www.gda.fund Open in urlscan Pro
52.212.43.230  Public Scan

Form analysis
0 forms found in the DOM

Text Content

G
About
AboutDocumentationCommunity & SocialCareerContact
Technology
Crypto L3 AtomFusionOpen Data Streaming Suite (ODSS)Backtesting
EngineACPRISatslinkL2/L3 IndicatorsExecution Connectors (CEX & DEX)
R&D
Insights & ResearchEngineeringR&D TrackerHackathon
Developers
DocumentationResearchGitHub
Join Our Team
About
AboutDocumentationCommunity & SocialCareerContact
Technology
Crypto L3 AtomFusionOpen Data Streaming Suite (ODSS)Backtesting
EngineACPRISatslinkL2/L3 IndicatorsExecution Connectors (CEX & DEX)
R&D
Insights & ResearchEngineeringR&D TrackerHackathon
Developers
ResearchGitHubDocumentation
Join Our Team


G
About
AboutDocumentationCommunity & SocialCareerContact
Technology
Crypto L3 AtomFusionOpen Data Streaming Suite (ODSS)Backtesting
EngineACPRISatslinkL2/L3 IndicatorsExecution Connectors (CEX & DEX)
R&D
Insights & ResearchEngineeringR&D TrackerHackathon
Developers
DocumentationResearchGitHub
Join Our Team
About
AboutDocumentationCommunity & SocialCareerContact
Technology
Crypto L3 AtomFusionOpen Data Streaming Suite (ODSS)Backtesting
EngineACPRISatslinkL2/L3 IndicatorsExecution Connectors (CEX & DEX)
R&D
Insights & ResearchEngineeringR&D TrackerHackathon
Developers
ResearchGitHubDocumentation
Join Our Team


G
About
AboutDocumentationCommunity & SocialCareerContact
Technology
Crypto L3 AtomFusionOpen Data Streaming Suite (ODSS)Backtesting
EngineACPRISatslinkL2/L3 IndicatorsExecution Connectors (CEX & DEX)
R&D
Insights & ResearchEngineeringR&D TrackerHackathon
Developers
DocumentationResearchGitHub
Join Our Team
About
AboutDocumentationCommunity & SocialCareerContact
Technology
Crypto L3 AtomFusionOpen Data Streaming Suite (ODSS)Backtesting
EngineACPRISatslinkL2/L3 IndicatorsExecution Connectors (CEX & DEX)
R&D
Insights & ResearchEngineeringR&D TrackerHackathon
Developers
ResearchGitHubDocumentation
Join Our Team




BUILDING THE NEXT GENERATION OF CRYPTO RESEARCH & TRADING TECHNOLOGIES, AT SCALE

We're a 6 years old crypto hedge fund that focuses on systematic trading and
HTF, on CEX & DEXs

Explore Opportunities


MORE POWER TO


QUANTS,TRADERS & ENGINEERS.

 * 10x More Granular Data
 * 100% Open Source
 * 1000x Speed & More Scalable


PROJECT L3 ATOM.

World's first open crypto data initiative.
Lite: 937,935 (left)   | Advanced: 49,634 (left)  |   Max: 9,735 (left)
Learn More



ABOUT US

GDA Fund (previously known as Blockchain Partners Holdings) is a six-year-old
leading crypto research, financial engineering & technology firm. We are a team
of experienced traders, data scientists, extreme programmers, financial
analysts, and talented engineers based out of Sydney and San Francisco. We built
our entire company without any external funding and will continue to run like a
startup. Our most recent milestone —Project L3 Atom (the world's first open
crypto data initiative) makes us extremely proud.

Our next big milestone involves the world's first all-in-one quant research &
algorithmic trading solution for both centralized and decentralized exchanges.
Beta is launching on 15th Feb 2022.

We are building the early building blocks for web 3.0 and are extremely
passionate about building open source tools to innovate.

M2M, blockchain, and crypto are the future. All of our proprietary tech will be
given to the community for free under GDA Open License. Yes, no catch. We are
true believers of the spirit of crypto and blockchain—the economic freedom,
where everyone should have access to financial freedom. We are dedicated to
making a difference. All of our R&D and operations are available for the public
to verify.

