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Who We Are

The Origins of StarMatrix Quant

In the past two decades, the global capital market has undergone three major changes: the mainstream of quantitative and algorithmic trading
In developed markets, a large number of transactions have been driven by algorithms, and the global algorithmic trading market is still rapidly expanding. It is expected that the scale will more than double by 2030, with AI and machine learning becoming the core drivers of growth.
Top quantitative funds reshape benchmark for returns and efficiency
Quantitative institutions represented by Renaissance Technologies’ Medallion Fund have achieved long-term returns far exceeding traditional asset management, proving the enormous power of “pure systematization and data-driven”.
AI is changing the way financial talent and strategy are produced
The number of participants in world-class quantitative competitions has exploded due to AI tools, and students and small teams can use AI to build complex models, indicating that “quantitative capabilities are sinking” and no longer only belong to a few super institutions.
At the threshold of such an era, Newstar Asset Capital chooses to stand at a higher starting point——
Not to create another ‘mysterious black box fund’, but to build a globally systematic investment infrastructure that is interpretable, scalable, and inclusive: StarMatrix Quant.

What We Do

The positioning of StarMatrix Quant:

From 'Strategy Black Box' to 'Global Systematic Investment Operating System' In the internal design of Newstar, StarMatrix Quant ™ Defined as the company's "global quantitative investment engine+asset allocation operating system": Inherited Michael Anderson's MSC Multi State Cycle model Integrated Jason Miller's JSS Jump State Spectrum model It has absorbed the ideas of the new generation of systems in the industry in terms of global asset coverage, machine learning, execution engines, etc., but has abandoned the traditional "black box unexplained" design. Simply put: In the past, it was' funds+a bunch of invisible models', Newstar aims to create a StarMatrix Quant system that is open, interpretable, and scalable globally, Enable global investors to make decisions based on systematic capabilities.
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System architecture of StarMatrix Quant

Building a “full-state, multi-dimensional” market operating framework using MSC, JSS, and AI

The core of StarMatrix Quant is to view the market as a complex system with multiple states that evolve and experience jumps, rather than simply choosing between bull and bear markets. multiple states that evolve and experience jumps：

StarState Engine - Market State Recognition Engine

Based on MSC + JSS, it identifies dozens of market “micro-states” (steady, transition, surge, liquidity-dislocation, etc.) It distinguishes between genuine regime shifts and noise-driven false jumps-addressing a key pain point of traditional regime-switching models

StarCycle - Cross cycle structural module

Describe the long-term movement trajectory from three levels: macro cycle (interest rates, inflation), industry cycle (energy, technology, consumption), and structural factors (policies, geopolitics)

StarRiskField - Risk Field Engine

Viewing risk as a 'field': Analyzing how stress spreads between assets Visualize the chain reaction under extreme events, used for early reduction or hedging

StarFlow - Behavior Flow and Microstructure Module

Identify the behavioral patterns of trend funds, arbitrage funds, and emotional funds in different states Distinguish between "noise" and "information" in high-frequency data to reduce the probability of misjudgment

StarGrid - Global Asset Matrix

Covering equity, bonds, futures, foreign exchange, commodities, and some substitute assets Build a three-dimensional matrix by region (Europe, America, Asia, emerging markets), currency, and industry In terms of technology roadmap, StarMatrix Quant refers to the current paradigm of "Quant 4.0": AI+automation+interpretability+knowledge driven networks, rather than simply stacking black box deep learning.

