JUSTMAE is built around statistical and cross-market arbitrage. We combine data science, systems engineering and cross-border trade resources to deliver quantitative research, business advisory and supply-chain solutions to institutional partners.
Six strategy families follow one principle: identify an explainable pricing dislocation, then capture its convergence within a strict risk budget.
Cointegration · mean reversion
Pair and basket portfolios built on cointegration and mean-reversion properties, capturing short-horizon dislocations at medium to high frequency.
Venues · linked products
Monitoring spread structures across venues, contracts and closely related products to capture the reversion of structural dislocations.
Physical · carry · delivery
Physical trade resources combined with derivative positions to build low directional exposure around basis, carry and delivery logic.
Research, execution and risk live in one system. Correlation between strategies, the allocation of risk budget and our coverage of global markets are all variables we observe and adjust.
| StatArb | Cross-market | Basis | Volatility | Calendar | FX & Rates | |
|---|---|---|---|---|---|---|
| StatArb | 1.0 | .22 | .18 | .11 | .16 | .07 |
| Cross-market | .22 | 1.0 | .27 | .14 | .21 | .12 |
| Basis | .18 | .27 | 1.0 | .09 | .24 | .19 |
| Volatility | .11 | .14 | .09 | 1.0 | .17 | .08 |
| Calendar | .16 | .21 | .24 | .17 | 1.0 | .10 |
| FX & Rates | .07 | .12 | .19 | .08 | .10 | 1.0 |
Quantitative research, business advisory and international trade operate on one platform, so intellect, capital and resources reinforce each other.
Founded in 2020, JUSTMAE International Trading Co., Ltd connects the Chinese market with global resources through data and technology.
JUSTMAE International Trading Co., Ltd (上海桦仰国际贸易有限公司) was founded in 2020 and is located in the China (Shanghai) Pilot Free Trade Zone, operating as a technology-driven modern services company.
Building on the policy and location advantages of the Free Trade Zone, and on our core team's experience in derivatives modelling, large-scale data analysis and cross-border trade, we deliver specialised and tailored solutions to partners worldwide.
It begins with a diagnosis of your requirements; we respond with an executable plan grounded in data and experience.