quant trading
BITCOIN
Capriole Investments
We specialize in systematic trading. Capriole drives returns by looking at information in new ways. We know markets are not efficient and it’s our passion to find value.
We manage the Capriole Fund for institutions and HNW investors across 24 countries around the world. Together, our team has decades of quant trading experience.
Capriole Investments Limited is certified to act as an approved investment manager, the Capriole Fund is licensed and regulated by CIMA.
Management Team
Charles
Edwards
-
B. Engineering,
M. Finance
Experienced quant investor, creator of ‘Hash Ribbons’ and ‘Trend King’. Charles is one of the leading publishers of on-chain Bitcoin models, also featured on CNBC, Forbes & more. He has been investing since he was 12 and coding trading algorithms for a decade.
-
PM. Physics, B. Network
& Server Admin
The key architect of Capriole’s trading execution engines and systems. Ryan is a software developer with over a decade of experience. He is an expert in risk management, utility theory and choice modelling in risk-based environments.
Ryan
Mc Coy
-
B. Software
Engineering
Experienced portfolio manager and algorithm designer. A wise strategy developer & sounding board. Alessandro has worked with Western Capital Management and Pension Management Interactive. He holds several certificates with the National Futures Association.
Alessandro
Palladino
Mick
Herfkens
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B. Economics,
M. Quantitative Finance
An experienced hedge fund quantitative researcher and developer. Mick designs, models and deploys trading signals and strategies. With a background in economics and econometrics, he is both quantitatively and fundamentally skilled.
Yassine
Zrigui
-
B. Engineering,
M. Applied Mathematics
Yassine is a software developer and data scientist turned quant investing guru. Experienced in designing systems, creating data pipelines and deploying machine learning models in production. He is passionate about Bitcoin and investing.
Wade
Kenny
-
B. Commerce
& Accounting, CA
Judith
Gerber
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B. Business,
M. International Marketing
Judith brings an extensive career in marketing working for corporates like Mercedes-Benz, Miele, and start-ups such as HelloFresh and Elopage. Her passion lies in delighting clients at every step of the way.
INNOVATIVE RESEARCH
We’ve invented some of the most cited on-chain fundamental strategies in the industry.
Read more about some of our open-source Bitcoin strategies:
- Hash Ribbons (30/10/2019)
Perhaps the best performing long-term buy signal for Bitcoin. Hash Ribbons uses on-chain data to identify miner capitulations and recoveries. A top 50 / 100,000+ scripts on TradingView. Read more on Medium. Live indicator on TradingView or Glassnode. - Bitcoin Energy Value (13/12/2019)
Bitcoin miner energy spent, raw Joules alone, can be used to calculate Bitcoin’s fair value. Read more on Medium and learn why Bitcoin is Henry Ford’s Energy Currency. Indicator on TradingView. - Bitcoin Production Cost (13/12/2019)
A calculation of the global average Bitcoin mining production cost and electrical cost. Very useful in identifying extreme value regions. Read more on Medium. Indicator on TradingView. - Bitcoin Macro Index (2/6/2022)
A fundamentals-only strategy which uses machine learning to assess, learn and adapt from over 35+ Bitcoin on-chain and equity market metrics. Read more on Medium. - SLRV Ribbons (16/9/2022)
Tracking on-chain investor flows to identify value buy and sell regions. SLRV outperforms buy-and-hold over the last 5 years. Read more on Medium. Indicator on Glassnode. - Bitcoin Miner Sell Pressure (11/11/2022)
Tracks on-chain data to highlight when Bitcoin miners are selling more of their reserves than usual. Usual leading indicator of capitulations. Read more on Twitter. Indicator on TradingView. - Bitcoin Yardstick (2/11/2022)
A rule-of-thumb Bitcoin valuation tool. Bitcoin Yardstick = Market-Cap / Hash-Rate, normalized over 2 years of data. Read more on Twitter. Indicator on Glassnode. - Supply Delta (25/10/2021)
Am on-chain metric to identify Bitcoin tops based on tracking short- and long-term holder supply data. Read more on Medium. Indicator on Glassnode. - Bitcoin’s Dynamic Range NVT (10/10/2019)
A dynamic over- and under-valuation band for Bitcoin’s NVT, the Bitcoin’s “PE Ratio”, which compares on-chain transaction volume to the Bitcoin market cap. Read more on Medium. Indicator on TradingView.
Find this research and more on the Capriole Investments’ Medium page and Newsletter.
Join the team
We are always looking for talented individuals.
If you are a skilled trader or python programmer passionate about crypto investing, get in touch!
We work with investors
from 25+ countries around the world
Germany
Portugal
Spain
United Kingdom
France
France
South Africa
Australia
Sweden
Philippines
Thailand
India
China
United States
Canada
British Virgin Islands
Brazil
Switzerland
Austria
Serbia
Italy
Bulgaria
Greece
UAE
