Bayesian Capital deploys sophisticated quantitative strategies across global equity, derivatives, and macro markets — backed by research-driven models and real-time execution infrastructure.
Two live automated EURUSD strategies deployed on MT5 with BayesianGrid EA v6.0. OU parameter estimation, Hurst exponent regime classification, variance ratio testing, and fractional Kelly sizing with CVaR budget constraints.
GPU-accelerated backtesting on NVIDIA L40S using cuDF/cuPy. Bayesian GP optimisation with walk-forward out-of-sample validation. 10-factor ensemble signal engine with full PineScript-to-Python parity.
HMM + Transformer regime classifier gating live capital allocation. XGBoost/Random Forest signal filtering, LSTM sequence prediction. VPIN, OFI, and L2 microstructure features. Kelly-optimal sizing on fat-tailed distributions.
Flagship MQL5 Expert Advisor on EURUSD. Combines OU parameter estimation, Hurst exponent regime classification, variance ratio testing, and fractional Kelly sizing with CVaR budget constraints. Grid-based entry logic with Bayesian GP-optimised parameters and session-gated execution (London/NY).
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | — | 3.03% | 9.42% | 13.52% | 14.03% | 8.05% | -15.83% | 2.31% | 5.62% | 13.49% | 4.96% | 8.19% | 84.8% |
| 2026 | 7.30% | 16.19% | 23.54% | 4.74% | — | — | — | — | — | — | — | — | 61.31% |
| Total | 198.1% | ||||||||||||
Every component — from signal research to live execution — is built in-house on GPU-accelerated infrastructure. Python, MQL5, and deep learning models running on NVIDIA L40S.
We're open to conversations with qualified investors, institutional partners, and exceptional quant talent. All enquiries are treated with strict confidentiality.