BlackCrest Global headquarters

London · Est. Quantitative

Precision. Discipline.
Innovation.

BlackCrest Global is a London-based quantitative investment firm focused on systematic trading, advanced risk management, and institutional-grade execution.

51.5074° N / 0.1278° W
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The Firm

A quantitative firm built for disciplined capital.

BlackCrest Global develops systematic strategies across global futures and equity markets. Our process is rooted in quantitative research, data-driven decision-making, and institutional discipline — engineered to deliver consistent, risk-adjusted outcomes through the full market cycle.

01
Quantitative
Models built on rigorous research and empirical evidence.
02
Data-driven
Every decision anchored in statistical discipline.
03
Institutional
Governance, risk, and execution at institutional standard.

Approach

Three pillars of systematic capital.

Our strategies are engineered from first principles — research-led, rigorously tested, and deployed with institutional discipline.

01
Quantitative

Systematic Trading

Rules-based strategies executed without discretion, driven by quantitative signals across liquid global markets.

02
Hedged

Market Neutral

Hedged exposures designed to isolate alpha while minimising sensitivity to broad market direction.

03
Liquid

Futures & Derivatives

Focused activity in index futures and derivatives with deep liquidity and transparent pricing.

Explore all strategies
Algorithmic execution
Signal · Model · Order
Algorithmic execution
01
Quantitative research
Model · Signal · Alpha
Quantitative research
02
Global financial hubs
Multi-venue coverage
Global financial hubs
03

Principle · 04

Risk is engineered,
not managed.

Every position is sized, hedged, and monitored within a quantitative framework designed to protect capital at every stage of the cycle.

BlackCrest Global office

About

A quiet firm in a loud industry.

BlackCrest Global is a London-based quantitative investment firm. We build systematic strategies for disciplined capital, guided by research, engineered by process.

Introduction

Built around research. Defined by restraint.

BlackCrest Global operates at the intersection of quantitative research, systematic execution, and risk engineering. Our work is shaped by a simple conviction: durable outcomes emerge from disciplined process, not from prediction.

From our office in Canary Wharf, the firm researches, develops, and deploys systematic strategies across liquid global markets — with an emphasis on futures, derivatives, and market-neutral structures.

01
Mission

Deliver consistent, risk-adjusted returns through systematic investment programs grounded in quantitative research and institutional discipline.

02
Vision

Build a leading global systematic investment firm defined by intellectual rigour, transparent governance, and enduring client partnerships.

03
Values

Discipline over opinion. Evidence over intuition. Process over performance. Capital preservation over convenience.

Founder & CEO

Tannay Paresh Gondkar

BlackCrest Global was founded by Tannay Paresh Gondkar, a quantitative practitioner focused on the intersection of systematic research, derivatives markets, and institutional-grade risk management. His work is centered on building robust, data-driven trading frameworks designed to perform across varying market regimes.

The firm's philosophy reflects a commitment to empirical rigor, disciplined execution, and continuous iteration. It is grounded in the belief that sustainable performance in financial markets is achieved through intellectual humility, statistical validation, and uncompromising risk control.

Focus

Systematic · Futures · Risk

Based

London, United Kingdom

Address

128 City Road, London EC1V 2NX

BlackCrest Global office, Canary Wharf
BlackCrest quantitative trading floor

Strategies

Systematic programs across liquid global markets.

Our investment programs are built in-house. Each originates from quantitative research, is validated through rigorous testing, and is deployed within a disciplined risk framework.

Strategy View

Filter by approach or asset class

Rules-based01

Systematic Trading

Strategies are codified in advance and executed without discretion. Signals are derived from rigorous statistical work and implemented with strict adherence to the model.

  • Fully systematic execution
  • Quantitative signal generation
  • Discretion-free implementation
Index & rates02

Futures Focus

A concentration on deep, liquid futures markets — including Nasdaq, S&P 500, and global rate complexes — where transparent pricing and capacity support scalable execution.

