Redefining trading with 'math',
not financial engineering.
Infinity Grid Quant 3.0 — engineered through pure mathematical modeling
Try it free for 30 days and see the results yourself.
ASIA #3
Global Quant Competition
$5M+
Assets under management
24/7
Uninterrupted trading
150+
Strategy updates
Journey
Our Journey
Meet Quant 3.0, built with 4 years and $3M+ in R&D investment.
Renaissance Quant 1.0
First-generation BTCUSDT single-symbol auto-trading solution. Validated with AUM $1.62M and 3.29% average monthly return. Built the foundational risk management data in high-volatility environments.
- Active Alpha · One Way
- AUM $1.62M
- Avg. Monthly Return 3.29%
Renaissance Quant 2.0
Second-generation multi-symbol portfolio auto-trading solution. Stratify backtesting engine selected optimal 4 symbols from 15, improving MDD by 10%+. AUM $3.02M with 4.48% average monthly return.
- Active Alpha · One Way
- AUM $3.02M
- Avg. Monthly Return 4.48%
Infinity Grid Quant 3.0
Third-generation algorithm redefined through pure mathematical modeling. Smart Beta × Infinity Grid strategy converts volatility itself into profit regardless of market direction. MDD under 10% since January 2026 launch, maintaining stable performance. Global institutional investors are actively conducting Due Diligence.
- Smart Beta · Hedge Mode
- 2028 Target AUM $1B
- MDD under 10% since Jan 2026 launch
Core Strategy
What makes Infinity Grid Quant 3.0 different
Strategies are built on research submitted to international academic conferences. Only statistically significant factors reach production, with out-of-sample validation to prevent overfitting.
Signals from 1-minute to daily candles are collected and weighted across five timeframes simultaneously. Positions are entered only where multiple timeframes converge.
Per-position stop loss, daily loss limits, and maximum drawdown caps form a three-tier risk budget. Volatility-weighted position sizing keeps risk exposure consistent relative to AUM.
Trending, ranging, and high-volatility regimes are classified in real time. Parameters auto-switch to the optimal set for each market condition.
Parameters undergo regular walk-forward analysis. Every update must pass in-sample training and out-of-sample validation before deployment, structurally blocking overfitting risk.
Systematic strategy design from research
Strategies are built on research submitted to international academic conferences. Only statistically significant factors reach production, with out-of-sample validation to prevent overfitting.
Multi-timeframe signal confluence
Signals from 1-minute to daily candles are collected and weighted across five timeframes simultaneously. Positions are entered only where multiple timeframes converge.
Multi-layer risk and drawdown control
Per-position stop loss, daily loss limits, and maximum drawdown caps form a three-tier risk budget. Volatility-weighted position sizing keeps risk exposure consistent relative to AUM.
Real-time regime detection & switching
Trending, ranging, and high-volatility regimes are classified in real time. Parameters auto-switch to the optimal set for each market condition.
Walk-forward continuous optimization
Parameters undergo regular walk-forward analysis. Every update must pass in-sample training and out-of-sample validation before deployment, structurally blocking overfitting risk.
Pricing
Larger AUM,
lower fees.
Annual fees are applied based on AUM size.
The more you manage, the better the terms.
Up to 33% off with long-term plans
Fee simulator
Included
- Infinity Grid Quant 3.0 algorithm
- Automated strategy execution
- Real-time portfolio monitoring
- Dedicated account manager
- Monthly performance reports
Start investing with quant strategies.
A dedicated manager will design a tailored plan for you.