We live and breathe in crypto and blockchain 24/7. We love taking on big
challenges. Crypto is a thriving, wild 24/7 industry. Solving problems and
building the technology means we have to do a 100x better job than a typical
one. It pushes our imagination and creativity to its limits. Often, we have to
rethink everything from first principles. This gives unprecedented value and
opportunity for creativity, extreme engineering, and innovation. The brilliance
of companies like SpaceX and Tesla is that they apply an approach of
establishing what is called a vertically integrated monopoly (VIM). VIM’s
involve a lot of complex pieces and moving parts that are able to fit together
in just the right way. We believe that decentralised smart systems will play a
major role in the global economy, enabling trillions of dollars worth of
industries to merge in the coming years.

1 . We mostly focused on long-only

The early days, we mostly focused on long-only, quantitative, algorithmic
trading strategies based on social and on-chain data, to develop investment
strategies. Late 2019, Blockchain Partners Holdings expanded and was rebranded
as GLOBAL DIGITAL ASSETS FUND under Dubai International Financial Centre and
Dubai Financial Services Authority.

2. We mostly focused on long-onlyThe early days, we mostly focused on long-only

quantitative, algorithmic trading strategies based on social and on-chain data,
to develop investment strategies. Late 2019, Blockchain Partners Holdings
expanded and was rebranded as GLOBAL DIGITAL ASSETS FUND under Dubai
International Financial Centre and Dubai Financial Services Authority.

3. We mostly focused on long-onlyThe early days, we mostly focused on long-only

quantitative, algorithmic trading strategies based on social and on-chain data,
to develop investment strategies. Late 2019, Blockchain Partners Holdings
expanded and was rebranded as GLOBAL DIGITAL ASSETS FUND under Dubai
International Financial Centre and Dubai Financial Services Authority.


25,000+
Hours in R&D
79,600,000
24 hours Entries and Reads.
5ms
Data Enhancement speed
2,000+
Indicators and patterns


STATS

Returns(YTD)
GDA (PB 1,2,3, & 4)
+ 758%
Returns(60D)
GDA PB (2&3)
+ 167%
Returns(YTD)
GDA (PB 1,2,3, & 4)
+ 758%
Returns(60D)
GDA PB (2&3)
+ 167%


PnL
‍(YTD)
+1,236%
MDD RFF
adjusted
-41.10%
Strategy
Systematic & quantitative
trading (L-MFT)
Futures, Perpetual &
Inverse Perpetual
Contracts
Sharpe measure
3.6%-27.6%
Beta (BTC)
57.6% (Stablecoins, BTC & L1)
AUMG
‍(YTD) (PB 1-4)
+758%
MDD RFF
adjusted
-68.25%
Strategy
SP & long-only
No. Holdings
36
Net Max
Concentrated
57.6% (Stablecoins, BTC & L1)
Distribution
IB 01: Conservative (60%*)IB 02: Semi (20%*)IB 03: Moderate (10%*)
IB 04: EMs (8%*)

MDD: Maximum Drawdown | RFF: Risk-free rate adjusted
IB: Investment basket
L1 smart-contract, L2 SMB, RF middleware, Side-chains, DEX, Cross-chain SE
solutions, Efficient, IBC



ACTIVITIES


AN INTERSECTION OF ENGINEERING, TRADING AND QUANTITIVE RESEARCH.


ADVANCED QUANT RESEARCH
AND EXTREME PROGRAMMING

Project L3 Atom has enabled a new generation of data analysis methodologies,
data analysis techniques, statistics and crypto native insights to innovative
quantitative research and to develop highly scalable trading technologies. Our
extreme software optimization framework (ESOF) is designed to scale software
development with ever changing requirements.


ALGORITHMIC TRADING

Combines systematic crypto trading and years of algo research.  With trial and
error, we have developed a scientific approach to algorithmic strategy
development, execution and optimisation on both centralized and decentralized
exchanges.


