About 🍊

Pocket Size Fund is an open source quantitative hedge fund.

Open source makes our software resilient and flexible.

As primary users we practice selfish open source and dogfood our own software.

Finance and non-finance industries capture value from what we build.

Our parts are more valuable than their sum.

A public codebase makes us transparent and auditable.

Performance and research are published publicly for accountability.

Alpha is temporary and we adapt to capture it.

Operating a multi-strategy fund on a single portfolio encourages innovation.

Non-deterministic models and unique configurations prevent alpha leakage.

We rapidly test hypotheses in production.

A self-managing platform and fast deployments allow for immediate alpha capture.

Reducing cycle time between launching and learning is our focus.

Returns are our only measure.

The company is the product.

Make money and learn things.