Valentine’s Lane Partners is a quantitative investment management company trading in the global futures and options markets.

Guided by the scientific method, we aim to identify statistically robust market inefficiencies through hypothesis formulation, testing, and validation based on observed market heuristics and advanced computational processes. Over 80% of our volume comprises the E-Mini S&P 500 futures contract, where we rely on an ensemble of handcrafted edges to forecast short-term (5 – 120min) behavior.