Quantitative investing in digital assets
Systematic cryptocurrency investing through quantitative research and proprietary technology, for qualified investors.
Research-driven investment process
We apply a disciplined, model-based approach to digital asset investing. Every decision is grounded in quantitative analysis, verified through rigorous testing, and executed through our own systems.
Research & Signal Development
We develop proprietary models using statistical methods, on-chain analytics, and market microstructure data. All research is conducted internally.
Trade Execution
Orders are routed algorithmically across regulated venues, with the objective of minimizing market impact and transaction costs.
Risk Management
Exposure limits are enforced at the position, strategy, and portfolio level. Drawdown, liquidity, and concentration are monitored continuously.
Investor Reporting
Investors receive detailed performance attribution, risk summaries, and account statements on a regular schedule.
Technology owned and operated in-house
Our investment and operational infrastructure is developed internally, with no reliance on third-party trading systems.
Market Data
Continuous ingestion of exchange, blockchain, and alternative data feeds. Normalised and stored for research and live use.
Model Framework
Multi-factor signal generation with systematic back-testing, out-of-sample validation, and ongoing calibration.
Order Execution
Algorithmic routing with direct market access across institutional-grade venues. Designed for cost efficiency and reliability.
Asset Custody
Segregated custody with multi-signature authorization. Structured for auditability and operational resilience.
Risk Controls
Pre-trade and post-trade limit enforcement. Real-time margin monitoring and periodic scenario-based stress testing.
Reporting
Automated NAV computation, performance attribution, and investor-level reporting delivered on a defined schedule.
How we operate as a fund
Our principles guide how we research, build, and manage risk across the fund, shaping how we make decisions & uphold trust.
Model-Driven Decisions
Investment decisions are derived from quantitative models. We do not rely on discretionary judgment in the allocation process.
Full Operational Control
All research, technology, execution, and custody capabilities are built and maintained by our team. We do not outsource core functions.
Investor Confidentiality
We treat all investor information — identities, allocations, and account details — as strictly confidential. No public disclosures are made.
Controlled Capacity
We limit the capital we manage to levels that preserve execution quality and the long-term integrity of our investment process.
Speak with our team
Xenfrost welcomes qualified investors. We invite inquiries and respond promptly, and all communications are handled in confidence.