Edge through disciplined inference

RazorEdge is an early-stage quantitative systems lab working on adaptive trading models, and probabilistic risk frameworks for systematic market participation.

Adaptive risk systems · execution research · live infrastructure

STRATEGY TYPE

HYBRID HMM

INFERENCE ENGINE

WASSERSTEIN

REGIME STATES

UPDATE FREQ

SUB-MIN

REGIME INFERENCE SNAPSHOT

Live Market State

ILLUSTRATIVE · NOT LIVE DATA

TIME REGIME DIRECTION VOL CONFIDENCE PROB

10:25–10:45 Transitional Neutral → 20m

0.71

10:50–11:15 Choppy Neutral → 25m

0.58

11:20–11:25 Range Down ↓ 5m

0.83

APPROACH

Regime Awareness

Market conditions are not static. RazorEdge continuously evaluates volatility, directional behavior, liquidity conditions, and structural instability to adapt risk exposure and execution behavior in real time.

Structural Shift Detection

The system monitors shifts in price behavior, participation, and volatility structure to identify periods where conventional assumptions begin to weaken or break down.

Adaptive Execution

Position sizing and entry logic adapt dynamically to the inferred regime probability vector, never assuming stationarity or fixed correlation structure.

TEAM

Jeevan Jonas

Quant Designer

Jeevan is a systems thinker focused on developing systematic trading approaches shaped by risk awareness, adaptability. His work combines research, infrastructure building, and continuous iteration around how markets behave under uncertainty.

Quant Research Bot

Statistical Inference

Focused on regime detection methodology, distributional shift analysis, and HMM architecture.

Systems Engineering

Execution & Infrastructure

Low-latency execution infrastructure, real-time signal processing, and risk management systems.