HIGH-FREQUENCY TRADING

For the first time, Project L3 Atom enables atomic granularity on the order book
and is able to scale low latency trade execution and signal generation. The rich
data and insights of the market impact, participant fill rate, order flow, order
book and real-time supply and demand allows us to test, design and optimise
high-frequency trading on crypto futures and derivatives.


ACADEMIC RESEARCH AND
PRODUCT INNOVATION

Crypto is a wild 24/7 industry. Often needing to rethink engineering and
problem-solving in first principles. It pushes imagination and creativity to its
limits while giving unprecedented value and opportunity for innovation. Our
engineers, researchers and product managers work day and night to improve and
invent new ways to solve difficult problems.




DATA IS EVERYTHING.

Information is the most valuable commodity in the world.

"The problem"
Big market participants can manipulate data, spoof trades and do other malicious
acts to the detriment of data quality. Exchanges can and do throttle user
connections to limit their data capabilities — there are no incentives for them
to deliver high quality data. The lowest possible data latency (time-delays),
data granularity, iteration speed and data flexibility are the bedrock of the
quantitive and HFT world.

Today's crypto market data
 * Low quality, noisy data. Inadequate for proper backtesting and HFT research
   —e.g. LOB events are aggregated (three events are reported in LOB).
 * Low speed, high latency.
 * Change in Data notified as it happens to web-socket feeds
 * Connections are over a WS and drop constantly (part of a throttling policy).
 * Corrupted Matching Engine has preferred users that jump Que.
 * Free, and no SLA.

Traditional markets
 * Highly Regulated, change in data given years in advance.
 * Protocols such as FIX have hundreds of message types (more data points).
 * Reliable stream via PNs.
 * All connections will have an identical latency in the nano seconds.
 * Matching engine works on a strict FIFO basis.


PROJECT L3 ATOM WORLD'S FIRST OPEN CRYPTO DATA INITIATIVE.

Using advanced data science, high performing computing and clever engineering,
we are recreating the missing events and reconstructing the L3 order book into
its atomic structure in real-time .




HIGH PERFORMANCE COMPUTING & BETTER NETWORK ENGINEERING

Kernel Bypass Networking With FD.io and Vector Parallel Processing
 * Data Plane Development Kit
 * FD.io VPP - the "Magic" of Vectors
 * Intel Xeon instruction cache and data cache always hot
 * Minimized memory latency and usage
 * 1 Tb/s Throughput

Hardware optimised for computation
 * c6i.metal Ec2 instance optimized for computation
 * 3rd Generation Intel Xeon Scalable processors (code named Ice Lake
 * L1 Bandwidth is 100 Gbs
 * AVX512 Vector instruction set
 * 10 nm Architecture

1


MAX SOFTWARE OPTIMISATION

C++ HPC
 * Vectorisation
 * SIMD enabled functions
 * Vector Dependence
 * Strip mining
 * Intel Cpp compiler
 * Intel Open MP for Multi-Threading
 * Intel Clusters MPI for distributed computing

CPython
 * NumPy
 * NdArrays: Shape shifting
 * Ufuncs
 * Collective methods
 * Statistical Analytics with SciPy

2


CREATING RICH DATA, NORMALISATION & ENHANCEMENT

Processing Snapshots + trades + 3 LOB events in memory - real time
 * LOB rebuilt in memory, metrics calculated in real time.
 * Using multidimensional NdArrays and Shape shifting we move from 3 events to 8
   atomic events in the lob
 * We are aware of our position in the lob price queues, Enhanced L3 (L3 Atomic)
 * Data is normalized and enhanced with above additional information in real
   time

Statistical Analytics on Market Quality
 * SciPy calculates Order flow analytics

Learn MoreView our design principles and architecture design

3

Results


ATOMIC GRANULARITY.

Enabling the new era of quantitative finance & financial engineering in crypto.


ALLOWING A DEEPER UNDERSTANDING OF THE ORDER FLOW, SUPPLY AND DEMAND, ORDER BOOK
AND LIQUIDITY.

 * Participant market impact to market microstructure correlations mapping
 * Participant market impact
 * Participant fill rate
 * Value areas, liquidity & volume clusters mapping
 * Shapeshifting phenomenon detection
 * Liquidity traps & SFP detection
 * MM fakeouts density

View our research



ENABLING NEW ERA OF QUANT FINANCE, ANALYTICS & FINANCIAL ENGINEERING IN CRYPTO.

