Flipsto is an independent quantitative proprietary trading firm focused on the design and operation of systematic strategies across derivatives, volatility and commodities markets.
We combine quantitative research, engineering and trading expertise to build strategies grounded in data, statistical analysis and a detailed understanding of market mechanisms. Our work emphasizes robustness, transparency and disciplined execution over short-term optimization.
About us
Research Philosophy
Our research philosophy is rooted in scientific rigor and intellectual honesty. Models are not treated as black boxes, but as structured representations of market behavior whose assumptions and limitations must be fully understood.
We rely on empirical evidence, sound statistical methods and, when relevant, insights from academic research. Hypotheses are challenged, documented and tested across multiple market regimes before being considered for production.
Discipline and Responsibility
We consider discipline a core requirement of quantitative trading. Strategy development, deployment and operation follow clearly defined processes designed to reduce operational and model risks.
Every component of a strategy — from data inputs to execution logic — is subject to scrutiny, monitoring and post-trade analysis. Performance is not evaluated solely through aggregate metrics, but through detailed attribution and risk decomposition.
Resilience
Flipsto is built with a long-term perspective. We prioritize sustainable processes, resilient systems and continuous learning over rapid expansion.
Our objective is to develop a research and trading environment where rigorous thinking, collaboration and responsibility support consistent performance across evolving market conditions.
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