Alpha Octera is a quantitative trading firm that deploys systematic strategies across global futures markets. We combine statistical analysis, automated execution, and disciplined risk management.
We are an independent proprietary trading firm executing systematic strategies in liquid futures markets. Our edge comes from rigorous research, efficient execution, and strict risk management.
Every trade follows pre-defined rules based on statistical models. We identify small, repeatable inefficiencies and execute thousands of trades to capture them systematically.
We provide liquidity by continuously quoting bid and ask prices. Our algorithms manage inventory risk and adjust spreads based on market conditions, order flow, and volatility.
We identify temporary price discrepancies between related instruments. Our models monitor calendar spreads, inter-commodity relationships, and cross-market opportunities.
Our strategies are built on statistical analysis and backtested across multiple market regimes. We focus on liquid markets where we can execute efficiently.
We identify short-term price dislocations in index futures. Our models analyze order flow imbalances and microstructure patterns to find mean-reverting opportunities with holding periods from minutes to hours.
We capture momentum spillovers between correlated markets. When significant moves occur in one market, our algorithms identify lagging markets and position accordingly across equity indices and commodities.
We trade the relationship between implied and realized volatility. Our models identify mispricings in volatility term structures and execute strategies to capture volatility risk premiums.
We model futures curve dynamics across commodities and financials. Our algorithms identify when calendar spreads deviate from fair value based on carry costs, seasonality, and supply/demand factors.
Our technology stack is optimized for reliability and performance. We've built robust systems that can handle high-frequency data and execute trades efficiently.
We connect to global markets through Interactive Brokers' TWS API and FIX protocol. Our servers are strategically located to minimize latency to major exchanges.
We maintain redundant connections and automated failover systems. Real-time monitoring ensures we're always connected and can execute when opportunities arise.
Our execution platform is built in Python and C++ for optimal performance. We've developed custom order management systems that interface with TWS for rapid order submission and management.
The system processes market data in real-time, generates signals, and executes trades automatically. All with built-in risk checks and position limits.
We backtest strategies using tick data to ensure realistic simulations. Our research infrastructure allows rapid prototyping and validation of new ideas.
Real-time data ingestion and storage from multiple sources
Event-driven simulation with realistic transaction costs
Real-time P&L and exposure monitoring
Statistical analysis and machine learning pipelines
Our partners bring decades of combined experience in quantitative trading, technology, and risk management.
Managing Partner
Tahir has spent 19+ years developing and trading systematic strategies. He started at a proprietary trading firm building automated systems for index futures, then managed portfolios at systematic funds before founding Alpha Octera.
Index futures, volatility modeling, systematic strategy development, portfolio construction
Previously managed systematic strategies at proprietary trading firms. Experienced in building trading systems from scratch.
Managing Partner
Rizvan brings 20+ years of experience building trading infrastructure. He's designed systems for multiple asset classes and led technology teams at trading firms and banks.
Trading systems architecture, operational risk, system reliability, regulatory compliance
Built trading platforms at investment banks and prop shops. Expert in creating robust, scalable trading infrastructure.
We believe consistent returns come from taking many small, calculated risks rather than large directional bets. Risk management is built into every aspect of our operation.
Every strategy operates within strict position and loss limits. We size positions based on liquidity, volatility, and correlation. Automated systems enforce these limits in real-time.
We trade multiple uncorrelated strategies across different markets and timeframes. No single strategy or market dominates our risk profile. This approach provides more stable returns.
We have daily, weekly, and monthly loss limits at both strategy and portfolio levels. Strategies that hit limits are automatically paused for review. We'd rather miss opportunities than take excessive risk.
We maintain redundant systems and connections. All critical processes are monitored 24/7. We regularly test our disaster recovery procedures and maintain detailed operational documentation.
We trade the most liquid futures markets where we can execute efficiently. Our strategies are tailored to each market's unique characteristics.
S&P 500, Nasdaq, Russell, Euro Stoxx, DAX, and other major index futures. Deep liquidity allows efficient execution.
Energy (crude oil, natural gas), precious metals (gold, silver), and agricultural futures in their most liquid contracts.
Success in electronic markets requires discipline, technology, and continuous adaptation. Here's what sets us apart.
As an independent firm, we can move quickly and focus on what works. No bureaucracy, no committees - just disciplined execution of proven strategies. We optimize every aspect of our operation for performance.
We apply scientific rigor to strategy development. Every idea is thoroughly backtested and paper traded before risking capital. Only strategies with robust performance across different market conditions make it to production.
We never compromise on risk management. Automated limits, real-time monitoring, and strict drawdown controls keep us in the game. We've built a sustainable business by avoiding large losses.
Markets evolve and strategies decay. We continuously monitor performance, refine existing strategies, and develop new ones. Our edge comes from constant adaptation and improvement.
Alpha Octera is a proprietary trading firm that trades its own capital. We do not manage external funds or provide investment advisory services.
For partnership opportunities, technology discussions, or general inquiries, please reach out.