About
High Delta exists because the tools systematic traders actually need — rigorous, portfolio-level, evidence-based — largely don't exist. Two co-founders, both running live verified portfolios, are building them.
Building a serious multi-strategy systematic trading portfolio is hard — not because strategy research is hard, but because everything around it is fragmented. You validate strategies individually, but live trading is a portfolio problem. Correlation shifts. Capacity constraints compound. Drawdowns that look manageable in isolation interact in ways no single-strategy backtest can reveal.
The co-founders of High Delta have both been running live, independently verified multi-strategy portfolios — collectively managing ~€4.1M in investor capital across systematic strategies spanning FX, metals, bonds, and equity indices. Every tool we build started as a spreadsheet, a script, or a missing feature that was genuinely needed to manage those portfolios. High Delta is the commercial version of that infrastructure.
We don't just build for systematic traders — we are systematic traders. The performance below is from both co-founders' live accounts, independently verified via regulated brokers' live data feeds. Both are professional asset managers with independently verified live track records. These track records are the foundation our entire product thesis rests on.
Kieran · DARWIN XAQP
Live portfolio · April 2025 – present
Blayn · DARWIN IME
Live portfolio
Past performance is not indicative of future results. See our Disclaimer for full disclosures.
These aren't backtests. They're not hypotheticals. Both portfolios have run through live market conditions including the April 2025 tariff shock, multiple volatile FX regimes, and sustained equity drawdowns. The performance reflects real execution, real slippage, and real correlation effects across live books.
Three products, each designed around the real workflow of systematic traders managing live multi-strategy books.
Platform
Portfolio analytics for live systematic traders. Correlation monitoring, strategy-level attribution, drawdown analysis, and position-level risk — updated in real time.
Research
Systematic trading research subscription. Strategy ideas, robustness frameworks, portfolio construction methodology — from practitioners actively running live books.
Fund
Boutique AMC certificate offering curated exposure to systematic alternative portfolios. Managed by two professional asset managers with verified live track records.
Every product decision, like every trading decision, has to survive scrutiny. If it can't be tested, it should be questioned.
We build for people who run live systematic portfolios. Not for people who want to start one day. That specificity makes everything sharper.
We're not building headcount for headcount's sake. Every product decision and every hire has to earn its place.
We publish our track record openly. We talk about what goes wrong as well as what goes right. Trust is built incrementally.
We're pre-launch and building in public. Join the waitlist for product updates, or read the research on Substack.