Systematic. Scalable. Built for Alpha.

At Hypersthene Capital, we deploy diversified, data-driven strategies across global markets. Each model is built to capture market inefficiencies while maintaining speed, resilience, and performance under pressure.

Statistical Arbitrage

Find and exploit pricing anomalies in real time

We identify short-term mispricings between correlated assets using statistical models, mean-reversion techniques, and machine learning.

  • Capitalize on market inefficiencies before they close
  • Works across multiple asset pairs and sectors
  • Low exposure duration = reduced directional risk

High-Frequency Trading (HFT)

Execute in microseconds to capture microstructure inefficiencies

Our proprietary infrastructure enables ultra-low latency execution across fragmented markets—profiting from fleeting opportunities invisible to most.

  • First-mover advantage in millisecond price shifts
  • Co-located servers reduce execution delays
  • Automated precision trades with minimal slippage

Market Making & Liquidity Provisioning

Provide liquidity and generate profits through dynamic pricing

We quote buy and sell prices simultaneously to facilitate market activity, manage inventory risk, and earn consistent spreads.

  • Capture bid-ask spreads in high-volume markets
  • Improve market quality and trade flow visibility
  • Real-time pricing adapts to volatility shifts

Equity & Derivatives Trading

Trade stocks, ETFs, options, and futures using machine intelligence

AI-powered strategies analyze order flow, price momentum, and volatility patterns across multiple asset classes.

  • Exposure to diverse instruments with optimized models
  • Dynamic position sizing and execution logic
  • Risk-adjusted performance based on volatility and skew

Momentum & Trend Following

Systematically follow price trends and breakouts

Our models detect emerging trends across short-, mid-, and long-term timeframes, adjusting position size as conviction grows.

  • Aligns with prevailing market sentiment
  • Adaptive signals filter noise and false breakouts
  • Designed for both bull and bear market regimes

Machine Learning-Driven Models

Reinforce accuracy with every market cycle

These strategies evolve in real time by training on massive datasets, optimizing trade timing, asset selection, and risk exposure.

  • Self-improving strategies that adapt to new data
  • Predictive models improve entry/exit precision
  • Combines supervised, unsupervised and reinforcement learning

Risk Management: Built Into Every Strategy

All strategies operate within a multi-layered risk framework that includes real-time monitoring,

adaptive hedging, stress testing, and portfolio-level controls.

Our Risk Framework

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