About
About BlackRidge
BlackRidge is an independent research bureau introducing private investors to quantitative traders through multiple strategy providers. We publish quantitative research. Investors access strategies through PAMM accounts at the broker. We are not a fund or broker and never hold client money.

Our story
Research comes first. Introductions follow.
BlackRidge began with a simple observation: the most capable systematic traders are rarely the ones investors ever hear about.
Tim Sussaret spent the first part of his career in banking, before going on to lead a desk of quantitative traders. Managing that team taught him how much separates a strategy that looks good on paper from one that holds up through changing markets, and how little of that knowledge ever reaches private investors.
So he went looking for it. Over several years, Tim travelled to meet traders in person: independent quants running their own capital, in their own way, with track records spanning multiple market regimes. Not marketing decks, but people, process and discipline. From those meetings, a small network formed of traders whose work he had come to know and trust.
Each of them remains fully independent. They design and run their own strategies, and that independence is part of what makes their work worth studying.
What was missing was a bridge.
BlackRidge is a research bureau, not a hedge fund. We do not pool or manage client money. Our work is to understand how these strategies operate, explain the mechanics, risks and terminology in plain language, and publish research that helps private investors make sense of systematic trading.
Where it is appropriate, we introduce investors to the strategies these traders run, presented in a private session, so they can do their own due diligence and decide for themselves.
Clarity first. Independence always.
Tim Sussaret, Founder
What we publish
BlackRidge publishes quantitative research on systematic trading, portfolio risk and the sources of alpha. Read each report's publication date, cited sources, methods and limitations as supplied; a source citation is not independent verification.
We use current AI models to gather and aggregate source material and to help prepare each report. If you find an error, please use Suggest a correction on the report page. We welcome corrections, review each one against the cited evidence and correct confirmed errors.
Our role
BlackRidge conducts research and makes introductions. We are not a broker, custodian or investment adviser. Four parties are involved, each with a distinct role.
- BlackRidge
- Research and introductions. Not custody or trading management.
- Strategy providers
- The commercial counterparties for strategy access.
- Quantitative traders
- The people operating the strategies. Request their live records and trading mandate.
- Your broker account
- Funds and withdrawals stay with the broker, not BlackRidge.
BlackRidge receives an introduction fee directly from the selected strategy provider for introducing the client. BlackRidge does not receive broker compensation. That provider receives compensation from the broker, which may be linked to spreads or trading volume and can create an incentive to trade more. The introduction fee gives BlackRidge a financial interest in the client opening an allocation. Its exact amount and the full commercial terms are confirmed in writing before any payment or deposit. Assess these incentives separately from the one-time access payment and review the broker's trading conditions independently.
What we do not claim
Historical testing is not verified live performance. Nothing on this site is a guarantee of any outcome, and past performance is not indicative of future results. Where negative balance protection does not apply, loss can exceed the funded deposit; the broker's legal entity, written terms, jurisdiction and client classification determine the position, and forced liquidation may fail in a gap.
What is shared before an allocation
Most research reports are openly available. The strategies themselves are presented in a private session, not on this website. Commercial arrangements with strategy providers and brokers are confidential.
Nothing is withheld from a client. The strategy, its live performance, the broker, the strategy providers discussed and the full commercial terms are presented in the session and confirmed in writing before any payment or deposit.
Reading the research library
The library covers portfolio risk, AI in trading, validation, costs and fees and market mechanics. The most recent is US Stock-Bond Correlation and Capital Preservation, published 7 October 2026. These are different research questions, not interchangeable measures of a provider's performance. A portfolio-risk study does not establish a live trading track record, and a fee comparison does not establish investment suitability.
Start with the research library, then follow the reading and download options shown for the report. Use the publication date, stated sample and limitations to decide what a finding can support. Our editorial methodology explains how to separate cited evidence, our calculations and illustrative scenarios.
Before an allocation
Research is not the commercial agreement for an allocation. The specific broker, strategy provider and full terms are presented in a private session and confirmed in writing before payment or deposit. BlackRidge does not receive or hold client funds and does not take payment through this website. Review the custody arrangement, withdrawal terms and compensation incentives as separate due-diligence questions.
The access payment is nonrefundable once access has been granted. Spreads, commissions, swaps, slippage and taxes are separate from that payment. The FAQ explains these terms, and the due-diligence checklist identifies evidence to request from any strategy provider, including those introduced here.
How to verify
Read the research and its sources directly, and read the legal documents before any decision:
Read the work itself.
Explore the published research, its sources and its limitations.
Next: Start here