A quantitative global macro fund deploying systematic strategies across foreign exchange, rates, equity indices, and commodities.
Our ambition is to be the most rigorous systematic investment firm operating in global macro today. We identify structural dislocations in foreign exchange, rates, energy, and equity markets and deploy capital against them with discipline, precision, and an unwavering commitment to process over impulse.
Explore Who We AreMost market participants treat geopolitical volatility as transient noise. Monolith Systematic treats it as signal. Sovereignty conflicts, sanctions regimes, and state-driven capital flows produce persistent dislocations across foreign exchange, rates, and commodity markets that extend well beyond the headlines that generate them.
The global energy transition compounds this dynamic. Decarbonization timelines are colliding with geopolitical supply constraints in ways that consensus models have not fully priced. The opportunity set is expansive. The discipline required to capture it consistently is not universally held.
Our process begins and ends with rigor. Every signal is validated across multiple market regimes before deployment. Risk management is not a constraint on returns. It is the foundation on which returns are constructed and preserved.
Explore What We DoTrend-following across foreign exchange, rates, equity indices, and commodities. Driven by geopolitical macro signal, energy transition dynamics, and time-series momentum research across 20 to 30 liquid futures instruments.
Cross-sectional momentum with rigorous factor and drawdown discipline. Long and short equity strategy targeting market neutrality, deployed via systematic portfolio construction across US equity markets.
Fund materials are distributed exclusively to qualified eligible persons and accredited investors in accordance with applicable securities law.
Approach
Monolith Systematic applies systematic, data-driven frameworks to identify durable edge across asset classes and alternative markets.
Monolith Systematic is a quantitative investment firm that applies systematic, data-driven frameworks to identify durable edge across asset classes and alternative markets. The firm employs quantitative global macro strategies across liquid futures markets, including foreign exchange, rates, equity indices, and commodities. Edge is identified through rigorous quantitative research and validated across multiple market regimes before deployment.
Get in TouchMonolith Systematic was founded by Arya Somu. Mr. Somu brings a background in applied mathematics, statistics, and macroeconomic theory, with research affiliations at Stanford University's Advanced Financial Technologies Laboratory and Arizona State University.
His work spans equity research, macro analysis, quantitative system design, and high-performance infrastructure research.
Personal SiteComprehensive data layer spanning 24+ futures contracts, macroeconomic series, prediction market probabilities, and alternative data signals, ingested via automated pipelines with real-time observability and continuous monitoring.
Time-series momentum engine validated across 24 futures instruments with prediction market overlays, geopolitical event parsing, and regime classification for structural market identification. Every signal cross-validated before live deployment.
Pre-trade risk architecture with per-instrument and portfolio-level position sizing, drawdown controls, correlation overlays, and real-time alerting with live monitoring across all active positions. Risk management is structural, not reactive.
Rules-based order management with automated signal scheduling, live reconciliation, and full-stack orchestration. The execution layer is designed for the transition to third-party LP capital with institutional-grade infrastructure throughout.
Trend-following across foreign exchange, rates, equity indices, and commodities via 20 to 30 liquid futures instruments. Driven by geopolitical macro signal, energy transition dynamics, and time-series momentum. Executed with rules-based order management and pre-trade risk controls.
Cross-sectional momentum with rigorous factor and drawdown discipline. Long and short equity strategy targeting market neutrality, deployed via systematic portfolio construction across US equity markets. Factor exposure is continuously monitored and rebalanced.
Research
Independent analysis on geopolitical macro, energy transition economics, systematic market dynamics, and verifiable infrastructure. Published on SSRN and distributed to the academic community.
High-performance verifiable spot DEX built in Rust with zero-knowledge settlement proofs. Achieves 1.08 microsecond p50 latency and 57,300 operations per second. Matching engine, state layer, API, committer, and zkvm crates independently benchmarked. Monolith Research Vol. II.
Full-stack alternative data signal research platform. Features asynchronous ingestion, FinBERT sentiment scoring, BERTopic regime clustering, XGBoost signal classifiers, FastAPI backend, and Next.js frontend. Published on SSRN and open-sourced under Monolith Systematic LLC.
The macro research layer for Discord. Pulls live rates, FX, credit spreads, and Kalshi prediction market probabilities, then synthesizes a Claude-powered Fed posture read on command. Four commands: /brief, /regime, /analyze, and /watch. Open-source under MIT.
