We engineer alpha. Proprietary models built from advanced mathematics — stress-tested, systematized, and deployed where the edge actually lives: in structure the market hasn't priced yet.
WHAT WE OFFER
Four divisions, one standard: serious mathematics only. Theory-driven models, autonomous execution, professional terminals, and the research behind them.
MRKT Theory
Our two flagship engines — a dual-zone execution system and a conditional-quantile forecaster — decoding structure price-based tools cannot see, with a rough-volatility regime detector coming soon.
- KAIROS — dual-zone execution engine
- PYTHIA — conditional quantile oracle
- PROTEUS — rough volatility engine (coming soon)
- Additional models in the terminal pipeline
HFT Algos
Three autonomous execution systems: a compression-breakout hunter, a 9:30 anchor-reversion bot, and a dealer-gamma squeeze detector — each systematic, each risk-managed.
- BREACH — range breakout hunter
- ORIGIN — 9:30 reversion bot
- CASCADE — options squeeze bot
- Systematic risk management
Terminals
Professional-grade workstations: DELPHI aggregates every prediction market into one screen, and MQT-1 is the institutional command center housing every MRKT Theory model under one roof.
- DELPHI — prediction market terminal
- MQT-1 — MRKT Quant terminal
- Cross-venue mispricing scanner
- Theory-stack chart overlays
Research & Development
The theoretical backbone — curated academic research mapped to every model we ship, plus the pipeline of what's coming next out of the lab.
- Foundational & frontier papers
- Mapped to each model
- Free open-access sources
- Live development pipeline
MRKT THEORY
Market models built from pure mathematics. These tools are streamlined interpretations of our underlying research models — intended for analytical insight, not direct signal replication.
KAIROS Ξ.4
Dual-Zone Execution Engine. Tracks the live up-leg and down-leg simultaneously and projects a discount zone below and a premium zone above — each scored, EV-gated, and Kelly-sized tick by tick.
PYTHIA σ.2
Conditional Quantile Oracle. Forecasts today's session high, low, and close as conditional quantiles — and votes on direction with a five-signal, edge-weighted ensemble.
PROTEUS H.1
Rough Volatility Regime Engine. Estimates the live Hurst exponent of log-volatility itself — not price — to tell you when the vol process is roughening, smoothing, or safe to fade against an RFSV forecast envelope.
PYTHIA σ.2
Built on conditional distribution theory. PYTHIA forecasts the session’s high, low, and close as conditional quantiles: a HAR volatility engine (Corsi 2009) scales the day, overnight-regime × NR7-compression conditioning selects the right history, and Koenker–Bassett quantile levels print a probability fan at the open — 50/70/90% boundaries for today’s highs and lows. A five-signal ensemble of published intraday effects votes on direction, weighted only by demonstrated walk-forward edge — and every claim carries a Wilson confidence interval. If the edge isn’t statistically real, PYTHIA says so.
- Quantile Fan — 50/70/90% conditional boundaries for session highs and lows, printed at the open
- Edge-Weighted Ensemble — five published directional signals; no walk-forward edge, no vote
- Range-Completion Projection — live projected final high/low from intraday volatility periodicity
- Honest Inference — Wilson 95% intervals; flagged significant only when the CI clears 50%
- Run it on intraday futures charts. 1m–15m with ETH data on; pick your product preset (ES/NQ/YM/RTY, GC/SI, or CL). At the RTH open, PYTHIA prints the day’s conditional quantile fan.
- Trade the fan as a map of “days like today.” The 90% levels are statistical exhaustion zones — natural profit targets and fade locations. The 50% levels are routine territory, not edges.
- Wait for the ensemble to lock. Thirty minutes in, five published signals vote with edge-earned weights. Respect a NEUTRAL reading — it means no expert currently has demonstrated edge.
- Check the verdict before trusting the bias. Only a Wilson CI fully above 50% reads SIGNIFICANT. Anything else is statistically a coin flip — and PYTHIA is honest enough to say so.
Built for futures — ES, NQ, YM, RTY, GC, SI, CL — on 1m–15m charts. Session presets and alerts included.
Delivered to your email within 6 hours of purchase.
KAIROS Ξ.4
Two zones on the chart — green discount below, red premium above — and a full execution stack underneath. KAIROS runs two independent leg state machines at once, so both sides are live simultaneously instead of one box flipping color. Each zone is scored by a Lo–MacKinlay variance-ratio regime engine, signed efficiency with a drift t-statistic, and overlap-weighted order flow — then every setup must survive a Bayesian expected-value gate and an excursion-realism check before it earns size via fractional Kelly.
