Echelon Alternatives is a private alternative investment company applying quantitative strategies to liquid derivative securities — finding opportunity at the intersection of directional forecasting and option valuation.
We pair rigorous mathematical research with production-grade software engineering to build trading systems that are fast, disciplined, and adaptive.
Statistical and stochastic models of price dynamics, built on decades of academic research in applied mathematics.
Low-latency infrastructure that translates signals into orders in microseconds, with no hesitation and no emotion.
Algorithms designed to thrive when markets move, capturing dislocations that arise from rapid price swings.
Founded in 2013 by M. Blair Wellensiek and Karl M. Peters — former leaders of the Research Group at TradeLink, LLC — Echelon unites decades of experience in options market-making and managed futures with the engineering discipline required to run strategies live, around the clock. We don't chase the market — we model it.