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Landscape

Four Paths

StarMatrix Quant "rewrites" the global investment landscape, not through exaggerated promotion, but by approaching from four very specific dimensions:
  • 1. From "single market returns" to "global state synergy"
    StarMatrix Quant was designed with "multi market state coupling" as its starting point Drawing on the idea of top global quantitative institutions obtaining long-term excess returns through "multi market data fusion", Newstar has made it an open and systematic framework, rather than just serving closed internal funds.
  • 2. From "exclusive to a few institutions" to "capacity sinking and inclusiveness"
    The industry trend is already very clear: AI tools enable college students to build quantitative models The number of participants in world-class quantitative competitions has doubled under the promotion of AI Newstar's choice is: Not a closed system that only serves a very small number of super institutions, Instead, StarMatrix Quant will be developed into an interface capable and modular output platform. The specific methods include: Provide comprehensive strategies and risk control solutions for institutions Open some modules to family offices and professional investors, such as risk management and status recognition Collaborate with universities and research institutions to make the simplified version of StarMatrix teaching tool available for free to students and the community through the Newstar Impact platform This will have two effects globally: Enhance the overall market's understanding of 'systematic investment' Enable investors in more regions to have structured tools that are closer to first tier institutions
  • 3. From "pure profit competition" to "system resilience competition"
    Extreme market conditions have repeatedly proven: No strategy can always be correct, what truly survives is the system itself. During the sharp decline of the COVID-19 pandemic in 2020 and the subsequent cycles of inflation and interest rate hikes, StarMatrix demonstrated strong pullback control capabilities in multiple extreme fluctuations, gradually establishing a reputation for "structural stability". This is in contrast to the differentiation phenomenon of traditional quantitative institutions in extreme environments, where some funds experience a sharp decline while others make big profits against the trend On the one hand, it indicates that there are significant differences in the adaptability of models to market structures; On the other hand, it also proves that systematic risk management is a new competitive focus, not just annualized profit figures. The core pursuit of StarMatrix Quant is: The maximum drawdown can be explained, risk exposure can be visualized, and cross cycle performance can be predicted (in terms of distribution)
  • 4. From "maximizing profits" to "symbiotic relationship between financial ecology and education"
    Newstar does not view technology as a single tool for profit, but rather as an accelerator for financial education and social structure Drawing on the large-scale donation practices of leading global quantitative institutions in mathematics education, AI research funding, and talent cultivation Through the Newstar Impact Initiative, lock in a portion of performance and management benefits for: Quantitative/Data Science Scholarship Emerging Market Financial Education Program Online structured finance course platform This positions StarMatrix Quant in the global investment landscape, Not just a tool for making money, but a distributor of abilities and opportunities.
What We Do

StarMatrix Quant's' Three Stage Globalization Strategy '

Based on your current development history, we can categorize StarMatrix Quant's global expansion into three stages:

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Stage I: Continental Steady State System Polishing (Completed)

Based in London as the research headquarters, complete system validation in the European and UK markets first Comprehensively covering multiple asset and market data pipelines, verifying the robustness of the MSC × JSS model

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Phase II: Dual Ring Expansion · Americas+Asia Pacific

Establish a quantitative laboratory in New York to enhance high-frequency and behavioral flow modeling using mature microstructure data from the United States Establishing a structural research team in Singapore/Sydney, focusing on the structural characteristics of the Asia Pacific and commodity markets

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Stage III: Platformization - From Asset Managers to Infrastructure

Upgrade StarMatrix Quant to the "Quant-as-a-Service (QaaS)" platform Provide interface level support to global small and medium-sized institutions, family offices, and fintech companies Integrate charity and education projects with platforms

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Risk and Governance

While Rewriting the Map, First Write the 'Security Terms'

While promoting StarMatrix Quant, it must also have a rigorous risk and governance framework built in, drawing on the latest requirements of the industry and regulatory agencies for AI and algorithmic trading:

Model and Algorithm Risks

Establish an independent model supervision committee Using the 'Champion Challenger' mechanism to continuously compare and evaluate the main strategy Set an "explanatory threshold" for each important strategy, and do not enter the actual market if the explanatory requirements are not met

Market and liquidity risk

Integrate extreme scenarios (circuit breakers, sudden tax increases, geopolitical shocks) into the risk field simulator Set automatic deleveraging and risk control triggers for systemic risk events

Compliance and Transparency

Strictly implement compliance requirements for algorithmic trading in various jurisdictions Annual release of StarMatrix System and Risk Transparency Report

Social responsibility constraints

Clear commitment: will not use the system for high-frequency manipulation that violates regulatory spirit or disrupts market stability Return some profits and technological achievements to education and public welfare, ensuring that the "technological dividend" is not monopolized by a few people