Quant Desk

Quantitative research
& analytics desk

Bespoke research, model development and diagnostics for funds and investment teams.

Discuss a research brief
Capabilities

Areas of expertise

Factor and style research

Deep analysis of factor exposures, style tilts, and systematic risk premia across asset classes.

Strategy design and backtesting

Development and validation of quantitative investment strategies with robust historical testing.

Risk and performance diagnostics

Comprehensive attribution, drawdown analysis, and risk decomposition for existing portfolios.

Case Studies

Example engagements

Equity Fund

Re-building a factor model

  • Evaluated 200+ potential factors across value, momentum, quality, and low-volatility
  • Built multi-factor model with robust backtesting and turnover constraints
  • Delivered implementation guidelines and monitoring framework
IR improved from 0.42 to 0.68
Multi-Asset Portfolio

Systematic allocation strategy

  • Developed signal-based tactical allocation across equities, bonds, and alternatives
  • Incorporated regime detection and risk-parity principles
  • Created rebalancing rules and execution guidelines
Sharpe ratio: 1.2, Max DD: -12%
Existing Strategy

Deep-dive risk review

  • Full attribution analysis identifying sources of alpha and beta
  • Stress testing under historical crisis scenarios
  • Recommendations for risk control improvements
3 actionable improvements identified
Outputs

Deliverables

Research memos & whitepapers
Backtest packs & studies
Model documentation
Implementation guidelines
Methodology

Our process

1

Brief & scope

Initial discussion to understand objectives and constraints

2

Research & iteration

Analysis, modeling, and regular check-ins

3

Handover & implementation

Final deliverables and knowledge transfer

Support

FAQ

How long do projects take?

Most engagements range from 4 weeks for targeted reviews to 12+ weeks for full strategy development.

Do you work with our data?

Yes, we work with your proprietary data under NDA. We can also source vendor data if needed.

How do you handle IP?

All work product belongs to you. We sign standard IP assignment agreements.

Send us a short research brief

Tell us what you're looking to build or analyze.

encrypted • private networking • audited delivery

quickstart
# research brief (example)
portfolio: "Global Equity L/S"
benchmark: "MSCI World"
constraints: { gross: 2.0, net: 0.3 }

request: "Factor attribution + risk decomposition + investor memo"
output: [attribution.csv, risk_report.pdf, memo.md]