We build systematic strategies for Vietnamese markets, and put our own capital behind them.

A quantitative research and fund management firm in Ho Chi Minh City. Research and trading sit in one team, on one codebase, so what is tested is what goes live.

# fields

▸ Equity Vietnamese cash equity, cross-sectional and single-name.

▸ Derivatives Index futures, basis and term structure.

▸ Commodity Vietnamese commodity markets and their offshore references.

▸ Fund management Capital allocated across validated strategies.

# principles

— Evidence before narrative A result counts once it holds out of sample, not when it reads well.

— Reproducible by default Research and the live system share one codebase and one data path.

— Risk sized first Exposure is decided before the signal, never after a good month.

— Whoever builds it, runs it No handover between research and trading.

# objectives

— An uncorrelated book Independent strategies running across all three markets.

— Cheap experiments Infrastructure that makes testing a new idea a day's work.

— External capital Managing third-party money on the process we use ourselves.

— A team that compounds Researchers and engineers who own their work end to end.

Two roles open.

A small team, short feedback loops and real capital behind the research. Send a CV and anything you have built to the address below.

Quantitative Researcher

Take an idea from hypothesis to live capital on Vietnamese equity, futures or commodity markets.

Strong statistics and comfort with messy market data
Python as a working language, not a course credit
Finance background welcome, not required

AI Engineer

Build what research runs on: data pipelines, backtesting infrastructure and the agent tooling the team works in every day.

Python and systems thinking
Interest in LLM tooling and reproducible research
You will own infrastructure end to end