HADRONCAPITAL
Quantitative equity research & portfolio management

Built on signal.
Driven by conviction.

Hadron Capital is an end-to-end systematic portfolio management platform that fuses 18+ quantitative signals, a gradient-boosted machine learning (ML) alpha model, and institutional-grade multi-constraint optimisation — delivering reproducible, out-of-sample-validated strategies from signal to executable trade list.

See How It Works
6
Factor groups
18+
Alpha signals
7
Optimization methods
5
ML model ensemble
3
Constraint tiers

The Platform

Every layer of the pipeline, production-ready.

From raw price data to executable trade orders — the full systematic investment process in one platform, built to institutional standard without institutional overhead.

18+ Signal Engine

Momentum, value, quality, sentiment, technical, and macro signals computed with vectorised, look-ahead-bias-free pipelines. IC attribution weights every signal by realised predictive power at each rebalance.

ML Alpha Model (Hadron)

Gradient boosting model with hyperparameter tuning trained on 60+ cross-sectional features with purged walk-forward CV. Scores integrate into the composite via dynamic IR weighting.

7 Portfolio Optimisers

Min variance, Max Sharpe, Risk Parity, Black-Litterman, Mean-CVaR, Max Return, and Transaction-Cost-Aware optimisation — all under tri-dimensional constraints (sector, region, asset class).

Institutional Risk Analytics

VaR / CVaR, Kelly criterion, regime-conditional Sharpe, stress testing, factor risk decomposition, liquidity scoring, and TC sensitivity — six analytics tabs on every backtest.

Brinson Attribution

Full Brinson–Hood–Beebower sector attribution with selection, allocation, and interaction effects at every rebalance. Audit trail logs every pre- and post-trade snapshot.

Trade Generation

From final portfolio weights to share-level executable orders in one step. Handles new portfolios and rebalances, incorporates live prices, commissions, and slippage.

The Hadron Principle

"In physics, we look for the fundamental particles of the universe. In finance, we look for the fundamental factors of wealth."

Every decision is traceable. Every result is reproducible. Every strategy is stress-tested before it touches a portfolio.

The Founder

Kingsley Emelideme

Quantitative Equity Researcher  ·  Quantitative Risk Analytics Professional  ·  Physicist

Professional Profile

Kingsley Emelideme is a quantitative finance professional with a rare dual foundation in experimental particle physics and systematic asset management. Trained as a physicist at the University of Alberta, he contributed to the ATLAS experiment at CERN's Large Hadron Collider before pivoting to quantitative equity research — bringing the rigour, precision, and statistical toolkit of high-energy physics directly to portfolio construction.

His work sits at the intersection of factor-based investing and institutional-grade risk analytics. He designs and back-tests multi-signal systematic strategies, builds constrained optimisation frameworks, and develops production-ready tooling that bridges the gap between academic factor research and executable trade instructions.

Large Hadron Collider Research

Embedded in the ATLAS collaboration at CERN's Large Hadron Collider — the instrument that discovered the Higgs boson. Dissertation focused on trigger efficiency studies for missing transverse energy (MET), a critical observable for detecting new physics beyond the Standard Model.

The analysis required modelling Standard Model backgrounds — QCD, tt̄, and W/Z+jets — to isolate genuine invisible-momentum signatures. The same discipline of separating signal from noise maps directly onto extracting persistent alpha from financial time series.

ATLAS / CERNC++Monte Carlo

Hadron Capital — The Vision

Hadron Capital is named after the composite particles studied at the LHC — a deliberate nod to the idea that the most interesting phenomena emerge from collision: the intersection of data, models, and disciplined execution.

The platform is built around a single principle: trust nothing you cannot verify. Data is cross-checked across multiple sources before a single position is sized. Signals earn their weight through demonstrated predictive power, not assumption. Every portfolio decision is traceable back to a quantifiable reason — because in physics, as in finance, an untested assumption is not a model; it is a liability.

Core Competencies

Languages

PythonJavaScriptC++JavaC#RMATLAB

Quant Finance

Factor ModelsPortfolio OptimisationRisk AnalyticsBacktestingDerivativesStochastic Calculus

Data & ML

TensorFlowDeep Neural NetworksMLflowXGBoostSQLData Structures & Algorithms

Physics

ATLAS ExperimentCERN LHCMonte Carlo SimulationStatistical InferenceQuantum PhysicsStatistical MechanicsRelativistic Quantum Mechanics

Featured Projects

Mortgage ALM & Strategy Framework

Asset-Liability Management · Stochastic Simulation · Hedging Optimization

Live Demo →
  • Comprehensive ALM engine modelling mortgage liabilities against varying interest rate regimes and prepayment risks.
  • Stochastic Economic Scenario Generation (ESG) framework for sensitivity analysis of net worth under diverse market shocks.
  • Optimization module evaluating deleveraging and hedging strategies for long-term capital stability.

Beyond the Terminal

When the terminal closes, a different kind of exploration begins. Kingsley is drawn to the complexity of the natural world — navigating mountain trails, covering long distances by bike, and chasing the kind of stillness only the outdoors can offer. He is equally fascinated by robotics and autonomous systems, finding the same elegance in a precisely programmed machine as in a well-optimised portfolio. Throw in a chess board and a passport, and you have a man who believes that the best thinking happens far from a desk. For him, curiosity is not a hobby — it is an operating system.

ChessHikingCyclingNature AdventuresRoboticsTravelContinuous Learning

Get in Touch

Request a Demo or Get Support

Whether you want a walkthrough of the platform, need help with your strategy, or have questions about institutional access — we're happy to help.

Send us a message at

support@hadroncapital.ca

We typically respond within one business day.

Ready to explore?

Built with the precision of a physics experiment.

Hadron Capital IPMS — systematic equities, institutional quality, fully transparent methodology.

Hadron Capital © 2026  ·  Created & designed by Kingsley Emelideme