About
Founded in 2024, Ordenis Capital is a systematic quantitative research and trading firm focused on multi-asset strategies and global macro. We combine economic reasoning, statistical evidence, and explicit risk controls across the full research lifecycle. AI supports this process by accelerating data work, testing, and iteration; it is a research tool, not the investment thesis.
The name Ordenis reflects our purpose: to find structure within the apparent disorder of markets. We do not try to predict every movement. We identify recurring mechanisms, translate them into falsifiable models, and build investment systems that adapt as evidence changes. We are particularly drawn to derivatives and positive convexity—opportunities that do not merely withstand uncertainty, but can benefit from it.
Seek repeatable returns from three sources: growth, risk premia, and structural opportunities such as carry, arbitrage, and market dislocations. We separate beta, factor, and implementation effects before treating any residual as alpha.
Focus on asymmetric opportunities with defined downside and nonlinear upside. We study volatility, optionality, crowding, and regime transitions to find payoffs that can benefit from uncertainty.
Use derivatives and multiple instruments to improve capital efficiency, reshape exposures, enhance returns, and hedge regime-specific risks. Basis, liquidity, margin, and execution are modeled together.
Define the mechanism, observable prediction, and failure condition.
Build point-in-time data with explicit adjustments, rolls, and missingness.
Run controls, rolling and out-of-sample tests, and alternative executions.
Jointly set weights, risk, liquidity, capacity, and monitoring rules.