Research & development

Advanced quantitative research & backtesting, insights into market
microstructure and order book dynamics, designing market behaviour models, data
driven contract insights,  liquidity clusters heat-map development.

Predictive Analytics & Predictions

Liquidity clusters shapeshifting phenomenon, market microstructure correlations,
market strength & weakness index, trend developments, identify trading ranges
and the trend distribution, estimate fluctuations & volatility.

Signal generation

Signal contact strategy development, multi assets accelerated signals, cross
strategy design and development (generating alpha combining strategies across
CEX/DEX)

Management

Liquidity aggregation, portfolio constructions, composition & analytics,
rebalancing

Execution & Optimisation

Enhancing trade execution (CEX & DEX), smart order routes, deeper liquidity cost
optimisation, HFT load-balancing, pricing & fee optimisation, cost effective
market entry

Risk

Advanced risk model development, tail-hedging, liquidation management

Learn about Open Data Streaming Suite (ODSS)


INSTITUTIONAL-GRADE DATA: L2, L3 & L3 ATOMIC DATA STREAMS.

Open Data Streaming Suite (ODSS)

And, yes, it's Open-source
Lite: 937,935   | Advanced: 49,634  |   Max: 9,735
Signup for an early access


OPEN DATA STREAMING SUITE (ODSS) SPECS

Inverse & USDT Perpetual
Spots
Spots & Futures
Spots & Futures
SP/F
Enhanced Data


Last, Index and Mark price, Open interest/value, Cross sequential, delivery fee
rate, Predicted delivery price, Predicted funding rate, Aggregate Open Position
Values, long Short Ratio, Taker Volume, Contract/Index Basis, Error Logs

Customisable Data


Normalised Funding Rate (NFR), Extended Open Interest (EOI), Fund Flow Ratio,
ADL/Insurance Fund Health, GLP (Maker/taker fees)

View Dashboard (v1.1)



TECHNOLOGY STACK


ALL-IN-ONE RESEARCH POWERFUL ALGORITHMIC TRADING & EXECUTION ENGINE FOR BOTH
CENTRALIZED AND DECENTRALIZED EXCHANGES.

Releasing 04- Jun- 2022

FTX, Bybit, Coinbase, Binance, OKex, Phemex, Kraken, Kucoin - (Spot, Futures,
Perpetual) - 15th Feb 2022
‍
Uniswap, dYdX, PancakeSwap, Sushiswap, 1inchexchange, Perpetual Protocol -
(Spot, Perpetual, SP/F) - 26th Feb 2022

Sign up for early access
50ms
1TB/S

Reducing the noise substantially and building a cohesive map of the volume,
liquidity and hidden layers of the market microstructure.


ADVANCED FILTERS, INDICATORS

Reducing the noise substantially and building a cohesive map of the volume,
liquidity and hidden layers of the market microstructure.

Learn More

1TB

Data Per/day




AUTOMATED CHART PATTERN RECOGNITION INFRASTRUCTURE (ACPRI)


STATE-OF-THE-ART PATTERN RECOGNITION INFRASTRUCTURE NATIVELY DESIGNED FOR
CRYPTO.

ACPRI is a middleware application that uses Machine Learning (ML) to detect and
automate chart pattern recognition.

The Typical Technical Pattern Analysis (TTPA)

This module consists of up to 2,000 common technical chart patterns, including
head and shoulders, flags, wedges, cups and handles, and rectangles

View more
The Volume and Liquidity Clusters Chart Analysis (VLCCA)

Uniquely designed libraries of liquidity and volume clusters on spots and
futures from major centralised exchanges. Its primary aim is to identify and
represent the market microstructure strength, liquidity depth, market relativity
and momentum. The VLCCA module helps identify the major liquidity concentration
areas, spot stop hunting, liquidity traps, SFP areas.

View more
The Advanced Technical Pattern Analysis (ATPA)

Tailored for the Bitcoin (BTC)and Ethereum (ETH) futures markets to represent
and identify the market microstructure correlations, strength or weakness, trend
development, shapeshifting phenomenon, identify a trading range and the trend
distribution, downtrends, and sideways markets.

