Engineered Immunity to Liquidity Shock.
We are mathematicians and risk experts helping nimble funds navigate the complex maze of risk management.
MinxEnt Surveillance
Minimizing information divergence to detect regime shifts before price impact. We separate signal from noise using Kullback-Leibler divergence metrics.
Theta-Decay Defense
Quantifying the time-cost of counterparty exposure. We treat safety as a decaying asset, forcing automated risk reduction as latency increases.
Zero-Latency Execution
Direct EMS integration for immediate hedging during liquidity vacuums. When the market fractures, our protocols are already executed.
Clients We Work With
Family Offices
For the sovereign entity or single-family office, our mandate is immunity. You hold illiquid assets and multi-generational horizons, making you uniquely vulnerable to liquidity vacuums. We offer a structural risk overlay to ensure solvency remains mathematically decoupled from market fractures.
Algorithmic Quant Funds
Strategies trained on historical distributions fail when market regimes shift. We function as an external "Circuit Breaker," utilizing Minimum Cross-Entropy to detect model drift and prevent execution on phantom signals before P&L impact.
Institutional Inquiries: inquiry@theta.watch
Quantitative Market Veterans.
Theta Watch is a financial engineering consulting firm specialized in advanced risk management.
The Coalition
Our strategies are architected by a coalition of Mathematics Ph.D.s, Certified Financial Risk Managers (FRM), and veteran Fund Managers. We bridge the critical gap between theoretical probability models and the visceral reality of market execution.
The Philosophy of Theta
In options theory, Theta represents the erosion of value over time. In risk management, time is the enemy of solvency. Most firms treat risk as a static variable; we treat it as a decaying function. Our risk management framework ensures that as information ages, exposure is automatically reduced.
How We Work Together
Our mandate is specific: we engineer structural immunity for Single Family Offices requiring generational preservation and Quantitative Funds demanding alpha continuity. We do not function as advisory consultants, but as risk architects, integrating directly with your execution framework to detect regime shifts before price impact. Our protocols provide automated, zero-latency defense, ensuring your solvency remains mathematically decoupled from market liquidity vacuums.