Non-Linear Entropy
Traditional models fail in linearity. We harness Permutation Entropy to mathematically identify states of extreme market compression, predicting super-impulses before structural manifestation.
TAMTECK is an institutional quantitative trading firm. We deploy Chaos Theory, Permutation Entropy, and Orderflow Radar across global liquidity pools.
Active AUM (Tranche 1)
$47.2M
AUM Hard Cap
$50.0M CLOSED
Sharpe Ratio
3.12
Execution Latency
42ms
Read-only institutional view. Direct FIX API stream.
Current Regime
Non-Linear Convergence
Entropy Level (H_PE)
0.824
CVD Imbalance
+14.2M
[14:02:05] [SCAN] Tick footprint initiated.
[14:02:08] [ENTROPY] H_PE = 0.82 (Compression).
[14:02:11] [CHAOS] Non-linear filter: PASS.
[14:02:15] [SIGNAL] Long Bias Generated. EV+ Verified.
[14:02:16] [RISK] Margin locked. Hard SL 1.2%.
[14:02:17] [FIX] EXECUTED | ID: 0x9f4a...2c1b
Traditional models fail in linearity. We harness Permutation Entropy to mathematically identify states of extreme market compression, predicting super-impulses before structural manifestation.
Proprietary tick-by-tick footprint tracking detects institutional capital flow (CVD) and smart money imbalances. Our structural micro-filters shield against false liquidity sweeps.
Risk architecture dictated by physics. Dynamic capital allocation, rapid partial de-risking, and mathematical trailing mechanics maintain a dominant Positive Expected Value (EV > 0).
Retail relies on public scoreboards. Institutional alpha is sealed.
To prevent algorithm reverse-engineering (IP theft), our raw ledger is never broadcasted to retail platforms (e.g., Myfxbook). Live data is verified via Direct Exchange FIX API and audited internally. TAMTECK is currently closed to new capital to preserve strategy capacity.
Henry Bui
Directing the evolution of Chaos-driven algorithms. Merging complex systems physics with high-frequency execution architecture.
Request LP Briefing & Whitepaper* Institutional NDA Required