Est. 2019 — New York

Quantitative research for decentralized markets.

We develop systematic trading strategies, execution infrastructure, and risk analytics across 18 on-chain networks. Our team combines institutional quantitative methods with deep protocol expertise.

Learn more ↓

Overview

Building infrastructure at the intersection of quantitative finance and DeFi.

Founded in 2019, AlphaPrimer Research operates at the convergence of traditional quantitative methods and decentralized protocol design. We are a small, focused team based in New York.

$2.4B+

Cumulative Volume

Networks

240ms

Median Latency

Researchers

Approach

Three disciplines, one framework.

Microstructure

Price formation, liquidity dynamics, and information flow across AMMs and on-chain order books. Concentrated liquidity modeling, cross-venue topology, MEV analysis.

Execution

Purpose-built systems for on-chain execution. Smart order routing, gas optimization, cross-chain settlement, private mempool integration for latency-sensitive operations.

Risk

Continuous monitoring of oracle dependencies, governance exposure, contract risk, and systemic liquidity. Real-time portfolio-level DeFi risk decomposition.

Research

Selected work.

Internal notes on market structure, strategy, and protocol risk. Available to partners on request.

Concentrated Liquidity Under Mean-Reverting Dynamics

Optimal range selection in Uniswap V3. Closed-form LP return expressions under OU price processes, validated against 14 months of mainnet data.

2026

Cross-Chain MEV: Topology and Extraction Bounds

L1/L2 arbitrage flow mapping. Sequencer advantages, bridge finality, and cross-domain MEV under rollup architectures.

2025

Oracle Stress Testing in Thin Markets

Adversarial TWAP/Chainlink analysis. Liquidation cascade modeling and risk scoring for lending protocol oracle exposure.

2025

EIP-1559 as Continuous Double Auction

Gas pricing regime identification, priority fee elasticity, optimal bidding for time-sensitive on-chain operations.

2025

Team

People.

James Sterling

Founder

Two Sigma, DRW. PhD Applied Mathematics, Columbia. 12 years systematic trading.

Elena Vasquez

Strategy

Citadel Securities. MS Financial Engineering, Princeton.

Daniel Kimura

Engineering

Flashbots, Paradigm. BS/MS CS, MIT.

Anya Petrov

Research

Trail of Bits. MS Cryptography, ETH Zurich.

Marcus Chen

Development

Jump Crypto. ICPC World Finals.

Sarah Lindqvist

Risk

AQR Capital. CFA, MS Statistics, Stanford.

Technology

Stack.

Execution

Sub-block latency. Direct sequencer integration, Flashbots Protect, 40+ DEX venues.

RustGoWebSocket

Data

2M+ events/sec ingestion. On-chain events, mempool, oracle feeds.

KafkaClickHousegRPC

Research

Tick-level backtesting. Fork simulation against live state.

PythonFoundryDuckDB

Infra

Bare-metal Equinix NY5/TY3. Archive nodes, 6 networks, 99.99% uptime.

K8sTerraformGrafana

Careers

Open positions.

Senior Quantitative Researcher

DeFi microstructure, strategy — Remote / New York

Apply →

Protocol Engineer

Solidity, Rust, MEV — Remote

Apply →

Infrastructure Engineer

Low-latency systems, K8s — New York

Apply →

Research Intern, Summer 2027

PhD math / CS / quant finance — New York

Apply →