Wayy Funds

Quantitative Investment Strategies for the Modern Era

research for people · people for research

Investor Prospectus & Private Offering Memorandum

December 2024

Wayy Research LLC · Buffalo, NY

Confidential
§ 00

Contents

  1. Executive Summary 01
  2. Investment Overview 02
  3. Technology Stack 03
  4. Investment Strategies 04
  5. Product Offerings 05
  6. Terms of Offering 06
  7. Management Team 07
  8. Risk Factors 08
  9. Legal & Compliance 09
  10. Contact Information 10
§ 01

Executive Summary

Wayy Funds is a quantitative investment platform that leverages proprietary research tools, advanced forecasting algorithms, and systematic trading strategies to generate risk-adjusted returns for investors.

Built on the foundation of Wayy Research—an AI/ML research and development firm established in 2024—our investment platform integrates three core technology packages that work together to identify, validate, and execute trading strategies across multiple asset classes including equities, cryptocurrencies, and derivatives.

Our mission is simple: make sophisticated quantitative finance accessible. While traditional hedge funds operate as black boxes, we believe in radical transparency. Every strategy we deploy is rigorously backtested, statistically validated, and continuously monitored.

32+
Data Providers
100+
Crypto Exchanges
113
Test Coverage
2/20
Fee Structure

What Makes Us Different

Transparency First

Every strategy is documented, every backtest is shared, every risk is disclosed. You always know what's happening with your money.

Research-Driven

Our strategies are built on rigorous academic research, including fractal market hypothesis and advanced statistical validation.

Technology-Enabled

Purpose-built open-source infrastructure that processes market data in real-time across 32+ providers and 100+ exchanges.

Statistical Rigor

Every strategy undergoes permutation testing to ensure returns are statistically significant—not just luck.

§ 02

Investment Overview

Wayy Funds offers two distinct paths for investors: a subscription-based strategy deployment service and direct investment in our managed fund strategies.

The Wayy Finance Platform

Wayy Finance is our comprehensive quantitative trading platform that integrates our three core technology packages—FracTime, WRData, and WRTrade—into a unified system for forecasting, data aggregation, and trade execution.

Investment Philosophy

Our investment approach is rooted in the belief that markets exhibit fractal patterns—repeating structures at different time scales that can be identified and exploited through quantitative methods. Rather than attempting to predict specific price movements, we seek to identify statistical edges that persist over time.

Core Principles

Target Markets

Asset Class Instruments Strategy Types
Equities US stocks, ETFs, options Trend following, momentum, mean reversion
Cryptocurrencies BTC, ETH, altcoins, perpetual futures Arbitrage, momentum, market making
Derivatives Options, futures, structured products Volatility trading, hedging
§ 03

Technology Stack

Our platform is built on three open-source Python packages developed by Wayy Research. This modular architecture ensures reliability, enables rapid iteration, and provides complete transparency into our methodologies.

FT
FracTime
Fractal-Based Time Series Forecasting

FracTime implements the Fractal Market Hypothesis through advanced time series analysis. It provides tools for computing fractal properties of financial data—including Hurst exponents and fractal dimensions—and uses these to generate probabilistic forecasts.

github.com/Wayy-Research/fracTime

WD
WRData
Unified Market Data Infrastructure

WRData provides dead-simple access to historical and real-time market data from over 32 providers and 100+ cryptocurrency exchanges. A single API abstracts away the complexity of different data sources, formats, and authentication methods.

github.com/Wayy-Research/wrdata

WT
WRTrade
Build, Test, Deploy, Trade

WRTrade is our complete backtesting and live trading framework. It takes strategies from research to production with built-in validation tools that ensure statistical significance before any real capital is deployed.

github.com/Wayy-Research/wrtrade

Technology Architecture

Data Flow: WRData aggregates market information → FracTime analyzes patterns and generates forecasts → WRTrade constructs portfolios, validates strategies, and executes trades.

All code is open-source and MIT-licensed, enabling investors to audit our methodologies and verify our claims independently.

§ 04

Investment Strategies

Our strategies are research-driven, rigorously validated, and designed to generate returns through systematic exploitation of market inefficiencies rather than directional bets.

Strategy Development Process

Phase 1
Research & Hypothesis

Identify potential market inefficiencies through academic research, fractal analysis, and pattern recognition across historical data.

Phase 2
Backtest Development

Implement the strategy programmatically and run extensive backtests across multiple market regimes and time periods.

Phase 3
Statistical Validation

Run 1000+ permutation tests to verify that performance is statistically significant (p-value < 0.05) and not due to chance.

Phase 4
Walk-Forward Testing

Validate on out-of-sample data to ensure the strategy generalizes beyond the training period.

Phase 5
Paper Trading

Deploy to paper trading for 30-60 days minimum to verify execution and behavior in live market conditions.

Phase 6
Live Deployment

Graduate to live trading with conservative position sizing, with continuous monitoring for strategy decay.

Strategy Categories

Trend Following

These strategies identify and follow directional trends across multiple timeframes. Using fractal analysis, we determine whether an asset is in a trending (Hurst > 0.5) or mean-reverting (Hurst < 0.5) regime and position accordingly.

