An agile team going deep on statistical arbitrage in crypto market.
We trade systematic strategies across digital-asset markets — cross-venue, basis, funding, and cointegrated pairs. No retail fluff, no AI buzzwords. Careful research, robust infrastructure, and tight feedback loops between the two.
What we focus on
LynxLinkage is built around one idea: statistical arbitrage in crypto markets is still a research problem, not a solved one. Crypto suits this style of trading. Markets run 24 / 7, public order books are deep, and the structural inefficiencies are still strong enough to reward serious research — provided you do the work to capture clean data, model microstructure honestly, and execute with discipline.
We are deliberately small. Every person on the team writes code, looks at data, and owns strategies end-to-end. We do not run customer money, we do not chase narrative trades, and we do not over-fit slide decks — we trade our own book and let the equity curve do the talking.
Four families of statistical-arbitrage strategies.
Each strategy family has its own data, its own models, and its own execution profile. We rotate research effort between them based on capacity, regime, and edge.
Cross-venue mispricings
The same instrument trades on dozens of venues with different microstructures, fee schedules, and risk policies. We model the gap and trade it.
Basis & funding
Spot, perpetuals, and dated futures are tied together by funding and basis. When the rope goes slack, we know where to pull.
Cointegration & pairs
Long-tail tokens move in clusters. We build cointegrated baskets and pair trades that mean-revert with measurable half-lives.
Microstructure-aware execution
Order-book imbalance, taker/maker dynamics, and latency budgets decide whether a signal becomes PnL or slippage. We treat execution as a first-class research problem.
How we work
Research first, code second
Every trading line of code starts as a question. We treat backtests as evidence, not marketing material, and we are quick to throw out our own ideas.
Own the stack
From market-data capture to risk to execution — we build it ourselves when off-the-shelf tools fall short of the bar that crypto microstructure demands.
Theory-driven, not data-driven
Each strategy starts as a statistical conjecture about how a market should behave. The data is where we look for disconfirming evidence, and the live market is the final referee.
Small team, full ownership
Researchers and engineers ship together. There is no handoff, no committee, and no headcount we have to feed — the team stays small on purpose.
Share what we learn
Crypto research benefits from being in public. We publish on Medium and our own platform when we can — it keeps us honest and the conversations interesting.
- Founded
- 2024
- Markets traded
- Crypto only
- Strategy style
- Statistical arbitrage
- Operating hours
- 24 / 7
Where we are
The team is fully remote and based in Taiwan. We organise around overlapping working hours rather than a single office, and we hire wherever the right person is — provided they are happy to work on Taiwan time.