Careers
Monolith Systematic is actively recruiting. We are a lean firm where every person has direct impact on the portfolio and the research.
Open Positions
Work alongside Monolith's engineering team to build and maintain the infrastructure powering systematic futures trading. Projects span data pipeline development, execution system improvements, monitoring infrastructure, and research tooling. Ideal candidates bring strong programming skills in Python or Rust and a genuine interest in quantitative finance and high-performance systems.
Contribute directly to Monolith's quantitative research program. Work on signal development, backtesting frameworks, alternative data analysis, or publishable research under Monolith Research. Ideal candidates bring a strong foundation in statistics, mathematics, or quantitative methods and genuine curiosity about systematic investment strategies and global macro markets.
Monolith Systematic operates across three areas of work. Each requires deep expertise and a high standard for intellectual rigor. Whatever your background, the bar is the same.
Develop signals, build models, and advance the systematic research program. Work spans time-series momentum, alternative data, regime classification, and factor design across liquid futures and equity markets.
Build and maintain the infrastructure that powers systematic strategies, from execution and order management to data pipelines, monitoring systems, and high-performance research tooling.
Produce independent analysis and publishable work under Monolith Research. Covers macro markets, alternative data, and financial infrastructure. Contributions go to both the portfolio and the public record of the discipline.
We are not building a headcount. We are building a body of work. Every person at Monolith has direct impact on the portfolio and the research program. We look for people who combine deep technical capability with genuine intellectual curiosity and an insistence on doing things correctly.
The work is serious. The standard is high. If that is the kind of environment you want to work in, reach out directly.
[email protected]Strong programming skills, mathematical foundations, or both. We value people who have built things and understand them at the level of first principles.
Genuine interest in how markets work, why they dislocate, and how systematic approaches can identify and capture structural edge across regimes.
An unwillingness to ship work that is not correct. We validate everything before deployment. The same standard applies to the people we work with.
Contact
For qualified investors interested in the Onyx Fund or the Basalt Fund, please reach out directly. All fund materials are distributed exclusively to qualified eligible persons and accredited investors in accordance with applicable securities laws.
For research inquiries, press, or general correspondence regarding Monolith Systematic LLC, Monolith Research, or any of our open-source infrastructure, use the general inquiries address.
Legal
Monolith Systematic LLC and its affiliates (collectively, "Monolith Systematic", "we", "us", or "our") do not collect any personal information through this website (the "Site"). We do not sell personal information and we do not share personal information for cross-context behavioral marketing. The Site does not send any tracking technologies or cookies and, therefore, does not use Global Privacy Control.
This Privacy Disclosure does not apply to information we collect through other sources or when you interact with us offline. Additional information about our privacy policies will be provided in accordance with applicable law for those who engage with us for investment services.
Legal
Monolith Systematic LLC is committed to safeguarding the confidential information provided to them by their clients, investors, and prospective and former clients and investors (referred to for purposes of this policy together as "Investors"). This notice provides information about the privacy policies and practices of Monolith Systematic.
Monolith Systematic collects nonpublic personal information about Investors from the following sources: interviews and other conversations between Investors and representatives of Monolith Systematic and the Funds; subscription agreements, offering questionnaires, and other documents provided by Investors; information about Investors' transactions and others; and information that Monolith Systematic receives from consumer reporting agencies.
Monolith Systematic does not disclose any nonpublic personal information about any of its investors to anyone, except as permitted by law. Disclosures that are permitted by law include disclosures that are necessary to effect, administer, or enforce a transaction that an Investor requests or authorizes. Other examples of disclosures that are permitted by law are disclosures to accountants, auditors, and lawyers, disclosures to regulators that examine Monolith Systematic's business, disclosures that Investors specifically request, and disclosures authorized by an Investor in its subscription agreement.
Monolith Systematic does not provide personal information about Investors to mailing list vendors or solicitors for any purpose. Monolith Systematic restricts access to nonpublic personal information about Investors to those employees of Monolith Systematic who have a business or professional need to know such information. In addition, Monolith Systematic uses reasonable precautions to maintain a secure office and computer environment to ensure that the confidentiality of Investors' information is not placed at unreasonable risk.
This Privacy Policy is solely for informational purposes and is subject to change, completion, or amendment without notice. It does not constitute an offer to sell or the solicitation of an offer to buy.