- Dual-Leg State Machines — a live discount and premium zone at the same time, updating tick by tick
- Regime Engine — variance ratio scores mean-reversion and continuation as opposite bets, shrunk toward neutral until |z| is statistically significant
- Expected-Value Gate — Beta-Binomial calibrated hit rates per score bucket; a setup trades only when E[R] = p̂·RR − (1−p̂) clears the bar, so a 62-score with 3.5R beats a 78 with 1.2R
- Excursion Realism — HAR volatility forecast plus an empirical excursion CDF reject targets that require a top-percentile day, and block chases into exhausted moves
- Trade the box, not the feeling. Green discount = long side, red premium = short side. If a zone isn't drawn, that side has no trade — the geometry already failed the R:R test.
- Wait for ARMED. The zone brightens the moment every condition is met mid-bar; the signal commits on bar close, so nothing un-prints. Brightening is the heads-up, the close is the trigger.
- Let the EV gate say no. Judge setups in expected R, not score aesthetics — the gate rejects pretty setups with no room and passes modest ones with real payoff geometry.
- Size with quarter-Kelly. λ = 0.25 keeps ~44% of full-Kelly growth at ~25% of its variance, and tolerates the hit-rate estimate being wrong — which it will be.
Runs as a full TradingView strategy: zones update tick by tick, signals commit on bar close, and the backtest is a learning run — judge the out-of-sample window.
Delivered to your email within 6 hours of purchase.
PROTEUS H.1
Price is close to a random walk. Volatility is not. Gatheral, Jaisson & Rosenbaum's landmark 2018 result showed log-volatility behaves like fractional Brownian motion with a Hurst exponent near 0.1 — far rougher than the H = 0.5 a random walk assumes. PROTEUS estimates that exponent live, on log realized volatility rather than price, and turns it into a regime read: is the vol process roughening, smoothing, or behaving like a random walk the model can't trust. It does not forecast direction. It tells you when a location is statistically extreme enough, in a rough-enough regime, to fade with discipline.
- Hurst of Log-Volatility — moment-scaling estimator validated against exact fractional Brownian motion to within 0.003
- RFSV Forecast Kernel — Nuzman-Poor power-law weighted forecast, not a flat EWMA or naive mean
- Multifractal Width — H(q) across moments; flags when a single exponent can't describe the tape
- Honest Inference — every H ships with a standard error and an explicit test against H = 0.5
- Check the regime before anything else. ROUGH is the normal, tradeable state. ROUGHENING means instability is building — PROTEUS stands down rather than call a fade it can't back.
- Fade the ceiling, not the level. PROTEUS forecasts an RFSV envelope, not a price target. When the session reaches the ceiling in a rough regime, that's the fade — not a round number, not a whim.
- Respect a smoothing regime. When H is rising toward 0.5, volatility is turning persistent — the same location that was a fade yesterday is a continuation setup today. PROTEUS relabels it DO NOT FADE automatically.
- Use the implied-vol cross-check as a brake. When options price meaningfully more range than the model, PROTEUS flags CAUTION instead of a clean fade signal — the wider of two honest estimates wins.
Every H ships with a standard error and a scaling-fit R² — if the read isn't trustworthy, PROTEUS says so instead of guessing.
HFT ALGOS COMING SOON
Three autonomous execution systems: a breakout hunter, a session-anchor reversion bot, and an options squeeze detector. Every bot is fully systematic, risk-managed, and auditable — no discretion, no emotion, no exceptions.
BREACH β.2
Range Breakout Bot. Hunts volatility compression inside defined ranges and strikes on confirmed structural breaks — never on the fakeout.
ORIGIN Ω.1
9:30 Reversion Bot. Trades the opening continuation, then fades it back toward the 9:30 price on the reversion — one clean round trip anchored to the session's own origin.
CASCADE κ.1
Options Squeeze Bot. Tracks dealer gamma exposure and short-interest compression, then strikes when a squeeze cascade actually ignites — not on every crowded setup.
BREACH β.2
BREACH hunts compression. It identifies volatility coiling inside statistically defined ranges — energy building with nowhere to go — and strikes only on confirmed structural breaks. A false-break filter demands follow-through in order flow before committing, so BREACH skips the liquidity-grab fakeouts that bleed manual breakout traders dry.
- Compression Detection — flags ranges where volatility is coiling
- False-Break Filter — requires flow confirmation before entry
- Dynamic Targets — ATR-scaled objectives adapt to the regime
- Session Awareness — behavior tuned to session liquidity profiles
- Deploy on compression-prone instruments — index futures, FX majors, liquid crypto. BREACH needs ranges that coil; it has no edge on already-trending tape.
- Let it wait. BREACH acts only when compression ranks extreme (90th percentile+) and a structural break confirms with real order flow. Days of silence are the strategy working.
