TradFi strategies, executed natively on-chain.
Odyssey is the infrastructure sophisticated funds use to deploy the strategies they already run — money markets, fixed income, basis, statistical arbitrage — across digital assets, stablecoins and tokenized equities. Research, execution and risk, through one API.
The desk you already run — on a new venue.
Every strategy has a direct traditional-markets analog, executed on-chain, where the yields are structural and the settlement is atomic.
Statistical arbitrage
Pairs mean-reversion on correlated assets, cross-venue dislocations on the same asset, and triangular loops across trading pairs — each leg fired atomically, so the spread can't run away mid-trade.
Basis & carry
Delta-neutral funding capture: long spot, short the perpetual, collect the funding rate with no directional exposure. The classic futures basis trade, at perp-market depth.
Securities lending
Lend tokenized equities into overcollateralized borrow demand and earn the borrow fee — the on-chain equivalent of a securities lending desk, with live visibility of the collateral backing every loan.
Money markets
Collateralized lending on blue-chip on-chain money markets. Variable yield on stablecoins and majors — overcollateralized, transparent, withdrawable at will.
Fixed income
Yield tokenization splits any yield-bearing asset into principal and yield legs: hold principal tokens to maturity like zero-coupon bonds, swap floating for fixed, or trade the curve outright.
An on-chain trading unit, delivered as infrastructure.
A suite of investment-grade tools behind one API — the same stack that runs our own book. Every tool can be driven by your team today, or by your agents.
Backtesting Tool
Real history with real frictions — slippage, gas, liquidations. The P&L you see is the P&L you'd have lived, with Sharpe, drawdown and regime breakdown.
Opportunities Dashboard
Live spreads, funding and yield signals across tokens, DEXs and lending venues, every chain.
Execution Engine
Multi-leg atomic execution routed across protocols from one interface — each opportunity fired as a single transaction, unwound if any leg breaches your limits.
Graph Generator
Historical on-chain data on demand — prices, basis, funding rates, volatility, yield curves — chart-ready for research and IC materials.
Risk Terminal
Deterministic technical and economic risk on every position, stress-testable against any scenario — built with a research chair at Institut Polytechnique.
Premium · runs our own bookResearch Terminal
Describe a thesis in plain language and the research assistant drafts, tests and iterates on it alongside your team — compressing strategy R&D from weeks to hours.
Anyone running, or wanting to run, strategies on-chain.
Curators
Build, risk-gate and run vault strategies with a defensible model and a full audit trail.
Hedge funds
The discipline of an on-chain quant desk — without having to build one.
Market makers
Systematic on-chain execution and risk gating.
See the platform in motion.
A short walkthrough of the agents working end to end — signal to validated strategy to risk-gated, on-chain execution.
One strategy, end to end: LST basis capture.
Systematically capture the spread between a liquid staking token's on-chain exchange rate (intrinsic value) and its DEX trading price (market value). Market-neutral by construction: the position is long LST / short ETH — directional ETH exposure cancels out.
LST — the asset
wstETH, cbETH, weETH: ETH staked with validators, wrapped as a tradable token. It accrues staking yield, so its intrinsic rate vs ETH ratchets up block by block.
On-chain rate — the NAV
Each protocol publishes its token's redemption rate in ETH, on-chain, every block. Fully observable — no estimation, no stale marks.
DEX price — the market
The same token trades freely on decentralized exchanges. Flows push the market price a few bps around NAV — that gap is the trade.
on-chain rate 1 wstETH = 1.2320 ETH ← intrinsic (the NAV) DEX price 1 wstETH = 1.2308 ETH ← market ------ spread ≈ 10 bps → BUY on DEX, lever via lending spread closes → SELL, deleverage → capture the bps
The short leg is financing, not a perp: deposit the LST as collateral on a lending market, borrow ETH against it, sell the ETH — the on-chain equivalent of prime-broker leverage. When the spread closes, unwind and keep the basis points; staking yield pays the carry while you wait.
The code
Your alpha stays yours — evaluate() runs on your machine and only target weights cross the wire. A dozen lines take a signal from idea to backtest to paper trading, against the same engine that executes on-chain.
from odyssey import Odyssey from odyssey_strategy_sdk.strategies.base import BaseStrategy class MyStrategy(BaseStrategy): # your signal — runs on YOUR machine name = "mine" def evaluate(self, ctx): return {t: 1.0 for t in ("cbETH","wstETH","weETH") if ctx.snapshot.market(t)} o = Odyssey("<your key>") res = o.backtest(MyStrategy(), "2026-06-20", "2026-06-23") # history, our engine, local print(res["summary"]) # fills, pnl%, sharpe, maxDD + significance_note # (when metrics can't be trusted, it says why: # short window, no trades, strategy errors) o.submit({"cbETH": 1.0, "wstETH": 0.5}, mode="sim", leverage=2.0) # forward tick -> fills o.positions() # your book: collateral / debt / exposure / LTV o.equity() # your equity curve o.reset() # start fresh
Backtest, paper (mode="sim") and live share one code path — the strategy object you validated is the object that runs.
From API key to on-chain capital, in three steps.
- Request API access.Pull live and historical data — prices, funding, basis, yields — straight into your own research stack.
- Start backtesting.Build a strategy in the demo, test it against real history with real frictions, and run it in paper.
- Ready to run capital?We set up your own SAFE and take the strategy live on-chain — execution configured in minutes, not months.