Monolith Quant was founded by a mechanical engineering student at ETH Zurich — one of the world's foremost institutions for applied mathematics and engineering science. That formation shapes everything: the standard of proof demanded before deployment, the architecture of systems designed to operate under uncertainty, and the discipline applied to risk.
Engineering education of this kind does not produce market narratives. It produces models — constrained, falsifiable, and grounded in observable data. That distinction is foundational to how we operate.
Our approach draws on three disciplines, applied in combination rather than isolation.
We operate exclusively in listed futures and derivatives — instruments that offer deep liquidity, transparent pricing, and a structural efficiency that rewards systematic approaches. These markets reward discipline and punish noise. That alignment is intentional.
Our strategies are macro-agnostic and driven by defined statistical criteria. Position management is governed by explicit risk parameters; no discretionary override enters the execution chain once a strategy is deployed.