View more


NEXT-GEN
BACKTESTING ENGINE.
SIMULATING FOR REAL-WORLD TRADING ENVIRONMENT.

This open backtesting tool is designed to develop paper trading strategies,
combine strategies, deploy single and cross equities, test accelerated signals,
and customise risk profiles all in a safe environment without the risk of losing
capital. Connect crypto L3 & L3 Atomic data for advanced quant research and HTF
strategy development.



Binance - v1.0 released
FTX, Bybit, Coinbase, OKex, Phemex, Kraken, Kucoin - (Spot, Futures, Perpetual)
- 15th Feb 2022
Uniswap, dYdX, PancakeSwap, Sushiswap, 1inchexchange, Perpetual Protocol -
(Spot, Perpetual, SP/F) - 26th Feb 2022

Visit Backtesting Engine (v1.0)Read Architecture and Design Principles


CAPTURE
PRO CHARTS

Generate and export high resolution trade instants using TradingView GUI
framework.

Learn More


POWERFUL EXECUTION ENGINES AND CONNECTORS FOR BOTH CENTRALIZED & DECENTRALIZED
EXCHANGES.

Exchange connectors and execution engine infrastructure that enables two-way
communication between exchanges, Open Data Lake & backtesting engines.

Exchange connectors and execution engine infrastructure that enables two-way
communication between exchanges, L3 Atomic Open Data Lake & backtesting engines.

1TB
Data Per/day
10ms
Speed
1TB
Data Per/day
10ms
Speed


BE PART OF
OUR TEAM OF 12+ MOTIVATED MEMBERS.

We are a team of experienced traders, data scientists, quants, financial
engineers  and talented engineers based out of Sydney, San Francisco and around
the world.

Ashton Hettiarachi
CEO & Chief Product Architect
Julian Heller
Senior Future Trader
Richard Mashood
HFT Performance Engineer
Sebastian Wüs
Cryptocurrency Derivatives Trader (Bybit/FTX/Coinbase)
Harut Grigoryan
Distributed/Networking Software Systems Lead
Priyanka Pursan
ML Research
Gavin Stein
Technology & Research
Analyst
Jack Lodge
Smart Contract and DLT Research Analyst

Prasanta Sahoo
Sr. Technical Advisor


EXPLORE
OPEN POSITIONS

Work with innovators to solve complex problems

Explore Opportunities


TRACK PROGRESS

Research Publications
View all research publication.
Access Code Repository
View all research publication.
Weekly Progress
View all research publication.
Connect R&D Progress
Community & Socials
Career & internships
Hackathons
View L3 Atom in Action
View all research publication.
Access Backtesting Engine v1.0
View all research publication.
Access Data Lake
View all research publication.
2021
Project L3 Atom—the world's first open crypto data initiative. By using advanced
maths, data science, high-performing computing and clever engineering, we were
able to recreate the L3 order book into its atomic structure in real-time,
enabling a new generation of data analysis methodologies, quantitative finance
and algorithmic trading solutions.
Development of back testing engine by mirroring Binance and Bybit exchange in
our servers in nano-second granularity, with extreme precision to replicate the
real-world trading environment
Develop, test multiple systematic HTF trading on framework on 30s, 1m, 5m, 10m
(BTC/USD Futures & Perpetual)
Removing Noise from Crypto Volume & Liquidity Data (GDA Level I — Level III
filters and indicators framework)
2022 Q1
Expand L3 Atom in to DEX (Trade Vol snapshots, Concentrated Liquidity, Range
Position, Mempool,IL (Impermanent Loss)
Expand L3 Atom in to DeFi: APY (Annual percentage yield),APR (annual percentage
interest),TVL (Total Value Locked),Trade Vol snapshots,Liquidity snapshots)
An institutional-grade quant workflow infrastructure for rapid strategy
development.
Advanced execution and matching engine with aggregated deep liquidity in spots
and futures (DEX & CEX)
Liquidity clusters management for LPs & risk distribution tranches modeling and
agent-based execution optimization.