- Read skipped fakeouts as saved losses. The false-break filter demands follow-through before committing — every liquidity-grab it ignores is the drawdown you didn't take.
- Manage risk at the account level. Targets auto-scale with ATR; in violent sessions widen the risk cap rather than overriding trade logic mid-flight.
Systematic breakout capture with false-break protection. Backtested, forward-tested, risk-capped.
ORIGIN Ω.1
Named for the anchor it never lets go of. Every session has one price that matters more than any other in the first hour: the 9:30 open. ORIGIN trades the initial continuation move away from that price — the opening drive everyone chases — then does the harder thing: it fades the move back down toward 9:30 on the reversion, treating the open itself as the gravitational center of the session rather than a level that gets left behind.
- Continuation Entry — enters with the initial post-open drive, not against it
- Anchor Reversion — the exit thesis is the 9:30 price itself, not an arbitrary target
- One Round Trip — a single, complete continuation-then-reversion cycle per session, not a signal factory
- Systematic Risk Management — sized and stopped like every MRKT bot, no discretion mid-trade
ORIGIN is completing validation. Join the notify list to be first in line when it opens.
CASCADE κ.1
Most "squeeze" tools flag every crowded short or every high open-interest strike and call it a day — most of those setups never actually ignite. CASCADE tracks dealer gamma exposure and short-interest compression together, and waits for the specific condition where dealer hedging flow itself starts reinforcing the move: negative gamma forcing dealers to buy into strength, compounding the squeeze rather than dampening it. That convergence — not raw crowding — is the trigger.
- Dealer Gamma Exposure — estimates net dealer positioning and the flip point where hedging flow reverses direction
- Short Compression Read — days-to-cover and borrow-cost pressure, not just headline short interest
- Cascade Trigger — waits for gamma and short compression to align before arming, not either alone
- Defined Risk Exit — systematic profit-taking before the reflexive flow exhausts itself
CASCADE is completing validation. Join the notify list to be first in line when it opens.
TERMINALS COMING SOON
Professional workstations built for a single purpose: total situational awareness. One screen for probability markets, one command center for everything else. Currently in development — early access opens soon.
DELPHI Π.1
Prediction Market Terminal. Polymarket, Kalshi, and event markets aggregated into one screen — odds, flow, and cross-venue mispricings in real time.
MQT-1
The MRKT Quant Terminal. An institutional command center — multi-asset data, professional-grade charting, and the full MRKT Theory stack overlaid on every instrument.
DELPHI Π.1
Named for the oracle. DELPHI pulls every liquid prediction market — Polymarket, Kalshi, and event venues — into a single professional screen. It normalizes odds into implied probabilities, tracks flow and liquidity shifts, and runs a continuous mispricing scan: when two venues price the same event differently, or when market odds diverge from model-estimated probabilities, DELPHI flags it before the crowd closes the gap.
- Cross-Venue Aggregation — every major prediction market on one tape
- Mispricing Scanner — flags probability spreads between venues in real time
- Calibration Engine — implied odds vs model-estimated probabilities
- Event Radar — catalysts, resolution dates, and liquidity migration
- Build your event watchlist first. DELPHI normalizes every venue's odds into one implied-probability tape — Fed decisions, elections, crypto milestones, macro prints, side by side.
- Trade the scanner's spread flags. When Polymarket and Kalshi price the same event 4¢ apart, buy the cheap venue, sell the rich one, and let resolution — or convergence — pay you.
- Use the Calibration Engine for directional edge. Market implied 62%, model estimate 57% = the crowd is overpaying. Fade it or stand aside; never bet with a negative-edge number.
- Watch the Event Radar into resolution. Liquidity migrates late and spreads widen early — position before the crowd arrives, exit before it stampedes out.
One screen for every probability market. Early access rolling out to the waitlist.
MQT-1
The command center. MQT-1 unifies futures, equities, crypto, and macro data into one keyboard-first workspace — the kind of information density serious trading desks have always demanded, built on MRKT QUANT mathematics instead of licensed data feeds. Every chart can run the full theory stack live: SIGIL signatures, SWARM criticality, ATLAS topology, SPECTRA compression, RELIC memory, PLUTUS allocation, and CHRONOS execution scheduling, overlaid on any instrument, any timeframe, with alerting wired to all of it. Every model that isn't standalone-active on the site today lives here first.
- Unified Market Data — futures, equities, crypto, and macro in one workspace
- Theory Stack Overlays — all seven models live on any chart, including PLUTUS and CHRONOS
- Command-Line Control — keyboard-first workflow, terminal style
- Custom Workspaces — layouts, watchlists, and a full alerting engine
- Make it the primary screen. Futures, equities, crypto, and macro in one keyboard-first workspace — stop alt-tabbing between six half-tools.
