Independent quantitative research and technology — finance, blockchain, and applied AI. Every system built from mathematical first principles. Never from templates.
Full-stack quantitative research platform built from mathematical first principles. The central question CREST answers before everything else: does this strategy have statistically verifiable edge — or not? Most platforms skip this entirely.
Deflated Sharpe Ratio (Bailey–López de Prado 2016) corrects for multiple testing bias — virtually absent outside tier-1 hedge funds. Lo-2002 autocorrelation-adjusted Sharpe accounts for serial return dependency, the actual institutional standard. Cornish-Fisher CVaR handles non-Gaussian tail risk for fat-tail distributions.
Hidden Markov Model classifies regime in real-time: trending, mean-reverting, volatile — strategy parameters adapt. Kelly Criterion with ruin probability constraint gives mathematically justified position sizing. 5,000-sample Bootstrap CI without normality assumption. Live WebSocket execution on Binance and Hyperliquid.
Faradiansyah Rokan — Founder and Chief Quantitative Officer of Stonebridge Intelligence, Bandung, Indonesia.
I didn't study finance at a university. I didn't intern at a hedge fund. What I have: I find a problem I don't fully understand, and I don't stop until I've built something that solves it from mathematical foundations — not from a library call, not from a tutorial, from first principles.
Three domains. Nine projects. One year. Every metric verifiable. Every system in production. Every claim backed by code you can read.
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Open for quantitative research engagements, Web3 protocol consulting, and AI system development.
"We don't predict markets. We measure them."