Quantitative Investment · Guangzhou, China
China equities · Futures · Options
Markets are not static tables waiting to be predicted. They are evolving structures, continuously reshaped by information, liquidity, expectations, behavior, and risk.
At Aequiludium, we study those structures and build the research and engineering systems required to invest in them with discipline. We are a quantitative investment team based in Guangzhou, focused on China's equity, futures, and options markets.
The name Aequiludium reflects a simple observation: markets are always seeking balance, yet never remain there. Our work begins with understanding that balance in motion.
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Before prediction. We begin with representation: what is the state of the market, which relations persist, and which apparent patterns are artifacts of the chosen coordinates? |
Before performance. A model with sound assumptions matters more than one that merely scores well. A valid strategy matters more than one that simply looks good in a backtest. |
By design. Investment ability is not a single model. It is the full process connecting data, research, risk, portfolio construction, execution, and feedback. |
Low-dimensional topology and topological data analysis are part of our research DNA. They influence how we reason about shape, connectivity, persistence, regimes, and the geometry of market states.
This is not a claim that every problem needs topology. It is a commitment to ask a more fundamental question before fitting a model:
Have we represented the structure of the problem correctly?
Our engineering practice is an extension of our investment philosophy. Point-in-time correctness, explicit assumptions, reproducible research, clear system boundaries, and realistic constraints are not implementation details. They determine whether an investment result can be trusted.
We therefore optimize for a process that can be examined, challenged, reproduced, and improved—not for the most impressive isolated result.
| China equities | Futures | Options |
|---|---|---|
| Cross-sectional structure, fundamentals, market behavior, and portfolio construction. | Time-varying regimes, risk transmission, and systematic exposure across contracts. | Nonlinear payoffs, volatility structure, and disciplined risk expression. |
Most of our research and investment systems remain private. We selectively open-source infrastructure when it can be useful without exposing proprietary research.
alpha-common
Shared Python infrastructure for quantitative research workflows.
Structure before prediction.
Correctness before performance.
Systematic by design.
AEQUILUDIUM · GUANGZHOU, CHINA