  • Nasdaq and S&P index futures
  • Global rate and volatility complex
  • Capacity-aware sizing
Hedged exposure03

Market Neutral

Constructed to isolate idiosyncratic return while neutralising broad market, sector, and factor exposures. Hedging is engineered into the strategy, not appended to it.

  • Directional exposure minimised
  • Factor-aware hedging
  • Designed for cycle independence
Evidence-based04

Research Driven

Every strategy originates in hypothesis, survives extensive out-of-sample testing, and is deployed only when the evidence is robust across regimes and cost structures.

  • Hypothesis-led research
  • Cross-regime backtesting
  • Model validation & governance

Discipline

No discretion.
No narratives.

Every trade at BlackCrest Global is the output of a defined process. Models are documented, versioned, and subject to rigorous governance. There is no override, no intuition trade, no narrative position. Consistency of process is the source of repeatability.

BlackCrest risk management dashboard

Risk Management

Precision in risk. Excellence in execution.

Our risk framework is the foundation of every investment program — a disciplined architecture for preserving capital and enforcing consistency across all market conditions.

Framework

01

Risk-Adjusted Return Targets

Performance is defined relative to risk, not in isolation. Targets are set on volatility-adjusted and drawdown-adjusted bases.

02

Maximum Drawdown Limits

Pre-defined drawdown thresholds are embedded into every strategy. Breaches trigger systematic de-risking, not discretion.

03

Volatility Targeting

Portfolio-level volatility is held within an engineered band, adjusting exposures as realised volatility evolves.

04

Dynamic Position Sizing

Each position is sized to its contribution to total portfolio risk — not notional value — ensuring balanced capital at work.

05

Systematic Hedging

Hedges are structural, not reactive. Exposure offsets are designed into the strategy and continuously rebalanced.

06

Real-Time Monitoring

Positions, factor exposures, and risk metrics are monitored continuously across sessions and venues.

Philosophy

Capital preservation is the first mandate.

Returns are a consequence of process. Risk is the process. At BlackCrest Global, risk is not a department or a post-hoc review — it is built into the architecture of every strategy from inception.

This discipline is what allows us to compound capital through market cycles without relying on prediction. Drawdowns are bounded, exposures are measured, and every unit of risk is deliberate.

BlackCrest quantitative research lab

Research

Research & Insights.

Research is the core function of the firm. Our process pairs rigorous empirical work with disciplined model governance — because conviction must be earned.

Process

Quantitative research is a discipline, not a search.

We approach research as a structured scientific process. Hypotheses are stated, tested against out-of-sample data across multiple regimes, and evaluated with honest attention to transaction costs and capacity.

01
Hypothesis

Every model begins with a clearly articulated economic or statistical hypothesis, grounded in market structure.

02
Construction

Signals are engineered with attention to stationarity, robustness, and interpretability.

03
Backtesting

Out-of-sample, regime-aware, cost-inclusive. Only evidence that survives scrutiny advances.

04
Validation

Models face independent review, sensitivity analysis, and stress testing before capital is allocated.

Insights

Perspectives from the research desk.

Capability Depth

Signal Research 94%
Portfolio Construction 88%
Execution & Slippage Analysis 91%
Risk Modelling 96%
Alternative Data Integration 72%

Forthcoming

Insights coming soon.

The firm will publish selected research notes and commentary on market structure, systematic investing, and risk engineering.

Contact

Speak with the firm.

BlackCrest Global engages with qualified institutional counterparties. Please use the form below for considered enquiries.

Office

BlackCrest Global
128 City Road
London EC1V 2NX
United Kingdom

Enquiries

blackcrestglobal@gmail.com

Investor Relations

blackcrestglobal@gmail.com

51.5054° N / 0.0235° W
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Client Portal

Client portal coming soon.

Secure access for BlackCrest Global clients is currently in development. For existing enquiries, please contact the firm directly.

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