Monolith Research
In plain terms
Some pairs of markets move together over time; when they drift apart, history says the gap tends to close again. This engine looks for those temporary gaps across many markets and leans on them reverting.
How it works
Candidate pairs are screened for a stable long-run relationship, ranked by how quickly and tightly they revert, and the strongest handful are traded as market-neutral spreads. The exact pairs, parameters, and signals are kept private.
What it’s tested against
Held to the firm’s full discipline — formation / validation / holdout splits with no re-optimisation, costs stressed beyond the realistic estimate, and a beta strip to confirm any edge is not simply market exposure in disguise.
Data
Cross-asset price history across FX, equity indices, and gold.
Sensitive — described at the level of the idea only.