Goldman Sachs, Citadel and Google Alumni Launch RWA Perpetuals Platform on Patented Blockchain (13 Oct)

New York, NY, October 13th, 2026, Chainwire DeepSigma, a new decentralized perpetual futures exchange for real-world assets (RWAs), today unveiled its platform with a live paper-trading demo spanning 77 markets across U.S. equities, indexes, commodities, sector ETFs and Treasury yields. Powered by the Cypherium blockchain, DeepSigma is being built to bring the perpetual futures model that has grown rapidly in crypto to traditional financial markets. Rather than tokenizing or taking custody of the underlying assets, DeepSigma's perpetual contracts track their respective real-world markets through external price data, allowing traders to gain long or short exposure without owning or taking delivery of the underlying asset. The platform is being developed by a team spanning traditional finance, quantitative trading and blockchain infrastructure, with experience at Goldman Sachs, Citadel Securities, Google and Uber. DeepSigma has also been designed around U.S. regulatory frameworks from day one. The company is working with specialized digital-asset counsel and views regulatory readiness as a market-entry advantage rather than an issue to address after achieving scale. “Crypto has already demonstrated the demand for perpetual markets, but you cannot simply take the same model and put a stock or commodity ticker on it,” said Sky Guo, CEO of DeepSigma and founder of Cypherium. “Real-world markets have different trading hours, liquidity conditions, pricing sources and regulatory considerations. We started DeepSigma with those differences in mind.” Building Perpetual Markets for Assets That Don't Trade Like Crypto DeepSigma's live demo currently supports paper trading across 77 RWA perpetual contracts, including leading U.S. equities; the S&P 500, Dow Jones Industrial Average, Nasdaq Composite, Russell 2000 and VIX; S&P sector ETFs; commodities including WTI and Brent crude oil, gold, silver, natural gas and copper; and U.S. Treasury yields. Unlike crypto assets that trade continuously on largely crypto-native venues, real-world assets can stop trading overnight or over weekends while related markets continue moving. They can also face fragmented price discovery and periods of thin liquidity. DeepSigma's technical architecture is being designed around those differences. Its risk framework includes multi-source external pricing, mark-price mechanisms intended to reduce the impact of short-term manipulation, position and exposure limits, circuit breakers, partial liquidations and an insurance mechanism for stressed market conditions. The platform uses a central limit order book model, with a clearing layer responsible for positions, collateral, margin and settlement. “The hardest part of bringing real-world assets on-chain isn't creating another market symbol. It's making sure the market still behaves sensibly when the underlying asset is closed, liquidity disappears or an external price moves sharply,” said Guo. “Those are market-structure problems, and they have to be part of the architecture from the beginning.” DeepSigma's trading terminal currently combines paper-trading functionality with market data, technical indicators, asset-specific news, portfolio tracking and a competitive leaderboard.