Roadmap
Phase 0 — Funding & Team Assembly (Month 0–1)
Goal: Secure the initial €350k and finalize the core team needed to build the infrastructure.
Finalize the hiring of a Quant Developer dedicated to node monitoring, decoding libraries, and custom on-chain interaction tooling.
Allocate budget across: infrastructure setup, research pipelines, execution systems, and security.
Establish internal standards for development, testing, and latency benchmarking.
Phase 1 — Core Infrastructure on Arbitrum (Month 1–4)
Goal: Deploy the first production-grade, low-latency infrastructure on Arbitrum.
Arbitrum is chosen as the starting point because mastering its sequencer logic, MEV environment, compression standards, and execution pathways provides a natural entry point to the broader L2 ecosystem.
Deliverables:
Global network of Arbitrum full nodes and mempool listeners.
Latency bench system to dynamically select best routing paths.
Internal decoding libraries (custom ABIs, calldata interpreters, event parsers).
First version of the LiveFeed for real-time transaction ingestion.
Execution engine aligned with Arbitrum’s Timeboost and MEV dynamics.
Why this matters:
A mature setup on Arbitrum becomes a template for rapid expansion to other EVM-compatible rollups.
Phase 2 — Extension to Other L2s (Month 4–7)
Goal: Replicate our Arbitrum framework to additional high-value ecosystems.
Polygon (focus: Polymarket)
Dedicated indexing of prediction market mechanics.
Integration of Polymarket order flow and event resolution logic.
Mempool access and low-latency execution around high-volume events.
Hyperliquid
High-throughput indexers adapted to Hyperliquid’s event structure.
Unified execution and monitoring stack across multiple markets.
Risk engine aligned with their perpetual markets.
Deliverables:
Multi-chain LiveFeed.
Standardized node monitoring suite.
Cross-chain execution framework.
Dataset foundations for all chains (cleaned, normalized, versioned).
Phase 3 — Research Pipeline (Runs in Parallel from Month 2–8)
While the infra is being built, research progresses continuously so that the moment the infrastructure is operational, strategies can be deployed immediately.
Workstreams:
Historical dataset construction across Arbitrum, Polygon, Hyperliquid.
Microstructure analysis of each environment (latency, slippage, queue positioning).
Model prototyping: market-making, liquidity taking, statistical patterns.
Backtest engines aligned with real on-chain constraints (gas, congestion, MEV).
Deliverables:
Strategy library (alpha signals, risk parameters, execution templates).
Simulation environment mimicking real mempool behavior.
First version of risk monitoring dashboards.
Phase 4 — Pre-Production Infrastructure & Dry-Runs (Month 7–9)
Goal: Validate the entire stack before deploying real capital.
Deliverables:
Shadow-mode strategy execution (signals generated, no capital deployed).
End-to-end monitoring of latency, stability, and MEV hit-rates.
Internal tools for debugging node behavior and transaction lifecycle.
Validation of routing heuristics and inclusion probabilities.
Phase 5 — Deployment of First Strategies (Month 9–12)
Goal: Launch the first systematic strategies powered by our infrastructure.
Focus Strategies:
Liquidity providing strategies on Arbitrum.
Event-driven arbitrage on Polymarket.
Deliverables:
Production execution engine.
Autonomous strategy lifecycle management (deploy, pause, update).
Capital allocation and live reporting dashboards.
Transparent on-chain accounting and monitoring.
Final Objective (12 months)
Build a fully operational on-chain quantitative infrastructure capable of:
running low-latency, systematic strategies across multiple L2s,
producing measurable high-Sharpe returns,
scaling to new blockchains with minimal friction,
operating with institutional reliability, but fully aligned with the logic of decentralized markets.
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