Risk first, not return marketing
Public pages avoid unsupported return claims. Full performance data is shared with qualified partners alongside risk disclosures.
Institutional Digital Asset Research
Verifiable research process, disciplined risk control, and institutional-grade crypto strategy access.
PureGamma Research builds cross-market, cross-horizon digital asset portfolios through structured signal research, controlled execution, and transparent review materials for qualified partners.
2017
Operating history
Multi-Horizon
Research engine
Monthly
Risk review cadence
About PG Research
We operate across digital assets, derivatives, and structured portfolios, with research and engineering as core advantages.
Market Microstructure
We monitor order flow, depth, funding, and on-chain behavior to detect structural dislocations and liquidity pulses.
Hedging Framework
We manage drawdowns with basis trades, cross-asset hedges, and volatility strategies to build layered defenses.
Research-Driven Iteration
Experimentation, post-trade review, and deployment form a closed loop to sustain long-term edge.
Institutional Trust Stack
A clearer due-diligence path for partners who need process evidence, operational boundaries, and risk governance before allocation or API integration.
Diligence Package
What qualified partners can verify
- 01Strategy memo
Universe, signal taxonomy, portfolio constraints, and risk assumptions.
- 02Performance review
Net value methodology, drawdown review, and monthly attribution notes.
- 03Operational boundary
SMA/API access model, custody separation, execution venues, and reporting cadence.
- 04Research archive
Model notes, post-trade reviews, and market regime commentary.
Evidence-based review trail
Strategy updates are tied to research notes, risk reviews, and documented assumptions instead of informal screenshots.
SMA and API-native collaboration
Partner structures can separate custody, execution, and reporting so institutional users keep clearer operating control.
Clear suitability boundary
Digital asset strategies are high risk. Materials are informational and not a retail investment recommendation.
Strategy System
From multi-scale signal fusion to portfolio construction, we target stable risk-adjusted returns.
Signal Generation
Multi-Scale CWT + LSTM/ARIMA
Wavelet decomposition isolates noise, while statistical models and deep networks capture trends and sentiment shifts.
Signal Fusion
Dynamic Weights + RSI Thresholds
Signals are blended across horizons, with momentum filters reducing false triggers.
Portfolio Management
Cointegration Filters & Layered Hedges
Cross-asset portfolios are monitored for cointegration drift and dynamically re-hedged.
Research Desk
A sustainable content system for market views, model notes, and institutional updates.
Tail Risk Research
Pre-asymptotic inference, epistemic fat tails, and model fragility.
Inspired by Nassim Nicholas Taleb's work on uncertainty, this desk treats market evidence as incomplete before convergence, studies how model error compounds in fat-tailed domains, and reviews where normal assumptions understate downside exposure.
Pre-asymptotic review
Epistemic tail exposure
Convexity and ruin filters
Model Lab
Wavelet + LSTM + ARIMA Fusion Framework
Reduce order-flow noise, separate trend and volatility, and improve signal stability.
Read the paperRisk Review
Attribution and Drawdown Notes
Package monthly net value, drawdown context, hedge behavior, and execution quality into a repeatable partner update.
Request sample updateFramework
Team, Strategy, and Research Framework
Background, process, portfolio construction, and partner access pathways.
Open DocSendRepository
Machine Learning for Structured Data
Feature engineering, model selection, and interpretability for structured datasets.
View repositoryResearch Methodology
Investment is a repeatable process: observe, hypothesize, validate, review, and execute.
Observation & Hypothesis
Build testable hypotheses around order flow, on-chain behavior, and macro variables.
Validation & Evaluation
Backtests and scenario stress tests assess robustness and limits.
Execution & Review
Real-time monitoring with risk thresholds and structured post-trade reviews.
Strategic Partners
Infrastructure and liquidity partners across exchanges, brokers, and trading venues.
Net Value Curve
Latest NAV
2.5073
Cumulative
+150.72%
Max Drawdown
-9.42%
Monthly performance pack with calculation basis, fee assumptions, and benchmark context.
Maximum drawdown, exposure bands, hedge contribution, and stress-period commentary.
Exchange/broker reporting, SMA/API account boundaries, and post-trade review notes where applicable.
Past performance is not indicative of future results. Digital asset strategies may lose substantial value.
Support & Consultation
打赏 / Support
Support independent research
For readers who value the research and want to make a small contribution through a hosted checkout flow.
咨询 / Consultation
Book a research consultation
For founders, funds, and infrastructure partners who want a structured discussion on signals, portfolio construction, or partnership fit.
Crypto Onramp
Stripe-hosted onramp ready
The hosted onramp entry is prepared for a future Stripe-generated redirect URL once the PG wallet/session configuration is finalized.
Institutional Contact
For SMA/API partnerships, diligence materials, consultation scheduling, or research collaboration, send a complete message and the team will respond shortly.
BP Partnerships: haoran@pgresearch.org
LP / Consultation: chris@pgresearch.org
This website is for informational purposes only and does not constitute investment advice or an offer.
Digital asset trading involves substantial risk; past performance is not indicative of future results.