Mean Reversion

When assets deviate significantly from fair value, our mean reversion strategies take contrarian positions. We use statistical measures including z-scores, Bollinger Bands, and RSI to identify oversold/overbought conditions.

Multi-Strategy Portfolios

Rather than relying on any single approach, we construct portfolios of multiple uncorrelated strategies. Kelly criterion optimization determines the optimal allocation to each strategy.

§ 05

Product Offerings

We offer two distinct products to serve different investor needs: a subscription-based strategy deployment service and a managed investment fund.

Product 1: Strategy Subscription Service

For investors who want to maintain control of their own brokerage accounts while leveraging our research and strategies, we offer a subscription service that deploys our validated strategies directly to your Alpaca brokerage account.

How It Works

Connect your Alpaca account → Select from our library of validated strategies → Our system executes trades automatically based on your risk parameters.

You Maintain Control

Your capital stays in your account. You can pause, adjust, or stop strategies at any time. Full transparency into every trade.

Subscription Tier Features Monthly Fee
Starter 1 strategy, paper trading only, basic analytics $49/month
Standard 3 strategies, live trading, performance dashboard $149/month
Professional Unlimited strategies, custom parameters, priority support $499/month

Product 2: Wayy Funds Managed Investment

For investors who prefer a hands-off approach, our managed fund provides full-service portfolio management using our quantitative strategies.

2%
Annual Management Fee
20%
Performance Fee (above hurdle)
$25K
Minimum Investment
Quarterly
Liquidity

Friends & Family Round

We are currently offering a limited Friends & Family round for early investors:

Important Notice

The Friends & Family round is limited to accredited investors as defined by SEC Regulation D. Investments in this phase carry additional risks associated with early-stage ventures.

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Terms of Offering

This section outlines the key terms for investment in Wayy Funds.

Investment Structure

Fund Type Private Limited Partnership (transitioning to RIA structure)
Securities Offered Limited Partnership Interests
Minimum Investment $25,000 (standard) / $10,000 (Friends & Family)
Investor Eligibility Accredited Investors only (Regulation D, Rule 506(c))
Lock-up Period 12 months from date of investment
Redemption Quarterly, with 30 days advance notice

Fee Structure

Management Fee

An annual management fee of 2% of assets under management, calculated monthly and payable quarterly.

Performance Fee

A performance fee of 20% of net profits above a hurdle rate of 6% annualized, calculated quarterly with a high-water mark provision.

Use of Proceeds

Allocation Percentage Purpose
Trading Capital 85% Deployment into quantitative strategies
Technology Infrastructure 7% Data feeds, servers, development
Operations 5% Legal, compliance, administration
Reserve 3% Cash buffer for redemptions
§ 07

Management Team

Wayy Funds is led by experienced professionals with backgrounds spanning quantitative finance, technology development, and trading operations.

Founder & Portfolio Manager

9+ years of experience across trading floors and technology consultancies. Background includes roles at major financial institutions focusing on middle office technology and derivatives operations. FINRA licensed (Series 57) with deep expertise in quantitative methods, systematic trading, and financial technology.

Education: B.S. Statistics, Loyola University Chicago; ML/AI Intensive, Deep Atlas (2024)

Service Providers

Prime Broker Alpaca Securities LLC / Interactive Brokers
Custodian To be determined
Administrator Self-administered during beta phase
§ 08

Risk Factors

Investment in Wayy Funds involves significant risks. Prospective investors should carefully consider the following risk factors before making an investment decision.

General Investment Risk

Past performance is not indicative of future results. All investments involve risk, including the possible loss of principal.

Market Risks

Market Risk

The value of the Fund's investments may decline due to general market conditions, economic trends, or other factors beyond the control of the Manager.

Cryptocurrency Risk

Investments in cryptocurrencies are highly speculative and involve substantial risks including extreme price volatility, regulatory uncertainty, and technological risks.

Liquidity Risk

Some investments may be difficult to sell quickly without a significant price concession.

Strategy Risks

Quantitative Strategy Risk

The Fund relies on quantitative models that may not perform as expected. Models are based on historical data and may fail to adapt to changing market conditions.

Technology Risk

The Fund depends on complex technology systems. System failures, bugs, or cybersecurity incidents could result in significant losses.

Operational Risks

Early-Stage Risk

Wayy Funds is a new venture with a limited operating history. Early-stage investment vehicles carry elevated risks.

Key Person Risk

The Fund's success is substantially dependent on the skills and continued involvement of the founding team.

Risk Level: High — Suitable for investors with high risk tolerance

§ 10

Contact Information

For more information about Wayy Funds or to begin the investment process, please contact us using the information below.

Website
wayyresearch.com
Email
invest@wayyresearch.com
Location
Buffalo, NY

Next Steps

Step 1
Schedule a Consultation

Reach out to discuss your investment goals and learn more about our strategies.

Step 2
Review Documentation

Receive and review the complete offering documents, including subscription agreement.

Step 3
Complete Subscription

Submit accredited investor verification, signed subscription agreement, and funding.

Step 4
Onboarding

Receive confirmation, access to investor portal, and begin receiving performance reports.

Thank you for your interest in Wayy Funds. We look forward to the opportunity to work with you.

Wayy Research LLC
General Partner, Wayy Funds LP