- Overlay the full theory stack on any chart. SIGIL, SWARM, ATLAS, SPECTRA, RELIC live on one instrument — model confluence (4/5+ agreeing) is the highest-value signal the platform produces.
- Drive it from the command line. overlay sigil --depth 4 · alert swarm n>0.9 · layout macro — muscle memory beats mouse hunting.
- Alert on model states, not price levels. Get pinged when structure changes — criticality rising, topology collapsing, memory flipping — not after the move already happened.
The full MRKT QUANT stack in one command center. Request access below.
RESEARCH & DEVELOPMENT
What the desk is actively working through right now — frontier research, not yet productized. Nothing here maps to a shipped model; this is the pipeline.
The Characteristic Function of Rough Heston Models
Derives a semi-closed-form pricing engine for rough Heston models via a fractional Riccati equation — the extension from regime detection to full options pricing under roughness.
Is Volatility Rough?
Interrogates the statistical evidence for roughness itself — whether the Hurst estimates the literature relies on survive rigorous inference under realistic sampling noise.
Microstructural Foundation for the Rough Hawkes-Heston Model
Builds roughness and leverage effects directly out of a marked Hawkes order-flow model — a tick-level mechanism for why volatility roughens, not just a statistical fit.
Deep Hedging
Reframes hedging under real-world frictions — transaction costs, market impact, liquidity limits — as a deep reinforcement learning problem rather than a closed-form Greeks calculation.
Deep Hedging under Rough Volatility
Tests whether deep-hedging networks trained under rough volatility dynamics actually outperform classical hedges once the roughness is priced into the training data itself.
See the Math in Action
Explore MRKT Theory to see what's already shipped — KAIROS and PYTHIA turn research into live tools, with PROTEUS coming soon.
Watch It Execute
See the theory deployed live — BREACH, ORIGIN, and CASCADE turn research into autonomous execution.
THE TEAM
One desk. One standard. Institutional experience, deployed for the trader on the other side of the screen.
@mrktmoh
Spent 1.5 years at Citadel as an L5 Quant, building and stress-testing systematic models inside one of the most competitive quantitative trading environments on earth — where an edge either survives the math or it doesn't ship.
Left to launch his own hedge fund and now develops MRKT Theory full time — the proprietary framework behind every model, bot, and terminal on this site. The same rigor that governed institutional capital now runs through every product carrying the MQ mark.
Along the way he's taught 500+ traders — turning retail chart-watchers into systematic thinkers, with documented student success across futures, equities, and prediction markets.
Make MRKT QUANT the one-stop shop for serious traders. The theory to understand markets, the indicators to read them, the bots to execute them, and the terminals to command it all — one ecosystem, one standard, no fluff. Everything a trader needs to stop gambling and start engineering.
Terms of Service
1. Acceptance of Terms
By accessing and using MRKT QUANT, you agree to be bound by these Terms of Service. If you do not agree, please do not use our services.
2. Description of Services
MRKT QUANT provides educational content, trading indicators, and automated trading tools related to quantitative finance. Our products are tools for analysis and insight purposes only.
3. No Financial Advice
Important: Nothing on this website constitutes financial, investment, trading, or other professional advice. All indicators, bots, models, and content are for educational and informational purposes only. Consult a qualified financial advisor before making investment decisions.
4. Risk Disclaimer
Trading involves substantial risk of loss. Past performance is not indicative of future results. Automated systems can and do lose money. You are solely responsible for your trading decisions and for supervising any automated tools you deploy.
5. No Guarantees
MRKT QUANT makes no guarantees regarding the accuracy, completeness, or reliability of any information, model, or system. All content is provided "as is" without warranty of any kind.
6. Intellectual Property
All content, indicators, bots, methodologies, and materials on this website are the intellectual property of MRKT QUANT and protected by applicable law.
7. Limitation of Liability
MRKT QUANT shall not be liable for any direct, indirect, incidental, consequential, or punitive damages arising from use of our services, including trading losses.
8. Contact
Questions? Contact us at mrktmohllc@gmail.com.
Privacy Policy
1. Information We Collect
We collect information you provide directly, such as your name and email, plus usage data through analytics to improve our services.
2. How We Use Your Information
We use your information to provide and improve services, respond to inquiries, and send updates if you opt in.
3. Third-Party Services
We use third-party services for payments and product hosting. These services maintain their own privacy policies.
4. Data Security
We implement reasonable security measures to protect your information; however, no method of transmission over the internet is 100% secure.
5. Your Rights
You may request access to, correction of, or deletion of your personal data by contacting mrktmohllc@gmail.com.