automatically inside per-exchange windows when the book is flat, and raise an alert rather than act when it is not.
Fills, round trips, execution quality, end-of-day risk and system health are written up and posted automatically, every day, without being asked.
Launched 1st public equity fund focusing on China onshore market
Massive adoption of technology and quantitative-driven approaches into the investment process
Launched 1st quantitative product on China A stocks
Started running as an investment arm to a proprietary fund
Established an offshore hub and expanded investment into APAC focused products
Further expansion of investment to US based instruments and products
Integrated multi-agent LLM macro filtering into the investment process. Structured adversarial debate across analyst roles informs position sizing in real time.
We are constantly looking for exceptional talent to redefine what's possible.
We don't just track markets — we rebuild them. Born from 23 years of investment legacy and supercharged by complex systems, our strategies thrive at the bleeding edge of cross-asset arbitrage, AI-driven forecasting, and high-speed hedging.
Submit your GitHub repo together with a one-page curriculum vitae. Shortlisted candidates will receive a market puzzle — solve it to unlock the interview.
We look for people who reason probabilistically, question their own results, and understand why a backtest can lie. Domain knowledge matters less than intellectual honesty.
contact@etheriuscapital.com