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He Got Tired Of Prop Firms... So He Built an AI Hedge Fund

He Got Tired Of Prop Firms... So He Built an AI Hedge Fund

Season 1 Episode 237 Published 2 weeks ago
Description

Dylan Maltman of Apex Capital Management (Cape Town) joins the show to break down how he went from a banned retail prop trader to running an AI-native futures hedge fund.

He details Apex's origin story, the difference between proprietary trading and challenge-based prop firms, and how Apex structures capital raising through SMAs vs. LPGP vehicles.


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He dives deep into daily operations — fully automated order-flow strategies run on the Sierra platform with Chicago colocation for millisecond latency — and explains why Apex doesn't do manual or discretionary trades, instead selling investors on a consistent risk/return distribution.

He also unpacks how AI now touches every part of the fund's research and execution pipeline, and closes with a technical breakdown of the order book square root law and why speed matters in delta/order-flow trading.


Connect with Dylan - https://za.linkedin.com/in/dylan-maltman-8b575b1b1


00:01:22 – Dylan joins from Cape Town; intro and backstory with Austin

00:03:53 – What Apex Capital actually is: proprietary trading firm, not a challenge-based prop firm

00:05:09 – Dylan's background: crypto prop shop, sell-side derivatives, then going independent

00:06:01 – Getting banned from retail challenges, the Luxembourg hedge fund offer, and founding Apex in 2024

00:08:16 – Entrepreneurial mindset: separating the fantasy of trading from the reality

00:10:00 – Designing Apex's capital structure around survivability, not high-growth VC style

00:12:31 – Day-to-day life as a fund manager: strategy design, P&L checks, watching latency

00:17:17 – Why Apex uses Sierra platform and Chicago colocation instead of building custom tech yet

00:18:01 – What it was like raising capital in the early days vs. now

00:23:01 – Apex's niche: asymmetric strategies for hedge funds and prop groups focused on drawdown

00:26:35 – How scaling client allocations works, from starting ticket to max cap

00:29:00 – SMA structure explained: how client money never touches Dylan directly

00:33:00 – Latency and risk engine allocation across sub-accounts explained

00:36:34 – Why Apex is fully automated with no manual/discretionary trades

00:44:19 – Biggest mistake: a risk-sizing error on a new order management system import

00:50:59 – Order book square root law explained — why speed matters in delta/order-flow trading

00:56:09 – Closing thoughts and where to find Dylan and Apex Capital

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