YOHALPHA.CAPITAL · QUANTITATIVE RESEARCH

Independent thinking. Systematic inquiry.

Systematic research.
A clearer view
of risk.

Yohalpha Capital explores digital assets and U.S. equities through quantitative research, with a focus on evidence, market structure and risk.

Explore our research
Digital assets / U.S. equitiesA closer look

01 / Research focus

Complex markets.
Specific questions.

Our research considers how prices form, how market relationships change, and where systematic approaches may be useful.

01
DIGITAL ASSETS

Relative value
& market structure

Price relationships across digital-asset markets, including stablecoin- and coin-denominated arbitrage. Funding, liquidity and execution costs are central to the research question.

Relative valueFunding & basisExecution
02
U.S. EQUITIES

Systematic signals
& event research

Price and volume behaviour, market trends, and the effects of corporate and macroeconomic events. The focus is on testable signals and the conditions in which they hold.

Price & volumeMarket eventsSystematic signals
03
CROSS-ASSET

Portfolio construction
& risk

How exposures interact across different market conditions. Diversification, concentration and changing correlations provide a framework for examining portfolio resilience.

AllocationCorrelationRisk exposure

These are areas of research, not a catalogue of investment products.

02 / Research principles

Evidence before
conviction.

Markets change. Models have limits. A useful research process makes its assumptions explicit and keeps those limits in view.

01

Start with a testable question.

Define the hypothesis, the data and the assumptions before interpreting an outcome.

02

Account for real-world constraints.

Consider liquidity, costs, capacity and execution. A model is only part of the picture.

03

Keep risk in the frame.

Examine downside scenarios and changing market conditions alongside potential opportunities.

04

Stay open to revision.

Revisit assumptions as evidence changes. Historical relationships may not persist.

03 / Contact

A conversation
starts here.

For research discussions and institutional enquiries, get in touch by email.

Please include your organisation and the subject of your enquiry.