We operate a fully automated quantitative e-commerce arbitrage platform—from price scanning and purchasing to logistics and customer service—that systematically exploits pricing inefficiencies across European marketplaces. Our model mirrors what quantitative hedge funds did to financial markets in the 1980s: applying algorithmic precision to capture spreads in fragmented, inefficient markets. By focusing exclusively on established branded products with proven demand, we eliminate inventory risk and generate market-neutral returns through pure computational advantage. The key insight: e-commerce today is where equity markets were in the early '80s—large, fragmented, and ripe for systematic arbitrage before the market becomes efficient. We're building the Renaissance Technologies of retail, at a moment when most competitors still operate manually. The window for algorithmic dominance won't stay open forever.