RESEARCH LAB

Our interdisciplinary R&D lab is working to solve complex problems, build,
deploy cutting-edge technology at scale.

Open Crypto Data Initiative
Institutional-grade, reliable, and fast stream.

Read More

Automated Chart pattern recognition infrastructure (ACPRI) framework using Deep
Learning.

Read More

Removing Noise from Crypto Volume & Liquidity Data (GDA Level I — Level III
filters and indicators framework)

Read More


APPLY FOR
R&D GRANT


ETHEREUM, SOLANA, FANTOM COMPATIBLE L2 OR A MIDDLEWARE SOLUTION WITH HIGHT
THROUGHPUT EXECUTION ADAPTERS DEVELOPMENT.

Application closing dates : June 13th

USD 50,000
Apply now


ACPRI (AUTOMATED CHART PATTERN RECOGNITION INFRASTRUCTURE) MODULE ENHANCEMENT
USING ML & DRL.

Application closing dates : June 13th

USD 50,000
Apply now



BTC/USD HIGH FREQUENCY TRADING EXECUTION OPTIMISATION AND LOAD BALANCING. DEEPER
LIQUIDITY SMART ORDER ROUTES AND COST OPTIMISATION.

Application closing dates : June 13th

USD 50,000
Apply now


ETHEREUM, SOLANA, FANTOM COMPATIBLE L2 OR A MIDDLEWARE SOLUTION WITH HIGHT
THROUGHPUT EXECUTION ADAPTERS DEVELOPMENT.

Application closing dates : June 13th

USD 50,000
Apply now


ACPRI (AUTOMATED CHART PATTERN RECOGNITION INFRASTRUCTURE) MODULE ENHANCEMENT
USING ML & DRL.

Application closing dates : June 13th

USD 50,000
Apply now



BTC/USD HIGH FREQUENCY TRADING EXECUTION OPTIMISATION AND LOAD BALANCING. DEEPER
LIQUIDITY SMART ORDER ROUTES AND COST OPTIMISATION.

Application closing dates : June 13th

USD 50,000
Apply now


ETHEREUM, SOLANA, FANTOM COMPATIBLE L2 OR A MIDDLEWARE SOLUTION WITH HIGHT
THROUGHPUT EXECUTION ADAPTERS DEVELOPMENT.

Application closing dates : June 13th

USD 50,000
Apply now



WE ARE HIRING.

Master of Information Technology Management
Apply Now
Bachelor of Project Management
Apply Now
Bachelor of Commerce (Honour)
Apply Now
Executive Master of Business Administration
Apply Now
Doctor of Philosophy (Engineering)
Apply Now
Aeronautical Engineering (Honours) - Programming
Apply Now
Junior Software Engineer (Intern)
Apply Now
Junior Software Engineer (BA or MS Honours)
Apply Now
Junior Data Scientist (BA or MS Data Science)
Apply Now
Junior Analyst (Mathematical Sciences BA or MS)
Apply Now

About
AboutDocumentationCommunity & SocialCareerContact
Technology
Crypto L3 AtomOpen Data Streaming Suite (ODSS)Backtesting
EngineACPRISatslinkL2/L3 IndicatorsExecution Connectors (CEX & DEX)

R&D
Insights & ResearchEngineeringR&D TraderHackathon
Developer
DocumentationResearchGithub
Github
LinkedIn
Medium
Discord
Twitter
Youtube
Notion
Facebook
Telegram
G


GDA FUND

Dubai

Unit N305,
Emirates Financial Towers,
Dubai International Financial Centre,
Dubai, 74777.

Australia

Office 4546, Level 45
680 George Street,
Sydney CBD,
NSW 2000

There is no financial product or advice on this website. The data contained on
this website is not designed for the purpose of providing personal financial or
investment advice or a recommendation around investing in any cryptocurrency or
traditional market fund. Blockchain Partners Holdings Pty Ltd and GDA Holdings
Pty Ltd, its directors and employees do not accept any liability for the results
of any actions taken or not taken on the basis of information contained on this
website, or for any negligent misstatements, errors or omissions.

© 2021 GDA Holdings Ltd