Sharpetto Capital develops and operates systematic trading strategies in futures markets, combining advanced machine learning with disciplined data practices. We apply state-of-the-art infrastructure — from GPU-driven research to direct market access — to design strategies that scale across markets and regimes.
About
Sharpetto Capital, LLC is a research-driven trading firm focused on mid-frequency futures strategies. Our work emphasizes rigorous data hygiene, reproducible research, and careful model lifecycle management (feature engineering, fine-tuning, LoRA/adapter techniques, and thoughtful validation).
Focus
- Mid-frequency futures strategies (starting with GC).
- Sharpe-maximizing system design and risk controls.
- Model interpretability and robust evaluation.
Discipline
- Strict data hygiene and versioning.
- Reproducible pipelines from research to live.
- Continuous monitoring and post-trade review.
Edge
- Machine learning with on-prem GPU training.
- Latency-conscious execution without HFT fragility.
- Infrastructure designed for stability and scale.
Approach
Systematic Research
We develop strategies through careful hypothesis formation, feature discovery, and cross-validated testing to avoid overfit.
AI-Driven, Market-Tested
We leverage modern ML, including fine-tuning and adapters, while favoring robustness and live reliability over flashy complexity.
Safety First
Portfolio construction and execution are built around drawdown awareness, liquidity constraints, and graceful degradation under stress.
Infrastructure
- Dedicated GPU research/training server hosted in Aurora DC3.
- Direct CME access via iLink 3 and market data via MDP 3.0.
- Deterministic pipelines: data versioning, model registry, continuous validation.
- Latency-conscious execution, mid-frequency focus (non-HFT).