Chelta Capital LLC
Chelta Capital is a proprietary trading firm. We research options market structure and trade index futures systematically — every strategy pre-registered, tested out of sample, and sized by risk.
What we do
Dealer positioning, gamma exposure, and order flow — read from raw data rather than narrative.
Rule-based execution in equity index futures. No discretion at the point of entry, no exceptions at the point of exit.
Hypotheses are written before the data is opened. What fails in testing never trades.
Method
Every idea is pre-registered: definitions, thresholds, and success criteria are fixed in writing before any analysis begins.
In-sample findings mean nothing on their own. A result only stands if it survives data it has never seen — at the same sign and size we committed to in advance.
Only validated edges reach the market, under fixed risk limits and continuous monitoring for decay. When an edge fades, it is retired without debate.
“We publish nothing we haven't first tried to disprove.”
Research principle · Chelta Capital
Contact
For inquiries about the firm, our research, or working with us, write to:
info@cheltacapital.com