Aperiodic is a quantitative research firm building institutional-grade, cross-sectional alpha factors for digital-asset desks. We are analysts, engineers and data scientists — pragmatists committed to results that are testable, repeatable and transparent.
Turn a diverse, exogenous set of datasets into transparent, tradable edges.
We ingest a vast, diverse set of exogenous datasets to build academically inspired and proprietary factors — extracting cross-sectional alpha from liquidity, flow, market microstructure and on-chain metrics, with zero market dependence.
Every factor ships as point-in-time data with runnable notebooks, so clients can reproduce our results and audit the methodology end to end.
The founders run research, infrastructure and client partnerships day to day.
Co-Founder
Mark combines probabilistic thinking and technological excellence with proven execution, scaling his last tech company to $12m ARR. Post-exit, he has run systematic trading strategies through his family office for the last five years, and leads the data infrastructure and factor research behind Aperiodic.
Co-Founder
Daniel brings deep statistical expertise from his MSc in Architectural Computation (UCL) and a track record of building data-driven ventures — from founding a supply-chain startup to helping 150+ medical-AI companies through his GE Healthcare-powered accelerator. He leads go-to-market and institutional partnerships at Aperiodic.
Seasoned institutional practitioners who shape our strategy and standards.
Advisor
Industry leader in institutional growth, investment-strategy evaluation and treasury management. Bo has driven the allocation of over $2B in capital within the digital-asset space across a range of family offices and projects. Previously a multi-asset portfolio manager in JPMorgan's Chief Investment Office, helping manage $600B+ in client assets.
Advisor
Kris has worked in systematic trading for over ten years. He co-founded Robot Wealth in 2015, a systematic-trading education platform serving 400+ members across six continents, and runs his own family office deploying systematic strategies across equities, futures and cryptocurrency markets.
Unsigned Research runs live, systematic strategies with institutional-grade risk controls.
Unsigned Research
Charles is a serial software entrepreneur with a proven track record in deep-tech ventures (Additive Flow). Frustrated by poor risk-management practices in digital assets, he co-founded Unsigned Research to develop sophisticated, systematic strategies with proper risk controls and institutional-grade execution.
Unsigned Research
Alex holds a PhD in Applied Mathematics and was a Research Fellow at the University of Cambridge. With 10+ years in quantitative research and machine learning, he leads strategy design and risk systems with scientific rigour.
In 2020, Mark exited his previous company and started his family office with Daniel and a small team of quants. Together they deployed cross-sectional, long/short strategies exploiting predictive relationships in exogenous data. Originally focused on systematic macro, they found deeper opportunities in digital assets and shifted their full attention to market-neutral, cross-sectional portfolios.
Aperiodic is the productisation of that research — a reproducible factor library with auditable, runnable code and transparent, point-in-time data. It reflects our belief that a well-defined discovery process can uncover many uncorrelated sources of alpha.
A founder will walk you through coverage, methodology and SLA terms — no sales desk in between.