Deep Blue Capital is a highly automated proprietary trading firm specialized in statistical arbitrage that only trades with its own capital (no clients). We have achieved consistently high returns and continue to grow strongly as we invest in new markets and new trading strategies. Our story begins in 2002 when our founders, two associate professors in mathematics, established a separate R&D department at an existing trading firm. What started out as a part-time project has turned, after many years of hard work, into a flourishing enterprise. We separated from the trading firm in 2008 and established our own company, Deep Blue Capital, named after the IBM computer that beat Garry Kasparov at chess in 1996. The firm operates out of a single office in Amsterdam and is mid-sized.