Proprietary Trading · Singapore · Est. 2017

We computethe edge.

Yao Dong is a Singapore-based proprietary trading firm deploying our own capital across arbitrage opportunities. Every position is a function of precision mathematics, rigorous quantitative research, and systematic execution.

Active Model

Sharpe = (Rₚ − Rƒ) / σₚ

SCROLL
Performance Metrics
Σ
$100M+
Annual Volume
C
$10M+
Capital Deployed
20+
Protocols & Chains
t₀
2017
Trading Since

Fundamental Identity

Returnnet = Σi [Pbid,i − Pask,i] · Vi − Cgas,i − Cslippage,i

Philosophy

Capital grows where precision meets opportunity.

Yao Dong operates on a singular thesis: markets are not perfectly efficient, and the delta between theoretical fair value and observable price is a quantifiable, capturable quantity. Our mandate is to systematically identify and extract this delta — across chains, across venues, across time.

We deploy exclusively our own capital. There are no external mandates, no redemption pressures, no benchmark constraints. Our objective function is singular: maximise risk-adjusted capital growth. Every strategy is a mathematical hypothesis. Every trade is a test.

Pure Prop Trading
We trade only our own capital — no client funds, no external mandates. Full alignment of incentives.
Arbitrage-First
We seek price discrepancies across markets, chains, and protocols. Our edge is structural, not directional.
Continuous Compounding
Capital is reinvested systematically. Growth follows C(t) = C₀ · eʳᵗ, compounded by execution precision.

Objective Function

maxw E[Rp] − λ · Var(Rp)

subject to:

Σ wi = 1, wi ≥ 0

E[Rp] ≥ Rtarget

Strategy Space

StrategyTypeHorizon
Cross-DEX ArbStatistical~ms
Cross-Chain ArbStructural~sec
Funding Rate ArbCarry~hrs
Liquidity ProvisionMarket MakingCont.

"The market is a stochastic process. Our edge is the reduction of entropy through information asymmetry and execution speed."

— Yao Dong Trading Thesis

Core Capabilities

Mathematics & Technology

Our competitive advantage is the intersection of rigorous quantitative research and purpose-built trading technology. Neither alone is sufficient.

Mathematics

Quantitative Modelling

We construct statistical models grounded in probability theory, stochastic calculus, and time-series analysis. Each strategy is derived from a falsifiable mathematical hypothesis.

dSₜ = μSₜdt + σSₜdWₜ
Stochastic CalculusBayesian InferenceMonte Carlo

Derivative Pricing & Greeks

Deep understanding of options theory, delta-hedging, and volatility surface modelling allows us to price and hedge complex positions with mathematical rigour.

∂V/∂t + ½σ²S²∂²V/∂S² + rS∂V/∂S − rV = 0
Black-ScholesDelta HedgingVol Surface

Optimisation & Portfolio Theory

Portfolio construction follows Markowitz mean-variance optimisation, extended with CVaR constraints and Kelly Criterion position sizing for capital efficiency.

w* = argmax [μᵀw − λwᵀΣw]
Mean-VarianceCVaRKelly Criterion

Statistical Arbitrage

We exploit cointegration relationships and mean-reversion dynamics across correlated instruments. Entry and exit signals are derived from z-score thresholds on spread distributions.

z = (Sₜ − μ) / σ; enter if |z| > 2
CointegrationMean ReversionZ-Score

Technology

Low-Latency Execution Engine

Custom-built execution infrastructure minimises slippage and maximises fill rates across 20+ protocols. Latency is treated as a first-order variable in our P&L function.

Sub-second executionSmart order routingMEV protection

Cross-Chain Infrastructure

Native integrations across EVM and non-EVM chains enable simultaneous monitoring and execution across the full DeFi liquidity landscape.

EVM chainsNon-EVMBridge routing

On-Chain Data Analytics

Real-time mempool monitoring, liquidity depth analysis, and on-chain flow data feed directly into our signal generation pipeline.

Mempool analysisLiquidity depthFlow signals

Protocol Engineering

Our engineers have contributed to open-source DeFi infrastructure including Uniswap and Gemini's Python API libraries, giving us deep protocol-level insight.

Uniswap SDKGemini APISmart contracts

Execution Model

P&L = Σi αi · Vi − TCi − Slippagei

< 100ms
Latency Target
99.9%
Uptime
20+
Protocols
Backed By

Institutional conviction.

Yao Dong is backed by GB Capital (GBCI Ventures), a venture capital firm with a track record of identifying and scaling high-conviction opportunities in fintech and digital assets.

This institutional backing validates our quantitative approach and provides the capital foundation to scale our arbitrage strategies across an expanding universe of protocols and chains. The relationship is one of aligned incentives: our investors grow only when our capital grows.

GB
GB CAPITAL
GBCI Ventures

GB Capital · GBCI Ventures

gbci.ventures ↗

A venture capital firm focused on fintech, digital assets, and emerging market opportunities. GB Capital brings not only capital but strategic network and operational expertise to portfolio companies.

Investment Alignment

Proprietary capital model — no client risk
Quantitative, systematic approach
Proven team with multi-exit track record
Scalable across protocols and chains

Vportfolio(t) = C0 · ∏i (1 + ri) → max

Contact

Initiate a connection.

We are not a fund and do not accept external capital. However, we welcome conversations with protocol teams, infrastructure providers, and strategic partners whose work intersects with our trading operations.

Jurisdiction

Singapore · Yao Dong Pte Ltd

Response Function

P(reply | message) → 1 as relevance(message) → max