As we enter 2026, xLydian continues advancing transparent, high-performance quantitative trading systems. This month brought important progress in both live strategy deployments and technical infrastructure development.
2026 Plans
Our roadmap this year focuses on a strategy-first approach with all infrastructure developments supporting active trading operations. Key priorities include:
- Expanding our strategy portfolio with advanced reversal strategies leveraging market microstructure and our first options-based strategies
- Implementing microstructure data support for both simulation and live trading environments
- Optimizing infrastructure and cost-efficiency for current strategy types
AIX - Open Source Tools for Quant Research
On the development front, we released AIX (AI eXtensions) – our open-source MCP server for quantitative research. AIX provides Claude Code with 32 tools spanning Jupyter notebook operations, semantic knowledge search with RAG, and project management capabilities. The main purpose is to accelerate research workflows by automating repetitive tasks, allowing researchers to focus on analysis and strategy development rather than manual operations. While it fits nicely with Qubx, it can be used as a standalone tool for any quantitative research workflow. The package is available on PyPI as xlmcp and represents our first step in sharing the tools we’ve built for quantitative development with the broader community.
Reversal Strategy
We successfully launched our Reversal strategy live this month. This marks an important milestone as we begin iterating on the model, with plans to incorporate microstructure features throughout the year to enhance its performance. Here is the latest simulation result of the latest version (including 0.4*Binance VIP0 fees):
Statistical Arbitrage Improvements
Our market-neutral statistical arbitrage strategy received important execution improvements this month. We’ve implemented optimizations to mitigate maker-taker execution issues, improving fill quality and reducing transaction costs. These refinements continue to enhance the reliability.
Funding Rate Arbitrage Enhancements
The funding arbitrage strategy saw significant improvements with the addition of ADL (Auto-Deleveraging) discovery scanner. This new infrastructure allows us to identify potential ADL risks early and proactively roll over positions to lower the risk of deleveraging on specific holdings. This enhancement meaningfully improves the strategy’s risk management capabilities.
Website & Product Updates
We’ve updated our products page at https://xlydian.com/products to provide clearer differentiation between our offerings. In September 2025, we transitioned our portfolio from Product 1 to Product 2, introducing a more sophisticated approach that combines momentum, reversals and a new market-neutral cross-sectional portfolio component with daily rebalancing. This has delivered meaningful improvements in performance.